Risk management
- Enhancing Portfolio Performance in Global Equity Allocation with a Forward-Looking IndicatorSubhransu Sekhar MohantyThe Journal of Investing November 2018, 27 (4) 81-97; DOI: https://doi.org/10.3905/joi.2018.1.073
- Computing Risk Measures of Life Insurance Policies through the Cox–Ross–Rubinstein ModelMassimo CostabileThe Journal of Derivatives November 2018, 26 (2) 86-94; DOI: https://doi.org/10.3905/jod.2018.26.2.086
- Oasis or Mirage: Assessing Low-Risk Investing from a Global PerspectiveEdward N.W. Aw, John Q. Jiang, Gregory Y. Sivin and Aye M. SoeThe Journal of Investing May 2018, 27 (2) 90-104; DOI: https://doi.org/10.3905/joi.2018.27.2.090
- What Happens to Stocks when Interest Rates Rise?Andrew L. BerkinThe Journal of Investing May 2018, 27 (2) 126-135; DOI: https://doi.org/10.3905/joi.2018.27.2.126
- Factor Allocation and Asset AllocationGregg S. Fisher and Michael B. McDonaldThe Journal of Wealth Management July 2018, 21 (2) 10-20; DOI: https://doi.org/10.3905/jwm.2018.21.2.010
- What’s in Your Benchmark? A Factor Analysis of Major Market IndexesAnanth Madhavan, Aleksander Sobczyk and Andrew AngThe Journal of Index Investing August 2018, 9 (2) 66-79; DOI: https://doi.org/10.3905/jii.2018.9.2.066
- The Collateral-Linked Currency Forward (CLCF) Contract: Blockchain-Enabled OTC Currency Forward Market InfrastructureWarren PenningtonThe Journal of Index Investing August 2018, 9 (2) 27-33; DOI: https://doi.org/10.3905/jii.2018.9.2.027
- Mitigating Transactional Risk in the Internet of ThingsMark S. Raffman and Amanda H. RussoThe Journal of Private Equity February 2018, 21 (2) 65-73; DOI: https://doi.org/10.3905/jpe.2018.21.2.065
- Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based IndexesPaul Bouchey, Maximilian Lutz, Vassilii Nemtchinov and Mahesh PritamaniThe Journal of Index Investing February 2018, 8 (4) 93-111; DOI: https://doi.org/10.3905/jii.2018.1.057
- Fund Management Skill and Noise TradingFeng Dong and John A. DoukasThe Journal of Portfolio Management April 2018, 44 (5) 113-124; DOI: https://doi.org/10.3905/jpm.2018.44.5.113
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