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- Practical Applications of Retirement Planning: From Z to AJavier EstradaPractical Applications October 2021, 9 (2) 1-4; DOI: https://doi.org/10.3905/pa.9.2.440
- Factors in Time: Fine-Tuning Hedge Fund ReplicationJoseph Simonian and Chenwei WuThe Journal of Portfolio Management February 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159
- Equity Portfolios with Improved Liability-Hedging BenefitsGuillaume Coqueret, Lionel Martellini and Vincent MilhauThe Journal of Portfolio Management January 2017, 43 (2) 37-49; DOI: https://doi.org/10.3905/jpm.2017.43.2.037
- Crisis and InnovationRobert J. ShillerThe Journal of Portfolio Management April 2010, 36 (3) 14-19; DOI: https://doi.org/10.3905/jpm.2010.36.3.014
- A Discretionary Wealth Approach for Investment PolicyJarrod W Wilcox and Frank J FabozziThe Journal of Portfolio Management October 2009, 36 (1) 46-59; DOI: https://doi.org/10.3905/JPM.2009.36.1.046
- Long-Only: The Natural Benchmark Choice for 130/30Robert J WaidThe Journal of Portfolio Management April 2009, 35 (3) 48-50; DOI: https://doi.org/10.3905/JPM.2009.35.3.048
- A Framework for Designing Investment Strategies for Default Retirement PlansEdwin Lung, Craig Roodt, Laura Ryan, Geoffrey J. Warren and Kirsten WymerThe Journal of Retirement January 2021, 8 (3) 40-60; DOI: https://doi.org/10.3905/jor.2020.1.081
- Assessing the Impact of Longevity Risk for Countries with Limited DataSamuel E. Assabil and Don L. McLeishThe Journal of Retirement January 2021, 8 (3) 62-75; DOI: https://doi.org/10.3905/jor.2020.1.080
- Mortality Modeling Using Covariates with Ghana Census DataSamuel E. Assabil and Don L. McleishThe Journal of Retirement July 2019, 7 (1) 78-87; DOI: https://doi.org/10.3905/jor.2019.1.053
- Shortfall Risk and Shortfall Duration for Portfolio Choice in DecumulationGanlin Xu, Harry Markowitz and John B. GuerardThe Journal of Retirement July 2019, 7 (1) 24-34; DOI: https://doi.org/10.3905/jor.2019.7.1.024
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