Quantitative methods
- The Myth of Diversification ReconsideredWilliam Kinlaw, Mark Kritzman, Sébastien Page and David TurkingtonThe Journal of Portfolio Management July 2021, 47 (8) 124-137; DOI: https://doi.org/10.3905/jpm.2021.1.273
- A Time-Series Analysis and Forecast of CAPEMarc FandettiThe Journal of Portfolio Management July 2021, 47 (8) 138-150; DOI: https://doi.org/10.3905/jpm.2021.1.265
- Volatility Targeting: It’s Complicated!George MylnikovThe Journal of Portfolio Management July 2021, 47 (8) 57-74; DOI: https://doi.org/10.3905/jpm.2021.1.258
- Firm-Specific Industries, Volatility, and Return: A Text-Based Network Industrial Classification ApproachHussein AbdohThe Journal of Portfolio Management July 2021, 47 (8) 184-196; DOI: https://doi.org/10.3905/jpm.2021.1.253
- Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 CrisisArik Ben Dor, Stephan Florig, Jingling Guan and Xiaming ZengThe Journal of Portfolio Management April 2021, 47 (6) 139-155; DOI: https://doi.org/10.3905/jpm.2021.1.233
- Deep ValueCliff Asness, John Liew, Lasse Heje Pedersen and Ashwin ThaparThe Journal of Portfolio Management February 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
- Fuzzy Factors and Asset AllocationAlexander Rudin and Daniel FarleyThe Journal of Portfolio Management February 2021, 47 (4) 110-122; DOI: https://doi.org/10.3905/jpm.2021.1.214
- INTRODUCTION: Quantitative Strategies: Multi-AssetFrank J. FabozziThe Journal of Portfolio Management May 2020, 46 (6) 1-3; DOI: https://doi.org/10.3905/jpm.2020.46.6.001
- 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
- “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
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