Portfolio theory
- Low-Risk Benchmarking Transcends Rebalancing MethodsGregory N. Hight and Joseph D. HaleyThe Journal of Investing January 2021, 30 (2) 7-30; DOI: https://doi.org/10.3905/joi.2020.1.159
- A Framework for Designing Investment Strategies for Default Retirement PlansEdwin Lung, Craig Roodt, Laura Ryan, Geoffrey J. Warren and Kirsten WymerThe Journal of Retirement January 2021, 8 (3) 40-60; DOI: https://doi.org/10.3905/jor.2020.1.081
- How to Evaluate Target-Date Funds: A Practical GuideRadu Constantin Gabudean and Richard A. WeissThe Journal of Retirement May 2019, 6 (4) 68-81; DOI: https://doi.org/10.3905/jor.2019.1.048
- Sector Behavior, Market Efficiency, and the Optimal Risky PortfolioRay SturmThe Journal of Investing July 2019, 28 (5) 38-53; DOI: https://doi.org/10.3905/joi.2019.28.5.038
- Portfolio Selection: A Game-Theoretic ApproachJoseph SimonianThe Journal of Portfolio Management August 2019, 45 (6) 108-116; DOI: https://doi.org/10.3905/jpm.2019.1.095
- Markowitz Portfolios with Graham Bands in the Accumulation PhasePaul Hagelstein, Isabella Lackner, James Otto, Austin Perona and Robert PiziakThe Journal of Wealth Management October 2019, 22 (3) 41-48; DOI: https://doi.org/10.3905/jwm.2019.1.084
- Concepts, Components, and Collections of Trading Strategies and Market ColorRavi KashyapThe Journal of Wealth Management October 2019, 22 (3) 115-128; DOI: https://doi.org/10.3905/jwm.2019.1.082
- Managing the Downside of Active and Passive Strategies—Part 1: Convexity and FragilitiesRaphael DouadyThe Journal of Portfolio Management October 2019, 46 (1) 25-37; DOI: https://doi.org/10.3905/jpm.2019.1.112
- Policy Portfolios and Portfolio CharacteristicsJoseph SimonianThe Journal of Portfolio Management October 2019, 46 (1) 52-59; DOI: https://doi.org/10.3905/jpm.2019.1.108
- Fitting Private Equity into the Total Portfolio FrameworkAlexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie FinkThe Journal of Portfolio Management October 2019, 46 (1) 60-73; DOI: https://doi.org/10.3905/jpm.2019.1.106
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