Risk management
- Credit Rating and Liquidity in the US Corporate Bond MarketAntonio Díaz and Ana EscribanoThe Journal of Fixed Income March 2019, 28 (4) 46-59; DOI: https://doi.org/10.3905/jfi.2019.28.4.046
- Stocks, Bonds, and CausalityJamil Baz, Steve Sapra and German RamirezThe Journal of Portfolio Management March 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037
- Alice’s Adventures in Factorland: Three Blunders That Plague Factor InvestingRob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani LinnainmaaThe Journal of Portfolio Management March 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018
- Volatility Weighting over Time in the Presence of Transaction CostsValeriy ZakamulinThe Journal of Wealth Management January 2019, 21 (4) 33-45; DOI: https://doi.org/10.3905/jwm.2019.21.4.033
- Lowering Portfolio Risk with Corporate Social ResponsibilityJohn Clark, Kevin Krieger and Nathan MauckThe Journal of Investing January 2019, 28 (2) 43-52; DOI: https://doi.org/10.3905/joi.2019.28.2.043
- Risk and Investment Horizon: Is Time Really Money?Ekaterina E. Emm and Ruben C. TrevinoThe Journal of Investing January 2019, 28 (1) 86-96; DOI: https://doi.org/10.3905/joi.2019.1.074
- 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
- Comparing Strategy Risk Models on the Taiwanese Stock MarketPlamen Patev and Kaloyan PetkovThe Journal of Wealth Management October 2018, 21 (3) 79-93; DOI: https://doi.org/10.3905/jwm.2018.21.3.079
- Scaling and Adaptive Asset AllocationJarrod WilcoxThe Journal of Portfolio Management December 2018, 45 (2) 82-92; DOI: https://doi.org/10.3905/jpm.2018.45.2.082
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (28)
- In Markets (20)
- In Wealth Management (34)
- Derivatives
- Options (183)
- Credit default swaps (34)
- Other (53)
- Factors, risk premia
- Factor-based models (140)
- Style investing (58)
- Other (13)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (187)
- Retirement (204)
- Social security (22)
- Pension funds (38)
- Other (5)
- Mutual funds/passive investing/indexing
- Passive strategies (19)
- Other (97)
- Performance measurement
- Volatility measures (30)
- Performance measurement (396)
- Portfolio management/multi-asset allocation
- Portfolio theory (155)
- Portfolio construction (392)
- ESG investing (123)
- Manager selection (61)
- Other (55)
- Quantitative methods
- Statistical methods (320)
- Simulations (98)
- Quantitative methods (191)
- Real assets/alternative investments/private equity
- Real estate (54)
- Commodities (64)
- Other real assets (38)
- Currency (46)
- Private equity (156)
- Risk management
- Tail risks (32)
- Risk management (171)
- Security analysis and valuation
- Technical analysis (15)