Statistical methods
- A Key Rate Approach to Replicating Annuities with U.S. Treasury FundsJoseph R. PrendergastThe Journal of Fixed Income May 2021, jfi.2021.1.115; DOI: https://doi.org/10.3905/jfi.2021.1.115
- Optimal Currency Hedging: Horizon MattersNelson Arruda, Alain Bergeron and Mark KritzmanThe Journal of Alternative Investments March 2021, 23 (4) 122-130; DOI: https://doi.org/10.3905/jai.2021.1.126
- The Bitcoin VIX and Its Variance Risk PremiumCarol Alexander and Arben ImerajThe Journal of Alternative Investments March 2021, 23 (4) 84-109; DOI: https://doi.org/10.3905/jai.2020.1.112
- Pricing of Adverse Development Covers Using Option Pricing MethodsEric Dal MoroThe Journal of Derivatives May 2021, jod.2021.1.136; DOI: https://doi.org/10.3905/jod.2021.1.136
- CDS-Implied Risk of US Delinquency: Implications for the US Debt CeilingRen-Raw Chen, John D. Finnerty and Bruno G. KamdemThe Journal of Fixed Income May 2021, jfi.2021.1.114; DOI: https://doi.org/10.3905/jfi.2021.1.114
- 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
- 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
- Technical Analysis with Empirical Mode Decomposition: A Case in the Hong Kong Stock MarketAlfred Ma and Ted YuThe Journal of Wealth Management April 2021, 24 (1) 41-48; DOI: https://doi.org/10.3905/jwm.2021.1.135
- The Outlook for Endowment and Pension FundsHaim A. Mozes and John Launny SteffensThe Journal of Wealth Management April 2021, 24 (1) 120-131; DOI: https://doi.org/10.3905/jwm.2021.1.131
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