Portfolio theory
- Maximize the Sharpe Ratio and Minimize a VaRRobert B. Durand, Hedieh Jafarpour, Claudia Klüppelberg and Ross MallerThe Journal of Wealth Management April 2010, 13 (1) 91-102; DOI: https://doi.org/10.3905/JWM.2010.13.1.091
- Modern Portfolio Theory’s Third Rail: Achieving
Wealth Mobility Through Idiosyncratic RiskAshvin B. Chhabra, Ravindra Koneru and Lex ZaharoffThe Journal of Wealth Management April 2011, 14 (1) 66-72; DOI: https://doi.org/10.3905/jwm.2011.14.1.066 - Portfolio Selection in Goals-Based Wealth
ManagementHungjen Wang, Anil Suri, David Laster and Himanshu AlmadiThe Journal of Wealth Management April 2011, 14 (1) 55-65; DOI: https://doi.org/10.3905/jwm.2011.14.1.055 - Diversification Benefit of Actual Investing in Fine WineThomas NahmerThe Journal of Alternative Investments January 2020, 22 (4) 59-74; DOI: https://doi.org/10.3905/jai.2020.1.087
- Do “Good Guys” Finish Last? The Relationship between Morningstar Sustainability Ratings and Mutual Fund PerformanceSteven Dolvin, Jon Fulkerson and Anna KrukoverThe Journal of Investing February 2019, 28 (2) 77-91; DOI: https://doi.org/10.3905/joi.2019.28.2.077
- Performance Assessment of Firms Following Sustainalytics ESG PrinciplesAaron Filbeck, Greg Filbeck and Xin ZhaoThe Journal of Investing February 2019, 28 (2) 7-20; DOI: https://doi.org/10.3905/joi.2019.28.2.007
- Data-Driven Green Bond Ratings as a Market CatalystPatrick Reed, Todd Cort and Logan YonavjakThe Journal of Investing February 2019, 28 (2) 66-76; DOI: https://doi.org/10.3905/joi.2019.28.2.066
- Corporate Social Responsibility Exposure and Performance of Mutual FundsXi Dong, Shu Feng, Sitikantha Parida and Zhihong WangThe Journal of Investing February 2019, 28 (2) 53-65; DOI: https://doi.org/10.3905/joi.2019.28.2.053
- Lowering Portfolio Risk with Corporate Social ResponsibilityJohn Clark, Kevin Krieger and Nathan MauckThe Journal of Investing February 2019, 28 (2) 43-52; DOI: https://doi.org/10.3905/joi.2019.28.2.043
- Is ESG an Equity Factor or Just an Investment Guide?André Breedt, Stefano Ciliberti, Stanislao Gualdi and Philip SeagerThe Journal of Investing February 2019, 28 (2) 32-42; DOI: https://doi.org/10.3905/joi.2019.28.2.032
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