Portfolio theory
- Comparing Strategy Risk Models on the Taiwanese Stock MarketPlamen Patev and Kaloyan PetkovThe Journal of Wealth Management October 2018, 21 (3) 79-93; DOI: https://doi.org/10.3905/jwm.2018.21.3.079
- If Best Execution Is a Process, What Does That Process Look Like?Wayne H. Wagner and Mark EdwardsThe Journal of Trading October 2018, 13 (4) 22-26; DOI: https://doi.org/10.3905/jot.2018.13.4.022
- Tail Risk in the Cross Section of Alternative Risk Premium StrategiesNick Baltas and Bernd SchererThe Journal of Portfolio Management December 2018, 45 (2) 93-104; DOI: https://doi.org/10.3905/jpm.2018.45.2.093
- Momentum and Covered Calls Almost EverywhereStephen J. Choi, Gil-Lyeol Jeong and Hogun ParkThe Journal of Investing November 2018, 27 (4) 47-57; DOI: https://doi.org/10.3905/joi.2018.27.4.047
- Diminishing Returns of QE from Portfolio RebalancingJan Willem van den EndThe Journal of Investing November 2018, 27 (4) 106-111; DOI: https://doi.org/10.3905/joi.2018.27.4.106
- Private Equity: Rethinking the Neoclassical Axioms of Capital MarketsEli TalmorThe Journal of Alternative Investments September 2018, 21 (2) 10-15; DOI: https://doi.org/10.3905/jai.2018.21.2.010
- The Global Capital Stock: Finding a Proxy for the Unobservable Global Market PortfolioGregory Gadzinski, Markus Schuller and Andrea VacchinoThe Journal of Portfolio Management July 2018, 44 (7) 12-23; DOI: https://doi.org/10.3905/jpm.2018.44.7.012
- Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time HorizonsSarah J. Campbell, James Chong, William P. Jennings and G. Michael PhillipsThe Journal of Wealth Management July 2018, 21 (2) 39-54; DOI: https://doi.org/10.3905/jwm.2018.1.064
- The Impact of Ross’s Exploration of APT on Our ResearchEdwin J. Elton and Martin J. GruberThe Journal of Portfolio Management June 2018, 44 (6) 98-107; DOI: https://doi.org/10.3905/jpm.2018.44.6.098
- Editors’ Introduction: The Legacy of Stephen A. RossFrank J. Fabozzi, Bruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management June 2018, 44 (6) 8-10; DOI: https://doi.org/10.3905/jpm.2018.44.6.008
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