Risk management
- Overview of Venture Capital Landscape in IndiaMohammad MustafaThe Journal of Private Equity October 2019, jpe.2019.1.098; DOI: https://doi.org/10.3905/jpe.2019.1.098
- Hedging and Constructing Portfolios of Active Strategies: Strategy Time Horizon and Estimation ErrorsAlexander Rudin and William M. MarrThe Journal of Alternative Investments June 2018, 21 (1) 39-47; DOI: https://doi.org/10.3905/jai.2018.21.1.039
- From Risk Factors to Networks: A Case Study on Interconnectedness Using Currency FundsGueorgui Konstantinov and Jonas RebmannThe Journal of Financial Data Science July 2019, 1 (3) 108-123; DOI: https://doi.org/10.3905/jfds.2019.1.3.108
- Private Equity Real Estate Funds: Returns, Risk Exposures, and PersistenceThomas R. Arnold, David C. Ling and Andy NaranjoThe Journal of Portfolio Management September 2019, 45 (7) 24-42; DOI: https://doi.org/10.3905/jpm.2019.1.103
- Risk-Adjusted Attribution Analysis of Real Estate PortfoliosJeffrey D. Fisher and Joseph D’AlessandroThe Journal of Portfolio Management September 2019, 45 (7) 80-94; DOI: https://doi.org/10.3905/jpm.2019.1.102
- Risk Reduction and Tracking Error in Small Commercial Real Estate PortfoliosBryan ReidThe Journal of Portfolio Management September 2019, 45 (7) 130-140; DOI: https://doi.org/10.3905/jpm.2019.1.101
- Real Estate in Mixed-Asset Portfolios for Various Investment HorizonsJean-Christophe Delfim and Martin HoesliThe Journal of Portfolio Management September 2019, 45 (7) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.7.141
- Hedge Funds as a Diversification VehicleAndreas Mikkelsen, Frode Kjærland and Tom Erik Sønsteng HenriksenThe Journal of Investing September 2019, 28 (6) 55-72; DOI: https://doi.org/10.3905/joi.2019.1.099
- The Efficient Frontuzzle: What Investment Risk Profiling Still Fails to SolveAmy Hubble and John E. GrableThe Journal of Investing September 2019, 28 (6) 73-90; DOI: https://doi.org/10.3905/joi.2019.1.098
- The Fallacy of Currency Diversification: How Zero Correlation Can Still Add RiskRobert Bush, Jason Chen and Eric LegunnThe Journal of Investing September 2019, 28 (6) 109-114; DOI: https://doi.org/10.3905/joi.2019.1.097
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (38)
- Factors, risk premia
- Factor-based models (85)
- Style investing (21)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (73)
- Portfolio construction (294)
- ESG investing (68)
- Manager selection (36)
- Other (39)
- Quantitative methods
- Statistical methods (257)
- Simulations (51)
- Quantitative methods (185)
- Risk management
- Tail risks (28)
- Risk management (151)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (60)
- Other real assets (35)
- Currency (32)
- Private equity (135)
- Long-term/retirement investing
- Wealth management (113)
- Retirement (173)
- Social security (19)
- Pension funds (27)
- Other (5)
- Performance measurement
- Performance measurement (345)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (131)
- Credit default swaps (27)
- Other (48)
- Mutual funds/passive investing/indexing
- Passive strategies (10)
- Other (97)