Portfolio theory
- Is it Good to Sin When Times are Bad? An Investigation of the Defensive Nature of Sin StocksGreg M. RicheyThe Journal of Investing August 2020, joi.2020.1.144; DOI: https://doi.org/10.3905/joi.2020.1.144
- Actively Managed Mean-Variance PortfoliosPaskalis GlabadanidisThe Journal of Wealth Management July 2020, 23 (2) 95-101; DOI: https://doi.org/10.3905/jwm.2020.1.109
- What Is All Efficiency?—A NoteGeorge FrankfurterThe Journal of Investing July 2020, 29 (5) 117-120; DOI: https://doi.org/10.3905/joi.2020.1.135
- Hyperparameter Optimization for Portfolio SelectionPeter Nystrup, Erik Lindström and Henrik MadsenThe Journal of Financial Data Science July 2020, 2 (3) 40-54; DOI: https://doi.org/10.3905/jfds.2020.1.035
- Portfolio Selection Using Portfolio CommitteesTsung-wu HoThe Journal of Financial Data Science July 2020, 2 (3) 104-127; DOI: https://doi.org/10.3905/jfds.2020.1.033
- Market Liquidity: An Elusive VariableRobert A. Schwartz, Reto Francioni and Peter WeberThe Journal of Portfolio Management July 2020, jpm.2020.1.174; DOI: https://doi.org/10.3905/jpm.2020.1.174
- How Do Credit Markets React to Earnings Releases: Empirical Analysis and Implications for InvestorsArik Ben Dor, Jingling Guan and Xiaming ZengThe Journal of Fixed Income July 2020, jfi.2020.1.101; DOI: https://doi.org/10.3905/jfi.2020.1.101
- DrawdownsOtto Van Hemert, Mark Ganz, Campbell R. Harvey, Sandy Rattray, Eva Sanchez Martin and Darrel YawitchThe Journal of Portfolio Management July 2020, jpm.2020.1.170; DOI: https://doi.org/10.3905/jpm.2020.1.170
- Small-Cap Allocations: Timing the EntryEric Sorensen and Sebastian LancettiThe Journal of Portfolio Management July 2020, jpm.2020.1.169; DOI: https://doi.org/10.3905/jpm.2020.1.169
- The Risk-Free Asset Implied By the Market: Medium-Term Bonds Instead of Short-Term BillsDavid BlitzThe Journal of Portfolio Management July 2020, jpm.2020.1.166; DOI: https://doi.org/10.3905/jpm.2020.1.166
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