Tail risks
- The Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management October 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
- Editors’ Introduction to the Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio ManagementFrank J. Fabozzi and Ahmet K. KaragozogluThe Journal of Portfolio Management September 2021, 47 (9) 1-4; DOI: https://doi.org/10.3905/jpm.2021.1.289
- Novel Risks: A Research and Policy OverviewAhmet K. KaragozogluThe Journal of Portfolio Management September 2021, 47 (9) 11-34; DOI: https://doi.org/10.3905/jpm.2021.1.287
- The Market Measure of Carbon Risk and its Impact on the Minimum Variance PortfolioThéo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya SekineThe Journal of Portfolio Management September 2021, 47 (9) 54-68; DOI: https://doi.org/10.3905/jpm.2021.1.285
- Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition RisksGuido Giese, Zoltán Nagy and Bruno RauisThe Journal of Portfolio Management September 2021, 47 (9) 35-53; DOI: https://doi.org/10.3905/jpm.2021.1.283
- The Implications of Contemporary Research on COVID-19 for Volatility and Portfolio ManagementDominique Outlaw, Aimee Hoffmann Smith and Na WangThe Journal of Portfolio Management September 2021, 47 (9) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.282
- Investment Management Post Pandemic, Post Global Warming, Post Resource DepletionFrank J. Fabozzi, Sergio Focardi and Zenu SharmaThe Journal of Portfolio Management September 2021, 47 (9) 141-158; DOI: https://doi.org/10.3905/jpm.2021.1.280
- Top-Down Portfolio Implications of Climate ChangeYesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) JinThe Journal of Portfolio Management September 2021, 47 (9) 69-91; DOI: https://doi.org/10.3905/jpm.2021.1.279
- Climate Change and Asset Allocation: A Distinction That Makes a DifferenceBrian Jacobsen, Eddie Cheng and Wai LeeThe Journal of Portfolio Management February 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
- Asset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management February 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
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 (594)
- Retirement (461)
- Social security (94)
- Pension funds (170)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (247)
- Passive strategies (142)
- Other (322)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1673)
- Portfolio management/multi-asset allocation
- Portfolio theory (667)
- Portfolio construction (1729)
- ESG investing (312)
- Manager selection (291)
- Other (272)
- Quantitative methods
- Statistical methods (1302)
- 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 (833)
- Security analysis and valuation
- Technical analysis (113)