Quantitative methods
- 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 October 2019, jpm.2019.1.116; DOI: https://doi.org/10.3905/jpm.2019.1.116
- When More Or Less Is Less: Managers’ ClichésJulia Klevak, Joshua Livnat and Kate SuslavaThe 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 MulveyThe 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 AlgorithmsGary SmithThe 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 RetirementJavier Estrada and Mark KritzmanThe 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 AllocationMichael W. CrookThe 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 FinanceJanet M. TavakoliThe 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 InstitutionsSylvain RaynesThe 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 WintherThe 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 AkbarpourThe Journal of Investing March 2019, 28 (3) 32-44; DOI: https://doi.org/10.3905/joi.2019.1.078
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (44)
- Factors, risk premia
- Factor-based models (105)
- Style investing (31)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (85)
- Portfolio construction (308)
- ESG investing (70)
- Manager selection (41)
- Other (40)
- Quantitative methods
- Statistical methods (284)
- Simulations (74)
- Quantitative methods (186)
- Risk management
- Tail risks (31)
- Risk management (157)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (61)
- Other real assets (38)
- Currency (35)
- Private equity (146)
- Long-term/retirement investing
- Wealth management (132)
- Retirement (181)
- Social security (22)
- Pension funds (30)
- Other (5)
- Performance measurement
- Volatility measures (17)
- Performance measurement (349)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (146)
- Credit default swaps (27)
- Other (49)
- Mutual funds/passive investing/indexing
- Passive strategies (13)
- Other (97)