Risk management
- Mind the Gap: On the Importance of Understanding and Controlling Market Risk in Smart Beta StrategiesNoël Amenc, Felix Goltz and Ashish LodhThe Journal of Portfolio Management March 2018, 44 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2018.44.4.060
- Capital-Market-Aware LDI: Actively Navigating the De-Risking JourneyJoseph Simonian, Ognjen Sosa, Ed Heilbron, Michael Senoski and Thomas McFarrenThe Journal of Portfolio Management December 2017, 44 (2) 130-135; DOI: https://doi.org/10.3905/jpm.2018.44.2.130
- From Risk Premia to Smart Betas: A Unified FrameworkAlexandre S. Da Silva and Wai LeeThe Journal of Portfolio Management October 2017, 44 (1) 44-54; DOI: https://doi.org/10.3905/jpm.2017.44.1.044
- Smart Beta is the Gateway Drug to Risk Factor InvestingEugene PodkaminerThe Journal of Portfolio Management March 2017, 43 (5) 130-134; DOI: https://doi.org/10.3905/jpm.2017.43.5.130
- Decomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor ExposuresErik Kroon, Anton Wouters and Raul Leote de CarvalhoThe Journal of Portfolio Management July 2017, 43 (4) 71-86; DOI: https://doi.org/10.3905/jpm.2017.43.4.071
- Measuring and Managing the Opportunity Cost of Downside Risk ProtectionNicole Beevers, Hannes Du Plessis, Lionel Martellini and Vincent MilhauThe Journal of Portfolio Management October 2021, jpm.2021.1.301; DOI: https://doi.org/10.3905/jpm.2021.1.301
- A Wealth Management Perspective on Factor Premia and the Value of Downside ProtectionLouis Scott and Stefano CavagliaThe Journal of Portfolio Management April 2017, 43 (3) 33-41; DOI: https://doi.org/10.3905/jpm.2017.43.3.033
- Performance Control and Risk Calibration in the Black–Litterman ModelChyng Wen Tee, Shirley Huang and Kian Guan LimThe Journal of Portfolio Management April 2017, 43 (3) 126-135; DOI: https://doi.org/10.3905/jpm.2017.43.3.126
- Extending the Risk Parity Approach to Higher Moments: Is There Any Value Added?Eduard Baitinger, André Dragosch and Anastasia TopalovaThe Journal of Portfolio Management January 2017, 43 (2) 24-36; DOI: https://doi.org/10.3905/jpm.2017.43.2.024
- The Dangers of Diversification: Managing Multiple Manager PortfoliosGerald Garvey, Ronald N. Kahn and Raffaele SaviThe Journal of Portfolio Management January 2017, 43 (2) 13-23; DOI: https://doi.org/10.3905/jpm.2017.43.2.013
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (169)
- In Portfolio Management (137)
- In Wealth Management (95)
- Derivatives
- Options (514)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (199)
- Factors, risk premia
- Factor-based models (455)
- Style investing (168)
- Other (51)
- Fixed income and structured finance
- Project finance (85)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (572)
- Retirement (433)
- Social security (89)
- Pension funds (161)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (244)
- Passive strategies (138)
- Other (310)
- Performance measurement
- Volatility measures (364)
- Performance measurement (1548)
- Portfolio management/multi-asset allocation
- Portfolio theory (652)
- Portfolio construction (1655)
- ESG investing (296)
- Manager selection (282)
- Other (269)
- Quantitative methods
- Statistical methods (1250)
- Simulations (284)
- Quantitative methods (420)
- Real assets/alternative investments/private equity
- Real estate (212)
- Commodities (179)
- Other real assets (96)
- Currency (154)
- Private equity (719)
- Risk management
- Credit risk management (285)
- Tail risks (143)
- Risk management (799)
- Security analysis and valuation
- Technical analysis (111)