Style investing
- The Importance of Being ValueFrançois Bourguignon and Marielle de JongThe Journal of Portfolio Management April 2006, 32 (3) 74-79; DOI: https://doi.org/10.3905/jpm.2006.628408
- Do High Frequency Trading Firms Provide Two-Sided Liquidity?Deniz Ozenbas and Robert A. SchwartzThe Journal of Portfolio Management July 2018, 44 (7) 63-74; DOI: https://doi.org/10.3905/jpm.2018.1.081
- Deconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management October 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
- Sin Stocks Revisited: Resolving the Sin Stock AnomalyDavid Blitz and Frank J. FabozziThe Journal of Portfolio Management October 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105
- A Network Approach to Analyzing Hedge Fund ConnectivityGueorgui S. Konstantinov and Joseph SimonianThe Journal of Financial Data Science July 2020, 2 (3) 55-72; DOI: https://doi.org/10.3905/jfds.2020.1.036
- Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?Noël Amenc, Felix Goltz and Ben LuytenThe Journal of Portfolio Management June 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
- Factor Investing in CreditHarald Henke, Hendrik Kaufmann, Philip Messow and Jieyan Fang-KlinglerThe Journal of Index Investing May 2020, 11 (1) 33-51; DOI: https://doi.org/10.3905/jii.2020.1.085
- Value by Design?Stephan Kessler, Bernd Scherer and Jan Philipp HarriesThe Journal of Portfolio Management December 2019, 46 (2) 25-43; DOI: https://doi.org/10.3905/jpm.2019.1.122
- A Closer Look at the Factor-to-Specific Risk Ratio in Factor PortfoliosJennifer Bender and Xiaole SunThe Journal of Portfolio Management December 2019, 46 (2) 11-23; DOI: https://doi.org/10.3905/jpm.2019.1.117
- Factor Investing in US Sovereign Bond Markets: A New Generation of Conditional Carry Strategies with Applications in Asset-Only and Asset-Liability ManagementJean-Michel Maeso, Lionel Martellini and Riccardo RebonatoThe Journal of Portfolio Management December 2019, 46 (2) 121-140; DOI: https://doi.org/10.3905/jpm.2019.1.115
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (97)
- Derivatives
- Options (534)
- Credit default swaps (125)
- Counterparty risk (24)
- Other (206)
- Factors, risk premia
- Factor-based models (461)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (590)
- Retirement (456)
- Social security (93)
- Pension funds (168)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (247)
- Passive strategies (142)
- Other (321)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1670)
- Portfolio management/multi-asset allocation
- Portfolio theory (667)
- Portfolio construction (1726)
- ESG investing (312)
- Manager selection (291)
- Other (272)
- Quantitative methods
- Statistical methods (1301)
- Simulations (288)
- Quantitative methods (433)
- Real assets/alternative investments/private equity
- Real estate (214)
- Commodities (185)
- Other real assets (97)
- Currency (159)
- Private equity (729)
- Risk management
- Credit risk management (293)
- Tail risks (152)
- Risk management (831)
- Security analysis and valuation
- Technical analysis (113)