Risk management
- Performance Measurement in the Life Insurance Industry: An Asset-Liability PerspectiveAlexander Braun and Florian SchreiberThe Journal of Fixed Income July 2020, jfi.2020.1.102; DOI: https://doi.org/10.3905/jfi.2020.1.102
- Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a DifferenceXiang Gao, Kees G. Koedijk and Zhan WangThe Journal of Portfolio Management July 2020, jpm.2020.1.173; DOI: https://doi.org/10.3905/jpm.2020.1.173
- Frontier Markets: Understanding the RisksA. Seddik MezianiThe Journal of Index Investing July 2020, jii.2020.1.091; DOI: https://doi.org/10.3905/jii.2020.1.091
- Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management July 2020, jpm.2020.1.167; DOI: https://doi.org/10.3905/jpm.2020.1.167
- Value in Listed Equities: It’s Just a StoryGerald T. GarveyThe Journal of Portfolio Management July 2020, jpm.2020.1.165; DOI: https://doi.org/10.3905/jpm.2020.1.165
- The Devil Is in the Details: The Risks Often Ignored in Low-Volatility InvestingNicholas Alonso and Oleg NusinzonThe Journal of Portfolio Management June 2020, 46 (7) 58-70; DOI: https://doi.org/10.3905/jpm.2020.1.163
- Fact and Fiction about Low-Risk InvestingRon Alquist, Andrea Frazzini, Antti Ilmanen and Lasse Heje PedersenThe Journal of Portfolio Management May 2020, 46 (6) 72-92; DOI: https://doi.org/10.3905/jpm.2020.1.146
- Fair Value Measurement in the Life Settlement MarketAlexander Braun and Jiahua XuThe Journal of Fixed Income March 2020, 29 (4) 100-123; DOI: https://doi.org/10.3905/jfi.2020.1.084
- Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe BouchaudThe Journal of Portfolio Management February 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129
- 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
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