Performance measurement
- Normal Return Gaps: Dispersion Illuminates DiversificationWilliam W. Jennings, Thomas C. O’Malley and Brian C. PayneThe Journal of Wealth Management April 2020, jwm.2020.1.105; DOI: https://doi.org/10.3905/jwm.2020.1.105
- Active Fixed Income IllusionsJordan Brooks, Tony Gould and Scott RichardsonThe Journal of Fixed Income March 2020, 29 (4) 5-19; DOI: https://doi.org/10.3905/jfi.2020.1.086
- Fair Value Measurement in the Life Settlement MarketAlexander Braun and Jiahua XuThe Journal of Fixed Income March 2020, 29 (4) 100-123; DOI: https://doi.org/10.3905/jfi.2020.1.084
- US Treasury Bond Betas: 1961–2019J. Benson DurhamThe Journal of Fixed Income March 2020, 29 (4) 20-47; DOI: https://doi.org/10.3905/jfi.2020.1.083
- Rules of Thumb versus Industry Glide Paths: Some Bootstrapping EvidenceYuntaek Pae and Robert AtraThe Journal of Investing March 2020, 29 (3) 23-37; DOI: https://doi.org/10.3905/joi.2020.1.121
- The Risk in ValueHaim A. MozesThe Journal of Investing March 2020, 29 (3) 6-17; DOI: https://doi.org/10.3905/joi.2020.1.119
- Performance Dispersion Risk Assessment in Alternatives and Active StrategiesAmit SoniThe Journal of Alternative Investments March 2020, 22 (4) 107-119; DOI: https://doi.org/10.3905/jai.2020.1.088
- Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor ModelsAnanth Madhavan, Aleksander Sobczyk and Andrew AngThe Journal of Portfolio Management March 2020, 46 (5) 90-103; DOI: https://doi.org/10.3905/jpm.2020.1.142
- Identifying Performance Persistence in Hedge Funds Using a Measure of Manager SkillArik Ben Dor, Jingling Guan and Xiaming ZengThe Journal of Portfolio Management March 2020, 46 (5) 63-78; DOI: https://doi.org/10.3905/jpm.2020.1.139
- Using Active Share to Evaluate Single- and Multi-Manager PortfoliosMark Higgins, Matthew Sturdivan, Janelle Booth and Claire IlloThe Journal of Portfolio Management March 2020, 46 (5) 32-40; DOI: https://doi.org/10.3905/jpm.2020.1.134
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