Performance measurement
- The Unreasonable Attractiveness of More ESG DataMike Chen, Robert von Behren and George MussalliThe Journal of Portfolio Management August 2021, jpm.2021.1.281; DOI: https://doi.org/10.3905/jpm.2021.1.281
- Diversification Benefits from Leveraged Loans? Trends in Cross-Asset CorrelationsDirk Dreyer and Ilja SchaabThe Journal of Structured Finance April 2021, 27 (1) 68-83; DOI: https://doi.org/10.3905/jsf.2020.1.118
- Financing Correlated Drug Development ProjectsAndrew W. Lo and Kien Wei SiahThe Journal of Structured Finance April 2021, 27 (1) 17-34; DOI: https://doi.org/10.3905/jsf.2020.1.114
- Correlation and Regression Analysis of the Relation between Ethereum Price and Both Its Volume and Bitcoin PriceNurkhodzha Akbulaev, Ilkin Mammadov and Mehbube HemdullayevaThe Journal of Structured Finance July 2020, 26 (2) 46-56; DOI: https://doi.org/10.3905/jsf.2020.1.099
- Exchange Rate Shocks and the Dynamics of International Asset-Backed Securities (ABS)Oyakhilome IbhaguiThe Journal of Structured Finance January 2020, 25 (4) 20-31; DOI: https://doi.org/10.3905/jsf.2019.1.079
- Internal Capital Allocation at Financial InstitutionsSylvain RaynesThe Journal of Structured Finance April 2019, 25 (1) 21-30; DOI: https://doi.org/10.3905/jsf.2019.25.1.021
- Better Measurements for CLO Equity PerformanceJoseph M. PimbleyThe Journal of Structured Finance July 2016, 22 (2) 24-30; DOI: https://doi.org/10.3905/jsf.2016.22.2.024
- How Much Do Issuers “Overlap” in CLOs of Recent
Vintages?David YanThe Journal of Structured Finance October 2013, 19 (3) 62-66; DOI: https://doi.org/10.3905/jsf.2013.19.3.062 - The Myth of Diversification ReconsideredWilliam Kinlaw, Mark Kritzman, Sébastien Page and David TurkingtonThe Journal of Portfolio Management July 2021, 47 (8) 124-137; DOI: https://doi.org/10.3905/jpm.2021.1.273
- The P/E Ratio, the Business Cycle, and Timing the Stock MarketSangkyun ParkThe Journal of Portfolio Management July 2021, 47 (8) 165-183; DOI: https://doi.org/10.3905/jpm.2021.1.270
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