Portfolio theory
- Using CAPE to Forecast Country Returns for Designing an International Country Rotation PortfolioSailesh S. RadhaThe Journal of Portfolio Management May 2020, jpm.2020.1.160; DOI: https://doi.org/10.3905/jpm.2020.1.160
- Constructing Daily Equity Momentum Portfolios Using Corporate Bond DataArik Ben Dor, Jingling Guan and Carlo RosaThe Journal of Portfolio Management May 2020, jpm.2020.1.156; DOI: https://doi.org/10.3905/jpm.2020.1.156
- Portfolio Construction MattersStefano Ciliberti and Stanislao GualdiThe Journal of Portfolio Management May 2020, jpm.2020.1.155; DOI: https://doi.org/10.3905/jpm.2020.1.155
- Efficient Routines for CDO Loss CalculationsJoseph M. PimbleyThe Journal of Structured Finance April 2020, 26 (1) 29-43; DOI: https://doi.org/10.3905/jsf.2020.1.096
- Green Bonds and Green Bond Funds: The Quest for the Real ImpactGabor GyuraThe Journal of Alternative Investments April 2020, jai.2020.1.098; DOI: https://doi.org/10.3905/jai.2020.1.098
- Actively Managed Mean-Variance PortfoliosPaskalis GlabadanidisThe Journal of Wealth Management April 2020, jwm.2020.1.109; DOI: https://doi.org/10.3905/jwm.2020.1.109
- Is “Greenness” Priced in the Market? Evidence from Green Bond Issuance in ChinaZhiyao Deng, Dragon Yongjun Tang and Yupu ZhangThe Journal of Alternative Investments April 2020, jai.2020.1.097; DOI: https://doi.org/10.3905/jai.2020.1.097
- Frontier Stock Markets: Local versus Global FactorsDouglas W. Blackburn and Nusret CakiciThe Journal of Investing March 2020, 29 (3) 108-127; DOI: https://doi.org/10.3905/joi.2020.1.124
- Mutual Fund Returns and Their Characteristics: A Simple Approach to Selecting Better Performing Actively-Managed FundsBurton G. Malkiel and Atanu SahaThe Journal of Investing March 2020, 29 (3) 63-75; DOI: https://doi.org/10.3905/joi.2020.1.117
- Holdings Concentration and Hedge Fund Investment StrategiesXiaohui Yang and Hossein B. KazemiThe Journal of Alternative Investments March 2020, 22 (4) 92-106; DOI: https://doi.org/10.3905/jai.2020.1.092
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (28)
- In Markets (20)
- In Wealth Management (34)
- Derivatives
- Options (184)
- Credit default swaps (34)
- Other (54)
- Factors, risk premia
- Factor-based models (142)
- Style investing (59)
- Other (13)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (189)
- Retirement (204)
- Social security (22)
- Pension funds (39)
- Other (5)
- Mutual funds/passive investing/indexing
- Passive strategies (19)
- Other (97)
- Performance measurement
- Volatility measures (32)
- Performance measurement (400)
- Portfolio management/multi-asset allocation
- Portfolio theory (162)
- Portfolio construction (401)
- ESG investing (124)
- Manager selection (61)
- Other (59)
- Quantitative methods
- Statistical methods (322)
- Simulations (99)
- Quantitative methods (192)
- Real assets/alternative investments/private equity
- Real estate (54)
- Commodities (64)
- Other real assets (39)
- Currency (48)
- Private equity (156)
- Risk management
- Tail risks (32)
- Risk management (172)
- Security analysis and valuation
- Technical analysis (15)