Quantitative methods
- 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
- 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
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