Risk management
- 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
- 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
- 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
- Performance and Risk Analysis of Index-Based ESG PortfoliosGuido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura NishikawaThe Journal of Index Investing March 2019, 9 (4) 46-57; DOI: https://doi.org/10.3905/jii.2019.9.4.046
- Get Green or Die Trying? Carbon Risk Integration into Portfolio ManagementMaximilian Görgen, Andrea Jacob and Martin NerlingerThe Journal of Portfolio Management January 2021, 47 (3) 77-93; DOI: https://doi.org/10.3905/jpm.2020.1.200
- Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and WeightingGuido Giese, Zoltán Nagy and Linda-Eling LeeThe Journal of Portfolio Management January 2021, 47 (3) 94-111; DOI: https://doi.org/10.3905/jpm.2020.1.198
- The Stock-Bond CorrelationMegan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management January 2021, 47 (3) 67-76; DOI: https://doi.org/10.3905/jpm.2020.1.195
- Model Risk in Risk Models: Quantifying Statistical Uncertainty in Active RiskKevin KhangThe Journal of Portfolio Management January 2021, 47 (3) 51-65; DOI: https://doi.org/10.3905/jpm.2021.47.3.051
- Risk Tolerance, Return Expectations, and Other Factors Impacting Investment DecisionsSam Sivarajan and Oscar De BruijnThe Journal of Wealth Management January 2021, 23 (4) 10-30; DOI: https://doi.org/10.3905/jwm.2020.1.124
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