Risk management
- The Tracking Efficiency of Physical and Synthetic Equity Index ETFsDaniel Broby and Oliver SpenceThe Journal of Index Investing November 2020, 11 (3) 34-47; DOI: https://doi.org/10.3905/jii.2020.1.097
- Post COVID-19: Rising from the AshesJason GarickThe Journal of Alternative Investments November 2020, jai.2020.1.115; DOI: https://doi.org/10.3905/jai.2020.1.115
- Low-Risk Benchmarking Transcends Rebalancing MethodsGregory N. Hight and Joseph D. HaleyThe Journal of Investing November 2020, joi.2020.1.159; DOI: https://doi.org/10.3905/joi.2020.1.159
- Risk Tolerance, Return Expectations and Other Factors Impacting Investment DecisionsSam Sivarajan and Oscar De BruijnThe Journal of Wealth Management November 2020, jwm.2020.1.124; DOI: https://doi.org/10.3905/jwm.2020.1.124
- A Bivariate Lattice Model to Compute Risk Measures in Life Insurance PoliciesMassimo CostabileThe Journal of Derivatives November 2020, jod.2020.1.117; DOI: https://doi.org/10.3905/jod.2020.1.117
- The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?Tony Barchetto, Razvan Pascalau and Ryan PoirierThe Journal of Portfolio Management October 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
- Sharpe Ratios, Target Ratios, and Return GoalsMartin L. Leibowitz and Stanley KogelmanThe Journal of Portfolio Management October 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179
- Better BetasLisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge UlucamThe Journal of Portfolio Management October 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
- Forbearance During the Pandemic: What Do We Know Thus Far?Mike FratantoniThe Journal of Structured Finance October 2020, 26 (3) 19-28; DOI: https://doi.org/10.3905/jsf.2020.1.110
- Volatility Prediction and Risk Management: An SVR-GARCH ApproachAbdullah Karasan and Esma GaygisizThe Journal of Financial Data Science October 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (30)
- In Markets (20)
- In Wealth Management (41)
- Derivatives
- Options (222)
- Credit default swaps (39)
- Other (67)
- Factors, risk premia
- Factor-based models (186)
- Style investing (85)
- Other (18)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (234)
- Retirement (232)
- Social security (32)
- Pension funds (54)
- Other (15)
- Mutual funds/passive investing/indexing
- Mutual fund performance (110)
- Passive strategies (26)
- Other (100)
- Performance measurement
- Volatility measures (59)
- Performance measurement (453)
- Portfolio management/multi-asset allocation
- Portfolio theory (199)
- Portfolio construction (465)
- ESG investing (144)
- Manager selection (84)
- Other (74)
- Quantitative methods
- Statistical methods (359)
- Simulations (121)
- Quantitative methods (205)
- Real assets/alternative investments/private equity
- Real estate (68)
- Commodities (72)
- Other real assets (43)
- Currency (64)
- Private equity (188)
- Risk management
- Tail risks (34)
- Risk management (207)
- Security analysis and valuation
- Technical analysis (17)