Portfolio theory
- Why Do Enterprise Multiples Predict Expected Stock Returns?Steven S. Crawford, Wesley R. Gray and Jack VogelThe Journal of Portfolio Management October 2019, 46 (1) 123-138; DOI: https://doi.org/10.3905/jpm.2019.1.105
- The Unrealistic Optimism That Threatens Retirement SecurityAlfred RappaportThe Journal of Retirement October 2019, 7 (2) 61-67; DOI: https://doi.org/10.3905/jor.2019.1.056
- Diversification Benefits of European Small-Cap Stocks after the Global Financial Crisis and BrexitTien D. Nguyen and Lorne N. SwitzerThe Journal of Investing November 2019, 29 (1) 95-118; DOI: https://doi.org/10.3905/joi.2019.1.107
- How to Increase the Odds of Owning the Few Stocks that Drive ReturnsChris Tidmore, Francis M. Kinniry, Giulio Renzi-Ricci and Edoardo CillaThe Journal of Investing November 2019, 29 (1) 43-60; DOI: https://doi.org/10.3905/joi.2019.1.103
- Sources of Excess Return and Implications for Active Fixed-Income Portfolio ConstructionStephen Laipply, Ananth Madhavan, Aleksander Sobczyk and Matthew TuckerThe Journal of Portfolio Management December 2019, 46 (2) 106-120; DOI: https://doi.org/10.3905/jpm.2019.1.119
- A Backtesting Protocol in the Era of Machine LearningRob Arnott, Campbell R. Harvey and Harry MarkowitzThe Journal of Financial Data Science January 2019, 1 (1) 64-74; DOI: https://doi.org/10.3905/jfds.2019.1.064
- Big Data in Portfolio Allocation: A New Approach to Successful Portfolio OptimizationIrene AldridgeThe Journal of Financial Data Science January 2019, 1 (1) 45-63; DOI: https://doi.org/10.3905/jfds.2019.1.045
- Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio ConstructionPetter N. Kolm and Gordon RitterThe Journal of Portfolio Management December 2020, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196
- How Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for InvestorsArik Ben Dor, Jingling Guan and Xiaming ZengThe Journal of Fixed Income December 2020, 30 (3) 47-65; DOI: https://doi.org/10.3905/jfi.2020.1.101
- Should You Have More China in Your Portfolio? Putting Common Arguments for Increased China Exposure to the TestJason Hsu, Xiang Liu and Phillip WoolThe Journal of Index Investing November 2020, 11 (3) 48-61; DOI: https://doi.org/10.3905/jii.2020.1.095
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