Performance measurement
- Volatility Timing under Low-Volatility StrategyPoh Ling Neo and Chyng Wen TeeThe Journal of Portfolio Management October 2021, 48 (1) 133-146; DOI: https://doi.org/10.3905/jpm.2021.1.293
- Risky Corporate Bonds in 2021: A Bubble, or Rational Underwriting in a Low-Rate Environment?Edward I. Altman and Mike HarmonThe Journal of Portfolio Management October 2021, 48 (1) 7-20; DOI: https://doi.org/10.3905/jpm.2021.1.292
- The Unreasonable Attractiveness of More ESG DataMike Chen, Robert von Behren and George MussalliThe Journal of Portfolio Management October 2021, 48 (1) 147-162; DOI: https://doi.org/10.3905/jpm.2021.1.281
- Practical Applications of Private Portfolio Attribution AnalysisGregory Brown, Frank Ethridge, Tyler Johnson and Tom KeckThe Journal of Alternative Investments January 2022, jai.2021.jaipa053; DOI: https://doi.org/10.3905/jai.2021.jaipa053
- Practical Applications of When to Go and How to Go? Founder and Leader Transition in Private Equity FirmsJosh Lerner and Diana NobleThe Journal of Alternative Investments January 2022, jai.2021.jaipa051; DOI: https://doi.org/10.3905/jai.2021.jaipa051
- Financial Anomalies in Portfolio Construction and ManagementHarry Markowitz, John Guerard, Ganlin Xu and Bijan BeheshtiThe Journal of Portfolio Management April 2021, 47 (6) 51-64; DOI: https://doi.org/10.3905/jpm.2021.1.242
- Optimal Strategies for ESG PortfoliosFabio Alessandrini and Eric JondeauThe Journal of Portfolio Management April 2021, 47 (6) 114-138; DOI: https://doi.org/10.3905/jpm.2021.1.241
- Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock ReturnsBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management April 2021, 47 (6) 33-50; DOI: https://doi.org/10.3905/jpm.2021.1.240
- Real Economy Portfolio: The Market Risk Premium as a Source of AlphaGerald GarveyThe Journal of Portfolio Management April 2021, 47 (6) 22-32; DOI: https://doi.org/10.3905/jpm.2021.1.239
- Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive StrategiesRyan PoirierThe Journal of Portfolio Management April 2021, 47 (6) 156-173; DOI: https://doi.org/10.3905/jpm.2021.1.238
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