Simulations
- Low Bond Yields and Safe Portfolio Withdrawal RatesDavid M. Blanchett, Michael Finke and Wade D. PfauThe Journal of Wealth Management July 2013, 16 (2) 55-62; DOI: https://doi.org/10.3905/jwm.2013.16.2.055
- Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive StrategiesRyan PoirierThe Journal of Portfolio Management April 2021, 47 (6) 156-173; DOI: https://doi.org/10.3905/jpm.2021.1.238
- Bridging the Gap between Strategic Allocation and Investment RiskRedouane Elkamhi, Jacky S.H. Lee and Sheikh SadikThe Journal of Portfolio Management April 2021, 47 (6) 89-100; DOI: https://doi.org/10.3905/jpm.2021.1.235
- Selecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?Joseph A. Cerniglia and Frank J. FabozziThe Journal of Portfolio Management October 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184
- Better BetasLisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge UlucamThe Journal of Portfolio Management October 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
- Escaping the Backtesting IllusionThorsten Hens, Klaus Reiner Schenk-Hoppé and Mathis-Hendrik WoesthoffThe Journal of Portfolio Management February 2020, 46 (4) 81-93; DOI: https://doi.org/10.3905/jpm.2019.1.123
- The Golden Age of QuantEric H. SorensenThe Journal of Portfolio Management October 2019, 46 (1) 12-24; DOI: https://doi.org/10.3905/jpm.2019.1.109
- 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
- A Practitioner’s Defense of Return PredictabilityBlair Hull and Xiao QiaoThe Journal of Portfolio Management April 2017, 43 (3) 60-76; DOI: https://doi.org/10.3905/jpm.2017.43.3.060
- Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment ManagementRobert F. Engle, Sergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management July 2016, 42 (5) 94-106; DOI: https://doi.org/10.3905/jpm.2016.42.5.094
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