Skip to main content
  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars
  • Request a Demo
  • Sample our Content
  • Log in

Main menu

  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars

User menu

  • Request a Demo
  • Sample our Content
  • Log in

Search

  • Use the Advanced Search to discover more content specific to a journal, author or time frame
Home
Click to use the Advanced Search to discover more content specific to a journal, author or time frame

Security analysis and valuation

« Back to list

  • Study of Dynamic Multifactor Model Application In China A-Shares
    Ying Lan
    The Journal of Investing July 2022, 31 (5) 28-53; DOI: https://doi.org/10.3905/joi.2022.1.223
  • Combining Value and Profitability Factors to Improve Performance
    Andrew L. Berkin and Larry E. Swedroe
    The Journal of Beta Investment Strategies July 2022, jbis.2022.1.002; DOI: https://doi.org/10.3905/jbis.2022.1.002
  • The Benefits of European Periodic Auctions beyond MiFID Dark Trading Caps
    Paul Besson, Matthieu Lasnier and Antoine Falck
    The Journal of Investing September 2019, 28 (6) 91-108; DOI: https://doi.org/10.3905/joi.2019.1.096
  • The Dynamics of Risk: Implications for Asset Allocation Strategies
    Joanne M. Hill
    The Journal of Beta Investment Strategies March 2022, 13 (1) 57-68; DOI: https://doi.org/10.3905/jbis.2022.13.1.057
  • Wavelet Multiscale and Spillover Analyses of Volatility and Correlation
    Sofiane Aboura
    The Journal of Derivatives May 2022, 29 (5) 20-39; DOI: https://doi.org/10.3905/jod.2022.1.155
  • The Time Dimension of Volatility: Implications for Option Strategy Design
    Joanne M. Hill
    The Journal of Derivatives May 2022, 29 (4) 97-109; DOI: https://doi.org/10.3905/jod.2022.1.152
  • Tail Risk Hedging in a Low-Rate Environment
    Robert L. Harlow, Stefan Hubrich and Sébastien Page
    The Journal of Derivatives May 2022, 29 (4) 110-120; DOI: https://doi.org/10.3905/jod.2022.1.150
  • The Tax Benefits of Direct Indexing: Not a One-Size-Fits-All Formula
    Nathan Sosner, Michael Gromis and Stanley Krasner
    The Journal of Beta Investment Strategies May 2022, 13 (2) 28-51; DOI: https://doi.org/10.3905/jbis.2022.1.001
  • Practical Applications of Interpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor Investing
    Daniel Philps, David Tilles and Timothy Law
    Practical Applications April 2022, pa.2022.pa492; DOI: https://doi.org/10.3905/pa.2022.pa492
  • Practical Applications of What Portfolio in Europe Makes Sense?
    Gueorgui S. Konstantinov
    Practical Applications April 2022, pa.2022.pa491; DOI: https://doi.org/10.3905/pa.2022.pa491

Pages

  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • …
  • next ›
  • last »

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections
  • Behavioral Finance
    • Theory (36)
    • In Markets (170)
    • In Portfolio Management (140)
    • In Wealth Management (99)
  • Derivatives
    • Options (548)
    • Interest-rate and currency swaps (65)
    • Futures and forward contracts (179)
    • Credit default swaps (126)
    • Counterparty risk (24)
    • Other (213)
  • Factors, risk premia
    • Analysis of individual factors/risk premia (713)
    • Factor-based models (464)
    • Style investing (168)
    • Other (52)
  • Fixed income and structured finance
    • MBS and residential mortgage loans (270)
    • CMBS and commercial mortgage loans (93)
    • Asset-backed securities (ABS) (169)
    • CLOs, CDOs, and other structured credit (246)
    • Project finance (87)
    • Legal and regulatory issues for structured finance (251)
    • Fixed income and structured finance (581)
  • International Investing
    • Developed (383)
    • Emerging (470)
    • Frontier (42)
    • Global (274)
  • Legal/regulatory/public policy
    • Exchanges/markets/clearinghouses (620)
    • Information providers/credit ratings (236)
    • Financial crises and financial market history (801)
    • Legal/regulatory/public policy (771)
  • Long-term/retirement investing
    • Wealth management (615)
    • Retirement (484)
    • Social security (101)
    • Pension funds (175)
    • Foundations & endowments (60)
    • Other (55)
  • Mutual funds/passive investing/indexing
    • Mutual fund performance (249)
    • Passive strategies (143)
    • Exchange-traded funds and applications. (421)
    • Other (330)
  • Performance measurement
    • Volatility measures (368)
    • Downside-only measures (29)
    • Performance measurement (1825)
  • Portfolio management/multi-asset allocation
    • Portfolio theory (682)
    • Portfolio construction (1821)
    • Equity portfolio management (446)
    • Fixed-income portfolio management (188)
    • ESG investing (330)
    • Manager selection (295)
    • Other (274)
  • Quantitative methods
    • Statistical methods (1364)
    • Simulations (295)
    • Big data/machine learning (358)
    • Quantitative methods (438)
  • Real assets/alternative investments/private equity
    • Real estate (221)
    • Commodities (194)
    • Other real assets (99)
    • Currency (173)
    • Private equity (741)
    • Real assets/alternative investments/private equity (558)
  • Risk management
    • VAR and use of alternative risk measures of trading risk (245)
    • Credit risk management (299)
    • Tail risks (164)
    • Risk management (856)
  • Security analysis and valuation
    • Fundamental equity analysis (256)
    • Accounting and ratio analysis (106)
    • Technical analysis (113)
    • Security analysis and valuation (617)

Contact us for more information

Preview our content

Discover a selection of our content to see how Portfolio Management Research can directly benefit you.

Download your copy

Register for full access

Begin your subscription and access our research immediately

Subscribe now

Publish your work

Promote your research and build your reputation with Portfolio Management Research

Submit your article

Academic Access

Discover how our research can benefit your institution

Find out more

Contact Us

LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
reply@pm-research.com
 

More from PMR

  • Awards
  • Investment Guides
  • Videos
  • About PMR

Information for

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

Get Involved

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 With Intelligence Ltd | All material subject to strictly enforced copyright laws.

  • Site Map
  • Cookies
  • Code of Ethics
  • Terms & Conditions
  • Privacy Policy