Portfolio theory
- The Norway Model in PerspectiveDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management March 2021, jpm.2021.1.230; DOI: https://doi.org/10.3905/jpm.2021.1.230
- Sustainable Investing: The Black Box of Environmental, Social, and Governance (ESG) RatingsSubhash Abhayawansa and Shailesh TyagiThe Journal of Wealth Management March 2021, jwm.2021.1.130; DOI: https://doi.org/10.3905/jwm.2021.1.130
- Risk Parity: The Democratization of Risk in Asset AllocationFrancesco A. Fabozzi, Joseph Simonian and Frank J. FabozziThe Journal of Portfolio Management March 2021, jpm.2021.1.228; DOI: https://doi.org/10.3905/jpm.2021.1.228
- The Canadian Pension Fund Model: A Quantitative PortraitAlexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin SpehnerThe Journal of Portfolio Management March 2021, jpm.2021.1.226; DOI: https://doi.org/10.3905/jpm.2021.1.226
- Fuzzy Factors and Asset AllocationAlexander Rudin and Daniel FarleyThe Journal of Portfolio Management February 2021, 47 (4) 110-122; DOI: https://doi.org/10.3905/jpm.2021.1.214
- Expected Surplus Growth Compared with Mean–Variance OptimizationJarrod Wilcox and Stephen SatchellThe Journal of Portfolio Management February 2021, 47 (4) 145-159; DOI: https://doi.org/10.3905/jpm.2021.1.209
- Can Low Retirement Savings Be Rationalized?Jason Scott, John B. Shoven, Sita N. Slavov and John G. WatsonThe Journal of Retirement February 2021, jor.2021.1.082; DOI: https://doi.org/10.3905/jor.2021.1.082
- New Perspective on Investment ModelsKees Koedijk and Alfred SlagerThe Journal of Portfolio Management February 2021, jpm.2021.1.224; DOI: https://doi.org/10.3905/jpm.2021.1.224
- Don’t Give Up the Ship: The Future of the Endowment ModelLaurence B. SiegelThe Journal of Portfolio Management February 2021, jpm.2021.1.221; DOI: https://doi.org/10.3905/jpm.2021.1.221
- If Best Execution Is a Process, What Does That Process Look Like?Wayne H. Wagner and Mark EdwardsThe Journal of Trading October 2018, 13 (4) 22-26; DOI: https://doi.org/10.3905/jot.2018.13.4.022
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