Portfolio theory
- Frontier Stock Markets: Local versus Global FactorsDouglas W. Blackburn and Nusret CakiciThe Journal of Investing March 2020, joi.2020.1.124; DOI: https://doi.org/10.3905/joi.2020.1.124
- Mutual Fund Returns and Their Characteristics: A Simple Approach to Selecting Better Performing Actively-Managed FundsBurton G. Malkiel and Atanu SahaThe Journal of Investing February 2020, joi.2020.1.117; DOI: https://doi.org/10.3905/joi.2020.1.117
- Holdings Concentration and Hedge Fund Investment StrategiesXiaohui Yang and Hossein B. KazemiThe Journal of Alternative Investments February 2020, jai.2020.1.092; DOI: https://doi.org/10.3905/jai.2020.1.092
- Sources of Return Dispersion in Alternative Risk PremiaDavid E. KuenziThe Journal of Alternative Investments January 2020, jai.2020.1.089; DOI: https://doi.org/10.3905/jai.2020.1.089
- Does Factor Investing Improve Investor Welfare? A Multi-Asset PerspectiveLionel Martellini and Vincent MilhauThe Journal of Portfolio Management March 2020, jpm.2020.1.152; DOI: https://doi.org/10.3905/jpm.2020.1.152
- Risk Parity Optimality Even with Negative Sharpe Ratio AssetsBrian Jacobsen and Wai LeeThe Journal of Portfolio Management March 2020, jpm.2020.1.151; DOI: https://doi.org/10.3905/jpm.2020.1.151
- Efficient Routines for CDO Loss CalculationsJoseph M. PimbleyThe Journal of Structured Finance March 2020, jsf.2020.1.096; DOI: https://doi.org/10.3905/jsf.2020.1.096
- A Network and Machine Learning Approach to Factor, Asset, and Blended AllocationGueorgui Konstantinov, Andreas Chorus and Jonas RebmannThe Journal of Portfolio Management March 2020, jpm.2020.1.147; DOI: https://doi.org/10.3905/jpm.2020.1.147
- How Good Is Tactical Asset Allocation Using Standard Indicators?Michael SchnetzerThe Journal of Portfolio Management March 2020, jpm.2020.1.145; DOI: https://doi.org/10.3905/jpm.2020.1.145
- One Institutional Investor’s Approach to Integrating ESG in the Investment ProcessHershel HarperThe Journal of Portfolio Management February 2020, 46 (4) 110-123; DOI: https://doi.org/10.3905/jpm.2020.1.131
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