Risk management
- Defensive Factor TimingKristin Fergis, Katelyn Gallagher, Philip Hodges and Ked HoganThe Journal of Portfolio Management February 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
- Short-Horizon Beta or Long-Horizon Alpha?Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie SadkaThe Journal of Portfolio Management October 2018, 45 (1) 96-105; DOI: https://doi.org/10.3905/jpm.2018.45.1.096
- Accessing the China A-Shares Market via Minimum-Variance InvestingAlex Chen, Eddie Pong and Yang WangThe Journal of Portfolio Management October 2018, 45 (1) 106-117; DOI: https://doi.org/10.3905/jpm.2018.45.1.106
- Editors’ Introduction to the Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio ManagementFrank J. Fabozzi and Ahmet K. KaragozogluThe Journal of Portfolio Management September 2021, 47 (9) 1-4; DOI: https://doi.org/10.3905/jpm.2021.1.289
- Novel Risks: A Research and Policy OverviewAhmet K. KaragozogluThe Journal of Portfolio Management September 2021, 47 (9) 11-34; DOI: https://doi.org/10.3905/jpm.2021.1.287
- Firm-Level Cybersecurity Risk and Idiosyncratic VolatilityNazli Sila Alan, Ahmet K. Karagozoglu and Tianpeng ZhouThe Journal of Portfolio Management September 2021, 47 (9) 110-140; DOI: https://doi.org/10.3905/jpm.2021.1.286
- Geopolitical Risk in Investment Research: Allies, Adversaries, and AlgorithmsJoseph SimonianThe Journal of Portfolio Management September 2021, 47 (9) 92-109; DOI: https://doi.org/10.3905/jpm.2021.1.284
- Climate Change and Asset Allocation: A Distinction That Makes a DifferenceBrian Jacobsen, Eddie Cheng and Wai LeeThe Journal of Portfolio Management February 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
- Deep ValueCliff Asness, John Liew, Lasse Heje Pedersen and Ashwin ThaparThe Journal of Portfolio Management February 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
- The Best Strategies for Inflationary TimesHenry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van HemertThe Journal of Portfolio Management July 2021, 47 (8) 8-37; DOI: https://doi.org/10.3905/jpm.2021.1.274
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