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- Hierarchical Clustering-Based Asset AllocationThomas RaffinotThe Journal of Portfolio Management December 2017, 44 (2) 89-99; DOI: https://doi.org/10.3905/jpm.2018.44.2.089
- A CVaR Scenario-Based Framework for Minimizing Downside Risk in Multi-Asset Class PortfoliosKartik Sivaramakrishnan and Robert StamicarThe Journal of Portfolio Management December 2017, 44 (2) 114-129; DOI: https://doi.org/10.3905/jpm.2018.44.2.114
- Flexible Indeterminate Factor-Based Asset AllocationStephen Blyth, Mark C. Szigety and Jake XiaThe Journal of Portfolio Management July 2016, 42 (5) 79-93; DOI: https://doi.org/10.3905/jpm.2016.42.5.079
- Adjusted Factor-Based Performance AttributionRobert A. Stubbs and Vishv JeetThe Journal of Portfolio Management July 2016, 42 (5) 67-78; DOI: https://doi.org/10.3905/jpm.2016.42.5.067
- Best Practices in Research for Quantitative Equity StrategiesJoseph A. Cerniglia, Frank J. Fabozzi and Petter N. KolmThe Journal of Portfolio Management July 2016, 42 (5) 135-143; DOI: https://doi.org/10.3905/jpm.2016.42.5.135
- Fear and Greed: A Returns-Based Trading Strategy around Earnings AnnouncementsIvo Ph. Jansen and Andrei L. NikiforovThe Journal of Portfolio Management May 2016, 42 (4) 88-95; DOI: https://doi.org/10.3905/jpm.2016.42.4.088
- The Black–Litterman Approach and Views from Predictive Regressions: Theory and ImplementationAlois Geyer and Katarína LucivjanskáThe Journal of Portfolio Management May 2016, 42 (4) 38-48; DOI: https://doi.org/10.3905/jpm.2016.42.4.038
- Navigating Stock Price CrashesB. Korcan Ak, Steven Rossi, Richard Sloan and Scott TracyThe Journal of Portfolio Management May 2016, 42 (4) 28-37; DOI: https://doi.org/10.3905/jpm.2016.42.4.028
- Measuring Bond-Level LiquidityVadim Konstantinovsky, Kwok Yuen Ng and Bruce D. PhelpsThe Journal of Portfolio Management May 2016, 42 (4) 116-128; DOI: https://doi.org/10.3905/jpm.2016.42.4.116
- The Tournament Phenomenon Beyond Agency Theory: Behavioral Economic ExperimentBoris G. Borisov and Rainer LuegThe Journal of Portfolio Management April 2016, 42 (3) 124-139; DOI: https://doi.org/10.3905/jpm.2016.42.3.124
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