Portfolio theory
- 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
- Efficient Routines for CDO Loss CalculationsJoseph M. PimbleyThe Journal of Structured Finance April 2020, 26 (1) 29-43; DOI: https://doi.org/10.3905/jsf.2020.1.096
- Price Bubble Metrics for Single-Family HousingFrank E. NothaftThe Journal of Structured Finance January 2019, 24 (4) 68-76; DOI: https://doi.org/10.3905/jsf.2019.1.071
- Don’t Forget the BasicsSanjeev HandaThe Journal of Structured Finance July 2017, 23 (2) 83-84; DOI: https://doi.org/10.3905/jsf.2017.23.2.083
- 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
- A Market Microstructure View of the Informational Efficiency of Security PricesRobert A. SchwartzThe Journal of Portfolio Management July 2021, 47 (8) 75-84; DOI: https://doi.org/10.3905/jpm.2021.1.268
- The Quantitative Approach for Sustainable InvestingEric Sorensen, Mike Chen and George MussalliThe Journal of Portfolio Management July 2021, 47 (8) 38-49; DOI: https://doi.org/10.3905/jpm.2021.1.267
- Warren Buffett versus Zvi Bodie: Should You Buy Or Sell Put Options?Steen Koekebakker and Valeriy ZakamulinThe Journal of Wealth Management July 2021, 24 (2) 65-81; DOI: https://doi.org/10.3905/jwm.2021.1.137
- REBUTTAL: The Endowment Model Defense That Wasn’tRichard M. EnnisThe Journal of Investing July 2021, 30 (5) 27-33; DOI: https://doi.org/10.3905/joi.2021.1.189
- COMMENTARY: The Endowment Model Is Just Active ManagementLaurence B. SiegelThe Journal of Investing July 2021, 30 (5) 8-13; DOI: https://doi.org/10.3905/joi.2021.1.188
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