Portfolio theory
- Sustainable Investing: The Black Box of Environmental, Social, and Governance (ESG) RatingsSubhash Abhayawansa and Shailesh TyagiThe Journal of Wealth Management April 2021, 24 (1) 49-54; DOI: https://doi.org/10.3905/jwm.2021.1.130
- Financing Correlated Drug Development ProjectsAndrew W. Lo and Kien Wei SiahThe Journal of Structured Finance April 2021, 27 (1) 17-34; DOI: https://doi.org/10.3905/jsf.2020.1.114
- An Analysis of the Performance of Target Date FundsJohn B. Shoven and Daniel B. WaltonThe Journal of Retirement April 2021, 8 (4) 43-65; DOI: https://doi.org/10.3905/jor.2021.1.084
- Can Low Retirement Savings Be Rationalized?Jason Scott, John B. Shoven, Sita N. Slavov and John G. WatsonThe Journal of Retirement April 2021, 8 (4) 7-25; DOI: https://doi.org/10.3905/jor.2021.1.082
- How Much to Invest, If Any, in Precious Metals? A 21st-Century PerspectiveAnthony LoviscekThe Journal of Investing April 2021, joi.2021.1.179; DOI: https://doi.org/10.3905/joi.2021.1.179
- Does Factor Investing Improve Investor Welfare? A Multi-Asset PerspectiveLionel Martellini and Vincent MilhauThe Journal of Portfolio Management May 2020, 46 (6) 32-53; DOI: https://doi.org/10.3905/jpm.2020.1.152
- Risk-Parity Optimality Even with Negative Sharpe Ratio AssetsBrian Jacobsen and Wai LeeThe Journal of Portfolio Management May 2020, 46 (6) 110-119; DOI: https://doi.org/10.3905/jpm.2020.1.151
- A Network and Machine Learning Approach to Factor, Asset, and Blended AllocationGueorgui Konstantinov, Andreas Chorus and Jonas RebmannThe Journal of Portfolio Management May 2020, 46 (6) 54-71; DOI: https://doi.org/10.3905/jpm.2020.1.147
- How Good Is Tactical Asset Allocation Using Standard Indicators?Michael SchnetzerThe Journal of Portfolio Management May 2020, 46 (6) 120-134; DOI: https://doi.org/10.3905/jpm.2020.1.145
- Buy-and-Hold and Constant-Mix May Be Better Allocation Strategies Than You ThinkThomas J. O’BrienThe Journal of Portfolio Management May 2020, 46 (6) 159-171; DOI: https://doi.org/10.3905/jpm.2020.1.138
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (34)
- In Markets (20)
- In Wealth Management (50)
- Derivatives
- Options (249)
- Credit default swaps (41)
- Other (98)
- Factors, risk premia
- Factor-based models (220)
- Style investing (91)
- Other (22)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (247)
- Retirement (245)
- Social security (34)
- Pension funds (68)
- Other (31)
- Mutual funds/passive investing/indexing
- Mutual fund performance (115)
- Passive strategies (27)
- Other (121)
- Performance measurement
- Volatility measures (72)
- Performance measurement (591)
- Portfolio management/multi-asset allocation
- Portfolio theory (230)
- Portfolio construction (582)
- ESG investing (163)
- Manager selection (87)
- Other (85)
- Quantitative methods
- Statistical methods (437)
- Simulations (143)
- Quantitative methods (265)
- Real assets/alternative investments/private equity
- Real estate (70)
- Commodities (80)
- Other real assets (50)
- Currency (79)
- Private equity (207)
- Risk management
- Credit risk management (106)
- Tail risks (51)
- Risk management (277)
- Security analysis and valuation
- Technical analysis (19)