Pension funds
- The Canadian Pension Model: Past, Present, and FutureKeith AmbachtsheerThe Journal of Portfolio Management March 2021, 47 (5) 150-158; DOI: https://doi.org/10.3905/jpm.2021.1.216
- A Survey of Institutional Investors’ Investment and Management Decisions on Illiquid AssetsKristy Jansen and Patrick TuijpThe Journal of Portfolio Management January 2021, 47 (3) 135-153; DOI: https://doi.org/10.3905/jpm.2020.1.202
- Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and WeightingGuido Giese, Zoltán Nagy and Linda-Eling LeeThe Journal of Portfolio Management January 2021, 47 (3) 94-111; DOI: https://doi.org/10.3905/jpm.2020.1.198
- PERSPECTIVES: Seeking Sustainability in American Public Employee Pension SystemsClive Lipshitz and Ingo WalterThe Journal of Portfolio Management October 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
- Institutional Investment Strategy and Manager Choice: A CritiqueRichard M. EnnisThe Journal of Portfolio Management March 2020, 46 (5) 104-117; DOI: https://doi.org/10.3905/jpm.2020.1.141
- INVITED EDITORIAL COMMENT: Winning the Right Game: The Search for Investment ExcellenceKees Koedijk, Alfred Slager and Jaap van DamThe Journal of Portfolio Management October 2019, 46 (1) 1-6; DOI: https://doi.org/10.3905/jpm.2019.46.1.001
- A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic BenefitsJohn M. Mulvey, Lionel Martellini, Han Hao and Nongchao LiThe Journal of Portfolio Management February 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
- A Trustee Guide to Factor InvestingKees Koedijk, Alfred Slager and Philip StorkThe Journal of Portfolio Management July 2016, 42 (5) 28-38; DOI: https://doi.org/10.3905/jpm.2016.42.5.028
- Coming Up Short: Managing Underfunded Portfolios in an LDI-ES FrameworkSanjiv Das, Seoyoung Kim and Meir StatmanThe Journal of Portfolio Management October 2014, 41 (1) 95-108; DOI: https://doi.org/10.3905/jpm.2014.41.1.095
- Constraints and Innovations for Pension Investment:
The Cases of Risk Parity and Risk Premia InvestingWai LeeThe Journal of Portfolio Management April 2014, 40 (3) 12-20; DOI: https://doi.org/10.3905/jpm.2014.40.3.012
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (169)
- In Portfolio Management (137)
- In Wealth Management (95)
- Derivatives
- Options (514)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (199)
- Factors, risk premia
- Factor-based models (455)
- Style investing (168)
- Other (51)
- Fixed income and structured finance
- Project finance (85)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (572)
- Retirement (433)
- Social security (89)
- Pension funds (161)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (244)
- Passive strategies (138)
- Other (310)
- Performance measurement
- Volatility measures (364)
- Performance measurement (1548)
- Portfolio management/multi-asset allocation
- Portfolio theory (652)
- Portfolio construction (1655)
- ESG investing (296)
- Manager selection (282)
- Other (269)
- Quantitative methods
- Statistical methods (1250)
- Simulations (284)
- Quantitative methods (420)
- Real assets/alternative investments/private equity
- Real estate (212)
- Commodities (179)
- Other real assets (96)
- Currency (154)
- Private equity (719)
- Risk management
- Credit risk management (285)
- Tail risks (143)
- Risk management (799)
- Security analysis and valuation
- Technical analysis (111)