Security analysis and valuation
- Commentary: Passive Investing and Market EfficiencyBradford CornellThe Journal of Investing August 2017, 26 (3) 7-9; DOI: https://doi.org/10.3905/joi.2017.26.3.007
- Protecting against Loss: Protective Put Strategies
versus Stop-Loss StrategiesRyan McKeon and Marko SvetinaThe Journal of Investing August 2017, 26 (3) 65-76; DOI: https://doi.org/10.3905/joi.2017.26.3.065 - Equity Duration and Portfolio Risk ManagementJohn B. Broughton and Bento J. LoboThe Journal of Investing August 2017, 26 (3) 29-40; DOI: https://doi.org/10.3905/joi.2017.26.3.029
- Risk Premium of Social Media SentimentPatrick Houlihan and Germán G. CreamerThe Journal of Investing August 2017, 26 (3) 21-28; DOI: https://doi.org/10.3905/joi.2017.26.3.021
- Systematic Diversification Using BetaPaul Bouchey, Tianchuan Li and Vassilii NemtchinovThe Journal of Investing August 2017, 26 (3) 144-151; DOI: https://doi.org/10.3905/joi.2017.26.3.144
- Implied Volatility Changes as Evidence of Stock Price DisequilibriumDean Diavatopoulos and Andy FodorThe Journal of Investing August 2017, 26 (3) 129-143; DOI: https://doi.org/10.3905/joi.2017.26.3.129
- Managing U.S. Stock Market Oil Price Risk Using
Exchange-Traded FundsRobert Patterson, Richard Haskell and Ronald ManoThe Journal of Investing August 2017, 26 (3) 121-128; DOI: https://doi.org/10.3905/joi.2017.26.3.121 - A Continuous Return Model for the Low-Volatility and
Low-Beta AnomaliesAnna Agapova, Robert Ferguson and Dean LeistikowThe Journal of Investing August 2017, 26 (3) 107-120; DOI: https://doi.org/10.3905/joi.2017.26.3.107 - 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
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Fixed income and structured finance
- Project finance (31)
- Factors, risk premia
- Factor-based models (77)
- Style investing (18)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (69)
- Portfolio construction (281)
- ESG investing (65)
- Manager selection (33)
- Other (39)
- Quantitative methods
- Statistical methods (240)
- Simulations (50)
- Quantitative methods (185)
- Risk management
- Tail risks (26)
- Risk management (143)
- Real assets/alternative investments/private equity
- Real estate (40)
- Commodities (58)
- Other real assets (31)
- Currency (29)
- Private equity (128)
- Long-term/retirement investing
- Wealth management (109)
- Retirement (169)
- Social security (18)
- Pension funds (26)
- Other (5)
- Performance measurement
- Performance measurement (334)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (128)
- Credit default swaps (27)
- Other (48)
- Mutual funds/passive investing/indexing
- Passive strategies (10)
- Other (97)