Security analysis and valuation
- Practical Applications of The Role of Contracts in Venture Capital ReturnsSarina LiuThe Journal of Alternative Investments January 2022, jai.2021.jaipa052; DOI: https://doi.org/10.3905/jai.2021.jaipa052
- Financial Anomalies in Portfolio Construction and ManagementHarry Markowitz, John Guerard, Ganlin Xu and Bijan BeheshtiThe Journal of Portfolio Management April 2021, 47 (6) 51-64; DOI: https://doi.org/10.3905/jpm.2021.1.242
- Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock ReturnsBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management April 2021, 47 (6) 33-50; DOI: https://doi.org/10.3905/jpm.2021.1.240
- Real Economy Portfolio: The Market Risk Premium as a Source of AlphaGerald GarveyThe Journal of Portfolio Management April 2021, 47 (6) 22-32; DOI: https://doi.org/10.3905/jpm.2021.1.239
- Value and Interest Rates: Are Rates to Blame for Value’s Torments?Thomas Maloney and Tobias J. MoskowitzThe Journal of Portfolio Management April 2021, 47 (6) 65-87; DOI: https://doi.org/10.3905/jpm.2021.1.236
- Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 CrisisArik Ben Dor, Stephan Florig, Jingling Guan and Xiaming ZengThe Journal of Portfolio Management April 2021, 47 (6) 139-155; DOI: https://doi.org/10.3905/jpm.2021.1.233
- The Quant Crisis of 2018–2020: Cornered by Big GrowthDavid BlitzThe Journal of Portfolio Management April 2021, 47 (6) 8-21; DOI: https://doi.org/10.3905/jpm.2021.1.232
- Diversifying Diversification: Downside Risk Management with Portfolios of Insurance SecuritiesVineer Bhansali and Jeremie HoldomThe Journal of Portfolio Management April 2021, 47 (6) 101-113; DOI: https://doi.org/10.3905/jpm.2021.1.229
- Implied Mortality for the Firm: The Market Tells the TailMaggie Copeland, Thomas Copeland and Koda SongThe Journal of Portfolio Management January 2021, 47 (3) 122-134; DOI: https://doi.org/10.3905/jpm.2020.1.199
- The Size Premium in Equity Markets: Where Is the Risk?Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière and Jean-Philippe BouchaudThe Journal of Portfolio Management June 2019, 45 (5) 58-68; DOI: https://doi.org/10.3905/jpm.2019.1.086
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