Quantitative methods
- Geometric Mean Maximization: A Note on Expected, Observed, and Simulated PerformanceKen Johnston and John HatemThe Journal of Investing May 2021, 30 (4) 87-94; DOI: https://doi.org/10.3905/joi.2021.1.175
- Volatility Targeting: It’s Complicated!George MylnikovThe Journal of Portfolio Management May 2021, jpm.2021.1.258; DOI: https://doi.org/10.3905/jpm.2021.1.258
- Mutual Funds Herding Behavior, Sentiment, and Market VolatilityShady Kholdy, John Miller and Libo SunThe Journal of Wealth Management May 2021, jwm.2021.1.143; DOI: https://doi.org/10.3905/jwm.2021.1.143
- Special Items and Stock ReturnsLingjie MaThe Journal of Investing May 2021, joi.2021.1.182; DOI: https://doi.org/10.3905/joi.2021.1.182
- What Explains Millennials’ Intention to Invest in the Stock Market? An Extension to the Theory of Planned BehaviorShikha Bhatia, Nidhi Singh and Harshika JainThe Journal of Wealth Management May 2021, jwm.2021.1.141; DOI: https://doi.org/10.3905/jwm.2021.1.141
- Is the Size Premium Really Driven by Firm Size?Zhiyao Chen, Jun Li and Huijun WangThe Journal of Investing May 2021, joi.2021.1.180; DOI: https://doi.org/10.3905/joi.2021.1.180
- Long- And Short-Run Dynamics between South African Hedge Funds and the Equity MarketMichele Santangelo, Ilse Botha and Nicolaas StrydomThe Journal of Wealth Management May 2021, jwm.2021.1.138; DOI: https://doi.org/10.3905/jwm.2021.1.138
- Firm-Specific Industries, Volatility, and Return: A Text-Based Network Industrial Classification ApproachHussein AbdohThe Journal of Portfolio Management May 2021, jpm.2021.1.253; DOI: https://doi.org/10.3905/jpm.2021.1.253
- Structuring Asset Pricing During Pandemic Times and Market EventsRaj Kumar and Manu SharmaThe Journal of Wealth Management May 2021, jwm.2021.1.136; DOI: https://doi.org/10.3905/jwm.2021.1.136
- A Key Rate Approach to Replicating Annuities with U.S. Treasury FundsJoseph R. PrendergastThe Journal of Fixed Income May 2021, jfi.2021.1.115; DOI: https://doi.org/10.3905/jfi.2021.1.115
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