Security analysis and valuation
- Avoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False PositivesÖzgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid RazaThe Journal of Portfolio Management April 2018, 44 (5) 136-143; DOI: https://doi.org/10.3905/jpm.2018.44.5.136
- Using Simulation to Better Understand Price Determination in a Nonfrictionless Equity MarketJian Hua, Robert A. Schwartz and Gregory SipressThe Journal of Portfolio Management October 2017, 44 (1) 142-159; DOI: https://doi.org/10.3905/jpm.2017.44.1.142
- The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal MineEdward Qian and Wayne QianThe Journal of Portfolio Management July 2017, 43 (4) 44-53; DOI: https://doi.org/10.3905/jpm.2017.43.4.044
- Contagious Investor Sentiment and International MarketsTodd Feldman and Shuming LiuThe Journal of Portfolio Management July 2017, 43 (4) 125-136; DOI: https://doi.org/10.3905/jpm.2017.43.4.125
- Factors in Time: Fine-Tuning Hedge Fund ReplicationJoseph Simonian and Chenwei WuThe Journal of Portfolio Management February 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159
- Nonlinear Trading Rules for Portfolio ManagementRichard GrinoldThe Journal of Portfolio Management October 2018, 45 (1) 62-70; DOI: https://doi.org/10.3905/jpm.2018.45.1.062
- Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 CrisisGunther Capelle-Blancard, Adrien Desroziers and Olivier David ZerbibThe Journal of Portfolio Management September 2021, 47 (9) 178-197; DOI: https://doi.org/10.3905/jpm.2021.1.288
- Firm-Level Cybersecurity Risk and Idiosyncratic VolatilityNazli Sila Alan, Ahmet K. Karagozoglu and Tianpeng ZhouThe Journal of Portfolio Management September 2021, 47 (9) 110-140; DOI: https://doi.org/10.3905/jpm.2021.1.286
- Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition RisksGuido Giese, Zoltán Nagy and Bruno RauisThe Journal of Portfolio Management September 2021, 47 (9) 35-53; DOI: https://doi.org/10.3905/jpm.2021.1.283
- The P/E Ratio, the Business Cycle, and Timing the Stock MarketSangkyun ParkThe Journal of Portfolio Management July 2021, 47 (8) 165-183; DOI: https://doi.org/10.3905/jpm.2021.1.270
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (464)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (614)
- Retirement (481)
- Social security (98)
- Pension funds (175)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (329)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1818)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1818)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1361)
- Simulations (295)
- Quantitative methods (437)
- Real assets/alternative investments/private equity
- Real estate (219)
- Commodities (194)
- Other real assets (99)
- Currency (172)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (855)
- Security analysis and valuation
- Technical analysis (113)