Portfolio theory
- 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
- 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
- The Norway Model in PerspectiveDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management March 2021, 47 (5) 178-187; DOI: https://doi.org/10.3905/jpm.2021.1.230
- Risk Parity: The Democratization of Risk in Asset AllocationFrancesco A. Fabozzi, Joseph Simonian and Frank J. FabozziThe Journal of Portfolio Management March 2021, 47 (5) 41-50; DOI: https://doi.org/10.3905/jpm.2021.1.228
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