Quantitative methods
- An Inconvenient Fact: Private Equity Returns and the Billionaire FactoryLudovic PhalippouThe Journal of Investing November 2020, 30 (1) 11-39; DOI: https://doi.org/10.3905/joi.2020.1.153
- The Impact of Smoothness on Private Equity Expected ReturnsAntti IlmanenThe Journal of Investing November 2020, 30 (1) 63-66; DOI: https://doi.org/10.3905/joi.2020.1.151
- Private Equity Is Still Equity, Nothing Special HereNicolas RabenerThe Journal of Investing November 2020, 30 (1) 89-99; DOI: https://doi.org/10.3905/joi.2020.1.150
- Model Risk in Risk Analysis for No-Negative-Equity-GuaranteesJr-Wei Huang, Sharon S. Yang and Chuang-Chang ChangThe Journal of Derivatives November 2020, jod.2020.1.125; DOI: https://doi.org/10.3905/jod.2020.1.125
- Trend-Following versus Cross-Sectional Momentum: A Data-Driven Statistical Factor ComparisonDaniele LamponiThe Journal of Investing September 2020, 29 (6) 61-74; DOI: https://doi.org/10.3905/joi.2020.1.146
- Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management August 2020, 46 (8) 98-107; DOI: https://doi.org/10.3905/jpm.2020.1.167
- Are Expected Costs and Returns Identical Twins? Decoupling Slippage from Momentum over Shorter HorizonsMilan Borkovec and Konstantin TyurinThe Journal of Investing July 2020, 29 (5) 97-116; DOI: https://doi.org/10.3905/joi.2020.1.136
- Enhanced Scenario AnalysisMegan Czasonis, Mark Kritzman, Baykan Pamir and David TurkingtonThe Journal of Portfolio Management February 2020, 46 (4) 69-79; DOI: https://doi.org/10.3905/jpm.2020.1.125
- The Use and Value of Financial Advice for Retirement PlanningW. V. Harlow, Keith C. Brown and Stephen E. JenksThe Journal of Retirement January 2020, 7 (3) 46-79; DOI: https://doi.org/10.3905/jor.2019.1.060
- Factor Investing in Currency Markets: Does It Make Sense?Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali XuThe Journal of Portfolio Management December 2019, 46 (2) 141-155; DOI: https://doi.org/10.3905/jpm.2019.1.116
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (30)
- In Markets (20)
- In Wealth Management (41)
- Derivatives
- Options (222)
- Credit default swaps (39)
- Other (67)
- Factors, risk premia
- Factor-based models (186)
- Style investing (85)
- Other (18)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (234)
- Retirement (232)
- Social security (32)
- Pension funds (54)
- Other (15)
- Mutual funds/passive investing/indexing
- Mutual fund performance (110)
- Passive strategies (26)
- Other (100)
- Performance measurement
- Volatility measures (59)
- Performance measurement (453)
- Portfolio management/multi-asset allocation
- Portfolio theory (199)
- Portfolio construction (465)
- ESG investing (144)
- Manager selection (84)
- Other (74)
- Quantitative methods
- Statistical methods (359)
- Simulations (121)
- Quantitative methods (205)
- Real assets/alternative investments/private equity
- Real estate (68)
- Commodities (72)
- Other real assets (43)
- Currency (64)
- Private equity (188)
- Risk management
- Tail risks (34)
- Risk management (207)
- Security analysis and valuation
- Technical analysis (17)