Statistical methods
- Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Fund ReturnsFrançois-Éric Racicot and Raymond ThéoretThe Journal of Wealth Management April 2010, 13 (1) 103-123; DOI: https://doi.org/10.3905/JWM.2010.13.1.103
- Sources of Return Dispersion in Alternative Risk PremiaDavid E. KuenziThe Journal of Alternative Investments January 2020, 22 (4) 26-39; DOI: https://doi.org/10.3905/jai.2020.1.089
- Performance Dispersion Risk Assessment in Alternatives and Active StrategiesAmit SoniThe Journal of Alternative Investments January 2020, 22 (4) 107-119; DOI: https://doi.org/10.3905/jai.2020.1.088
- The Influence of Macroeconomic and Behavioral
Factors on Tactical Strategy Allocation (TSA)
for Funds of Hedge FundsGaurav Anand, Iliya Kutsarov, Thomas Maier and Marcus StorrThe Journal of Wealth Management July 2013, 16 (2) 63-76; DOI: https://doi.org/10.3905/jwm.2013.16.2.063 - The Myth of Diversification ReconsideredWilliam Kinlaw, Mark Kritzman, Sébastien Page and David TurkingtonThe Journal of Portfolio Management July 2021, 47 (8) 124-137; DOI: https://doi.org/10.3905/jpm.2021.1.273
- A Market Microstructure View of the Informational Efficiency of Security PricesRobert A. SchwartzThe Journal of Portfolio Management July 2021, 47 (8) 75-84; DOI: https://doi.org/10.3905/jpm.2021.1.268
- The Quantitative Approach for Sustainable InvestingEric Sorensen, Mike Chen and George MussalliThe Journal of Portfolio Management July 2021, 47 (8) 38-49; DOI: https://doi.org/10.3905/jpm.2021.1.267
- A Time-Series Analysis and Forecast of CAPEMarc FandettiThe Journal of Portfolio Management July 2021, 47 (8) 138-150; DOI: https://doi.org/10.3905/jpm.2021.1.265
- Volatility Targeting: It’s Complicated!George MylnikovThe Journal of Portfolio Management July 2021, 47 (8) 57-74; DOI: https://doi.org/10.3905/jpm.2021.1.258
- Firm-Specific Industries, Volatility, and Return: A Text-Based Network Industrial Classification ApproachHussein AbdohThe Journal of Portfolio Management July 2021, 47 (8) 184-196; DOI: https://doi.org/10.3905/jpm.2021.1.253
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