Portfolio theory
- A Backtesting Protocol in the Era of Machine LearningRob Arnott, Campbell R. Harvey and Harry MarkowitzThe Journal of Financial Data Science January 2019, 1 (1) 64-74; DOI: https://doi.org/10.3905/jfds.2019.1.064
- Big Data in Portfolio Allocation: A New Approach to Successful Portfolio OptimizationIrene AldridgeThe Journal of Financial Data Science January 2019, 1 (1) 45-63; DOI: https://doi.org/10.3905/jfds.2019.1.045
- Sector Behavior, Market Efficiency, and the Optimal Risky PortfolioRay SturmThe Journal of Investing July 2019, 28 (5) 38-53; DOI: https://doi.org/10.3905/joi.2019.28.5.038
- How to Evaluate Target-Date Funds: A Practical GuideRadu Constantin Gabudean and Richard A. WeissThe Journal of Retirement May 2019, 6 (4) 68-81; DOI: https://doi.org/10.3905/jor.2019.1.048
- What Do Humans Perceive in Asset Returns?Jasmina Hasanhodzic, Andrew W. Lo and Emanuele ViolaThe Journal of Portfolio Management March 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049
- Clash of the Titans: Factor Portfolios versus Alternative Weighting SchemesJennifer Bender, Thomas Blackburn and Xiaole SunThe Journal of Portfolio Management February 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038
- Irrational Expectations, Future Social Security Benefits, and Life Cycle PlanningJohn Turner, Saisai Zhang, Gerard Hughes and David RajnesThe Journal of Retirement February 2019, 6 (3) 60-68; DOI: https://doi.org/10.3905/jor.2019.6.3.060
- Using the Black–Litterman Model: A View on OpinionsKenneth J. Martin and Harikumar SankaranThe Journal of Investing January 2019, 28 (1) 112-122; DOI: https://doi.org/10.3905/joi.2019.1.075
- Risk and Investment Horizon: Is Time Really Money?Ekaterina E. Emm and Ruben C. TrevinoThe Journal of Investing January 2019, 28 (1) 86-96; DOI: https://doi.org/10.3905/joi.2019.1.074
- Fact, Fiction, and the Size EffectRon Alquist, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management October 2018, 45 (1) 34-61; DOI: https://doi.org/10.3905/jpm.2018.1.082
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