Other
- Fine-Tuning Private Equity Replication Using Textual AnalysisAnanth Madhavan and Aleksander SobczykThe Journal of Financial Data Science January 2019, 1 (1) 111-121; DOI: https://doi.org/10.3905/jfds.2019.1.1.111
- Practical Applications of Crowded Trades: Implications for Sector Rotation and Factor TimingWilliam Kinlaw, Mark Kritzman and David TurkingtonPractical Applications July 2020, 8 (1) 1-6; DOI: https://doi.org/10.3905/pa.8.1.378
- Practical Applications of Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share MarketChristopher Cheung, George Hoguet, Sunny Ng and Barbara J. MackPractical Applications April 2015, 2 (4) 1-4; DOI: https://doi.org/10.3905/pa.2015.2.4.106
- Practical Applications of Are Risk Parity Managers at Risk Parity?Edward Qian and Wendy ConnettPractical Applications July 2014, 2 (1) 1-3; DOI: https://doi.org/10.3905/pa.2014.2.1.056
- IntroductionMark KritzmanPractical Applications January 2014, 1 (3) 1-2; DOI: https://doi.org/10.3905/pa.2014.1.3.intro
- Practical Applications of Embracing Downside RiskRoni Israelov, Lars N. Nielsen and Daniel VillalonPractical Applications January 2018, 5 (3) 1-4; DOI: https://doi.org/10.3905/pa.5.3.254
- Practical Applications of Measuring Bond-Level LiquidityVadim Konstantinovsky, Kwok Yuen Ng, Bruce D. Phelps and Barbara J. MackPractical Applications April 2017, 4 (4) 1-4; DOI: https://doi.org/10.3905/pa.2017.4.4.219
- Practical Applications of A Conversation with Marie BrièreMarie Brière and Aimee PicchiPractical Applications July 2016, 4 (1) 1-3; DOI: https://doi.org/10.3905/cfa.2016.4.1.003
- The Future of For-Profit Higher EducationVance H Fried and Aaron D HillThe Journal of Private Equity August 2009, 12 (4) 35-43; DOI: https://doi.org/10.3905/JPE.2009.12.4.035
- Scenarios Help Private Equity Evaluate PriceWilliam J. Hass and Shepherd G. PryorThe Journal of Private Equity February 2008, 11 (2) 24-29; DOI: https://doi.org/10.3905/jpe.2008.702787
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (38)
- In Markets (189)
- In Portfolio Management (153)
- In Wealth Management (95)
- Derivatives
- Options (514)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (205)
- Factors, risk premia
- Factor-based models (474)
- Style investing (170)
- Other (55)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (583)
- Retirement (450)
- Social security (93)
- Pension funds (169)
- Other (56)
- Mutual funds/passive investing/indexing
- Mutual fund performance (248)
- Passive strategies (150)
- Other (319)
- Performance measurement
- Volatility measures (391)
- Performance measurement (1568)
- Portfolio management/multi-asset allocation
- Portfolio theory (683)
- Portfolio construction (1710)
- ESG investing (298)
- Manager selection (292)
- Other (292)
- Quantitative methods
- Statistical methods (1276)
- Simulations (287)
- Quantitative methods (427)
- Real assets/alternative investments/private equity
- Real estate (214)
- Commodities (183)
- Other real assets (96)
- Currency (155)
- Private equity (718)
- Risk management
- Credit risk management (285)
- Tail risks (147)
- Risk management (814)
- Security analysis and valuation
- Technical analysis (116)