Style investing
- Craftsmanship Alpha: An Application to Style InvestingRonen Israel, Sarah Jiang and Adrienne RossThe Journal of Portfolio Management December 2017, 44 (2) 23-39; DOI: https://doi.org/10.3905/jpm.2018.44.2.023
- When Should Investors Short the Stocks of Acquiring Firms? Big-Data Insights from Joining CAR and EVA Style AnalysisAtreya Chakraborty, James L. Grant, Emery A. Trahan and Bhakti VarmaThe Journal of Investing January 2019, 28 (1) 17-29; DOI: https://doi.org/10.3905/joi.2019.28.1.017
- Superstar InvestorsJordan Brooks, Severin Tsuji and Daniel VillalonThe Journal of Investing January 2019, 28 (1) 124-135; DOI: https://doi.org/10.3905/joi.2019.28.1.124
- Defining and Exploiting Value in US Treasury BondsRiccardo Rebonato, Jean-Michel Maeso and Lionel MartelliniThe Journal of Fixed Income September 2019, 29 (2) 6-25; DOI: https://doi.org/10.3905/jfi.2019.1.071
- Integrating Factors in Market Indexes and Active PortfoliosDimitris Melas, Zoltán Nagy, Navneet Kumar and Peter ZangariThe Journal of Portfolio Management August 2019, 45 (6) 16-29; DOI: https://doi.org/10.3905/jpm.2019.1.096
- The Capacity of Factor StrategiesDavid Blitz and Thom MarchesiniThe Journal of Portfolio Management August 2019, 45 (6) 30-38; DOI: https://doi.org/10.3905/jpm.2019.1.089
- Focused ValueDeepika Sharma, Muling Si and Josephine SmithThe Journal of Index Investing August 2019, 10 (2) 63-79; DOI: https://doi.org/10.3905/jii.2019.10.2.063
- Relative Strength over Investment Horizons and Stock ReturnsZhaobo Zhu, Xinrui Duan and Jun TuThe Journal of Portfolio Management October 2019, 46 (1) 91-105; DOI: https://doi.org/10.3905/jpm.2019.1.111
- Dynamic Strategy Migration and the Evolution of Risk PremiaDavid E. KuenziThe Journal of Portfolio Management October 2019, 46 (1) 74-90; DOI: https://doi.org/10.3905/jpm.2019.1.110
- Seeking Alpha from Share RepurchasesAtreya Chakraborty, James L. Grant, Emery A. Trahan and Bhakti VarmaThe Journal of Investing November 2019, 29 (1) 61-79; DOI: https://doi.org/10.3905/joi.2019.1.104
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (33)
- In Markets (20)
- In Wealth Management (46)
- Derivatives
- Options (235)
- Credit default swaps (40)
- Other (82)
- Factors, risk premia
- Factor-based models (209)
- Style investing (89)
- Other (22)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (243)
- Retirement (242)
- Social security (34)
- Pension funds (63)
- Other (26)
- Mutual funds/passive investing/indexing
- Mutual fund performance (115)
- Passive strategies (27)
- Other (105)
- Performance measurement
- Volatility measures (71)
- Performance measurement (508)
- Portfolio management/multi-asset allocation
- Portfolio theory (219)
- Portfolio construction (538)
- ESG investing (155)
- Manager selection (84)
- Other (83)
- Quantitative methods
- Statistical methods (402)
- Simulations (134)
- Quantitative methods (237)
- Real assets/alternative investments/private equity
- Real estate (69)
- Commodities (76)
- Other real assets (48)
- Currency (74)
- Private equity (200)
- Risk management
- Credit risk management (102)
- Tail risks (50)
- Risk management (250)
- Security analysis and valuation
- Technical analysis (17)