Portfolio theory
- Should You Have More China in Your Portfolio? Putting Common Arguments for Increased China Exposure to the TestJason Hsu, Xiang Liu and Phillip WoolThe Journal of Index Investing November 2020, 11 (3) 48-61; DOI: https://doi.org/10.3905/jii.2020.1.095
- Low-Risk Benchmarking Transcends Rebalancing MethodsGregory N. Hight and Joseph D. HaleyThe Journal of Investing November 2020, joi.2020.1.159; DOI: https://doi.org/10.3905/joi.2020.1.159
- Financing Correlated Drug Development ProjectsAndrew W. Lo and Kien Wei SiahThe Journal of Structured Finance November 2020, jsf.2020.1.114; DOI: https://doi.org/10.3905/jsf.2020.1.114
- Risk Tolerance, Return Expectations and Other Factors Impacting Investment DecisionsSam Sivarajan and Oscar De BruijnThe Journal of Wealth Management November 2020, jwm.2020.1.124; DOI: https://doi.org/10.3905/jwm.2020.1.124
- Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency DataNuria Alemany, Vicent Aragó and Enrique SalvadorThe Journal of Portfolio Management October 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
- The Profitability of Technical Analysis during Financial BubblesBala Arshanapalli, Matthew Lutey, William Nelson and Micah PollakThe Journal of Portfolio Management October 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
- Who Is Better at Investment Decisions: Man or Machine?J.P. Harrison and S. SamaddarThe Journal of Wealth Management October 2020, 23 (3) 70-84; DOI: https://doi.org/10.3905/jwm.2020.1.119
- Different in Nature, Common in Style: View Commonality of Single Hedge Funds and Funds of Hedge FundsGueorgui Konstantinov and Jonas RebmannThe Journal of Alternative Investments September 2020, 23 (2) 49-66; DOI: https://doi.org/10.3905/jai.2020.1.110
- Is It Good to Sin When Times Are Bad? An Investigation of the Defensive Nature of Sin StocksGreg M. RicheyThe Journal of Investing September 2020, 29 (6) 43-50; DOI: https://doi.org/10.3905/joi.2020.1.144
- Market Liquidity: An Elusive VariableRobert A. Schwartz, Reto Francioni and Peter WeberThe Journal of Portfolio Management August 2020, 46 (8) 7-26; DOI: https://doi.org/10.3905/jpm.2020.1.174
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