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Quantitative methods

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  • Factor Investing in Currency Markets: Does It Make Sense?
    Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali Xu
    The Journal of Portfolio Management October 2019, jpm.2019.1.116; DOI: https://doi.org/10.3905/jpm.2019.1.116
  • When More Or Less Is Less: Managers’ Clichés
    Julia Klevak, Joshua Livnat and Kate Suslava
    The Journal of Financial Data Science July 2019, 1 (3) 57-67; DOI: https://doi.org/10.3905/jfds.2019.1.3.057
  • “Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis?
    Lionel Martellini, Vincent Milhau and John Mulvey
    The Journal of Portfolio Management June 2019, 45 (5) 136-151; DOI: https://doi.org/10.3905/jpm.2019.45.5.136
  • Be Wary of Black-Box Trading Algorithms
    Gary Smith
    The Journal of Investing July 2019, 28 (5) 7-15; DOI: https://doi.org/10.3905/joi.2019.1.090
  • Toward Determining the Optimal Investment Strategy for Retirement
    Javier Estrada and Mark Kritzman
    The Journal of Retirement July 2019, 7 (1) 35-42; DOI: https://doi.org/10.3905/jor.2019.1.052
  • Liabilities Matter: Improving Target Date Glidepath Construction through Liability Adaptive Asset Allocation
    Michael W. Crook
    The Journal of Retirement July 2019, 7 (1) 44-57; DOI: https://doi.org/10.3905/jor.2019.7.1.044
  • More Than One Million Reasons to Lie about Structured Finance
    Janet M. Tavakoli
    The Journal of Structured Finance April 2019, 25 (1) 8-20; DOI: https://doi.org/10.3905/jsf.2019.25.1.008
  • Internal Capital Allocation at Financial Institutions
    Sylvain Raynes
    The Journal of Structured Finance April 2019, 25 (1) 21-30; DOI: https://doi.org/10.3905/jsf.2019.25.1.021
  • Is a Cashless Society Achievable?
    Kevin Rutter and Morten Wilhelm Winther
    The Journal of Investing March 2019, 28 (3) 73-87; DOI: https://doi.org/10.3905/joi.2019.1.079
  • Blockchain Start-Ups to Venture Out from Venture Capital! Are ICOs Here to Stay?
    Susan Akbarpour
    The Journal of Investing March 2019, 28 (3) 32-44; DOI: https://doi.org/10.3905/joi.2019.1.078

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