Real assets/alternative investments/private equity
- Hedge Funds and Their Prime Brokers: Favorable IPO AllocationsXiaohui Yang, Hossein B. Kazemi and Mila Getmansky ShermanThe Journal of Portfolio Management July 2021, 47 (8) 105-123; DOI: https://doi.org/10.3905/jpm.2021.1.261
- The Global Market PortfolioGregory Gadzinski, Markus Schuller and Andrea VacchinoThe Journal of Portfolio Management July 2021, 47 (8) 151-163; DOI: https://doi.org/10.3905/jpm.2021.1.259
- Macro Factor Model: Application to Liquid Private PortfoliosScott Gladstone, Ananth Madhavan, Anita Rana and Andrew AngThe Journal of Portfolio Management March 2021, 47 (5) 72-90; DOI: https://doi.org/10.3905/jpm.2021.1.231
- Failure of the Endowment ModelRichard M. EnnisThe Journal of Portfolio Management March 2021, 47 (5) 128-143; DOI: https://doi.org/10.3905/jpm.2021.1.217
- Editors’ Introduction to the Special Issue on Investment ModelsFrank J. Fabozzi and Kees KoedijkThe Journal of Portfolio Management March 2021, 47 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2021.47.5.001
- Data Envelopment AnalysisGreg N. Gregoriou and Joe ZhuThe Journal of Portfolio Management January 2007, 33 (2) 120-132; DOI: https://doi.org/10.3905/jpm.2007.674798
- High-Yield Lending: It’s Good Until It’s NotJoseph L. PagliariThe Journal of Portfolio Management September 2017, 43 (6) 138-161; DOI: https://doi.org/10.3905/jpm.2017.43.6.138
- David and Goliath: Who Wins the Quantitative Battle?John C. BogleThe Journal of Portfolio Management October 2016, 43 (1) 127-137; DOI: https://doi.org/10.3905/jpm.2016.43.1.127
- Forced Liquidations, Fire Sales, and the Cost of IlliquidityRichard R. Lindsey and Andrew B. WeismanThe Journal of Portfolio Management January 2016, 42 (2) 43-55; DOI: https://doi.org/10.3905/jpm.2016.42.2.043
- The Asset Management Industry in China: Its Past Performance and Future ProspectsZhiwu Chen, Peng Xiong and Zhuo HuangThe Journal of Portfolio Management January 2015, 41 (5) 9-30; DOI: https://doi.org/10.3905/jpm.2015.41.5.009
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