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Portfolio theory

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  • Diversification Benefits of European Small-Cap Stocks after the Global Financial Crisis and Brexit
    Tien D. Nguyen and Lorne N. Switzer
    The Journal of Investing November 2019, 29 (1) 95-118; DOI: https://doi.org/10.3905/joi.2019.1.107
  • How to Increase the Odds of Owning the Few Stocks that Drive Returns
    Chris Tidmore, Francis M. Kinniry, Giulio Renzi-Ricci and Edoardo Cilla
    The Journal of Investing November 2019, 29 (1) 43-60; DOI: https://doi.org/10.3905/joi.2019.1.103
  • A Study of “Fossil Free” Equity Portfolio Performance
    Ken Yook and Jeff Hooke
    The Journal of Investing November 2019, joi.2019.1.110; DOI: https://doi.org/10.3905/joi.2019.1.110
  • Sources of Excess Return and Implications for Active Fixed-Income Portfolio Construction
    Stephen Laipply, Ananth Madhavan, Aleksander Sobczyk and Matthew Tucker
    The Journal of Portfolio Management November 2019, jpm.2019.1.119; DOI: https://doi.org/10.3905/jpm.2019.1.119
  • Markowitz Portfolios with Graham Bands in the Accumulation Phase
    Paul Hagelstein, Isabella Lackner, James Otto, Austin Perona and Robert Piziak
    The Journal of Wealth Management October 2019, 22 (3) 41-48; DOI: https://doi.org/10.3905/jwm.2019.1.084
  • Concepts, Components, and Collections of Trading Strategies and Market Color
    Ravi Kashyap
    The Journal of Wealth Management October 2019, 22 (3) 115-128; DOI: https://doi.org/10.3905/jwm.2019.1.082
  • Managing the Downside of Active and Passive Strategies—Part 1: Convexity and Fragilities
    Raphael Douady
    The Journal of Portfolio Management October 2019, 46 (1) 25-37; DOI: https://doi.org/10.3905/jpm.2019.1.112
  • Policy Portfolios and Portfolio Characteristics
    Joseph Simonian
    The Journal of Portfolio Management October 2019, 46 (1) 52-59; DOI: https://doi.org/10.3905/jpm.2019.1.108
  • Fitting Private Equity into the Total Portfolio Framework
    Alexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie Fink
    The Journal of Portfolio Management October 2019, 46 (1) 60-73; DOI: https://doi.org/10.3905/jpm.2019.1.106
  • Why Do Enterprise Multiples Predict Expected Stock Returns?
    Steven S. Crawford, Wesley R. Gray and Jack Vogel
    The Journal of Portfolio Management October 2019, 46 (1) 123-138; DOI: https://doi.org/10.3905/jpm.2019.1.105

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