Statistical methods
- Optimal GearingSeanna Johnson, Ronald N. Kahn and Dean PetrichThe Journal of Portfolio Management July 2007, 33 (4) 10-18; DOI: https://doi.org/10.3905/jpm.2007.690600
- Putting Economics (Back) into Quantitative ModelsVineer BhansaliThe Journal of Portfolio Management April 2007, 33 (3) 63-76; DOI: https://doi.org/10.3905/jpm.2007.684755
- Optimal Execution for Portfolio TransitionsMark Kritzman, Simon Myrgren and Sébastien PageThe Journal of Portfolio Management April 2007, 33 (3) 33-39; DOI: https://doi.org/10.3905/jpm.2007.684750
- Minimum-Variance Portfolios in the U.S. Equity MarketRoger G Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management October 2006, 33 (1) 10-24; DOI: https://doi.org/10.3905/jpm.2006.661366
- Needles, Haystacks, and Hidden FactorsGuy MillerThe Journal of Portfolio Management January 2006, 32 (2) 25-32; DOI: https://doi.org/10.3905/jpm.2006.611800
- Practical Applications of Weak Supervision and Black–Litterman for Automated ESG Portfolio ConstructionAlik Sokolov, Kyle Caverly, Jonathan Mostovoy, Talal Fahoum and Luis SecoPractical Applications January 2022, 9 (3) 1-7; DOI: https://doi.org/10.3905/pa.9.3.462
- Practical Applications of The Bitcoin VIX and Its Variance Risk PremiumCarol Alexander and Arben ImerajPractical Applications October 2021, 9 (2) 1-5; DOI: https://doi.org/10.3905/pa.9.2.447
- Practical Applications of The Free Boundary of the American PutThomas LittlePractical Applications October 2021, 9 (2) 1-5; DOI: https://doi.org/10.3905/pa.9.2.444
- Practical Applications of An Empirical Analysis of Investment Return Dispersion in Emerging Market Private EquityJosh Lerner and Mark BakerPractical Applications January 2019, 6 (3) 1-4; DOI: https://doi.org/10.3905/pa.6.3.305
- Practical Applications of Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and TwitterShreyash Agrawal, Pablo D. Azar, Andrew W. Lo and Taranjit SinghPractical Applications January 2019, 6 (3) 1-4; DOI: https://doi.org/10.3905/pa.6.3.299
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