Simulations
- Implementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisThe Journal of Portfolio Management December 2020, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
- 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
- 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
- Consistent and Efficient Dynamic Portfolio Replication with Many FactorsLars Stentoft and Sha WangThe Journal of Portfolio Management December 2019, 46 (2) 79-91; DOI: https://doi.org/10.3905/jpm.2019.1.118
- 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
- A Case Study for Using Value and Momentum at the Asset Class LevelVictor Haghani and Richard DeweyThe Journal of Portfolio Management April 2016, 42 (3) 101-113; DOI: https://doi.org/10.3905/jpm.2016.42.3.101
- Rip Van Winkle IndexingRobert Arnott, Noah Beck and Vitali KalesnikThe Journal of Portfolio Management July 2015, 41 (4) 50-67; DOI: https://doi.org/10.3905/jpm.2015.41.4.050
- The Future of Empirical FinanceMarcos López de PradoThe Journal of Portfolio Management July 2015, 41 (4) 140-144; DOI: https://doi.org/10.3905/jpm.2015.41.4.140
- 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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