Portfolio theory
- Diversification Benefits of European Small-Cap Stocks after the Global Financial Crisis and BrexitTien D. Nguyen and Lorne N. SwitzerThe 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 ReturnsChris Tidmore, Francis M. Kinniry, Giulio Renzi-Ricci and Edoardo CillaThe 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 PerformanceKen Yook and Jeff HookeThe 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 ConstructionStephen Laipply, Ananth Madhavan, Aleksander Sobczyk and Matthew TuckerThe 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 PhasePaul Hagelstein, Isabella Lackner, James Otto, Austin Perona and Robert PiziakThe 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 ColorRavi KashyapThe 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 FragilitiesRaphael DouadyThe Journal of Portfolio Management October 2019, 46 (1) 25-37; DOI: https://doi.org/10.3905/jpm.2019.1.112
- Policy Portfolios and Portfolio CharacteristicsJoseph SimonianThe 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 FrameworkAlexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie FinkThe 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 VogelThe Journal of Portfolio Management October 2019, 46 (1) 123-138; DOI: https://doi.org/10.3905/jpm.2019.1.105
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