Pension funds
- INVITED EDITORIAL COMMENT: Winning the Right Game: The Search for Investment ExcellenceKees Koedijk, Alfred Slager and Jaap van DamThe Journal of Portfolio Management October 2019, 46 (1) 1-6; DOI: https://doi.org/10.3905/jpm.2019.46.1.001
- A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic BenefitsJohn M. Mulvey, Lionel Martellini, Han Hao and Nongchao LiThe Journal of Portfolio Management February 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
- A Trustee Guide to Factor InvestingKees Koedijk, Alfred Slager and Philip StorkThe Journal of Portfolio Management July 2016, 42 (5) 28-38; DOI: https://doi.org/10.3905/jpm.2016.42.5.028
- Coming Up Short: Managing Underfunded Portfolios in an LDI-ES FrameworkSanjiv Das, Seoyoung Kim and Meir StatmanThe Journal of Portfolio Management October 2014, 41 (1) 95-108; DOI: https://doi.org/10.3905/jpm.2014.41.1.095
- Constraints and Innovations for Pension Investment:
The Cases of Risk Parity and Risk Premia InvestingWai LeeThe Journal of Portfolio Management April 2014, 40 (3) 12-20; DOI: https://doi.org/10.3905/jpm.2014.40.3.012 - Inflation-Hedging Portfolios: Economic Regimes MatterMarie Brière and Ombretta SignoriThe Journal of Portfolio Management July 2012, 38 (4) 43-58; DOI: https://doi.org/10.3905/jpm.2012.38.4.043
- The Norway ModelDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management January 2012, 38 (2) 67-81; DOI: https://doi.org/10.3905/jpm.2012.38.2.067
- Invited Editorial CommentLaurence B. SiegelThe Journal of Portfolio Management October 2010, 37 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2010.37.1.001
- Three Decades of Global Institutional Investment in Commercial Real EstateAlexander Carlo, Piet Eichholtz and Nils KokThe Journal of Portfolio Management September 2021, 47 (10) 25-40; DOI: https://doi.org/10.3905/jpm.2021.1.275
- Inflation-Hedging Properties of Real Assets and Implications for Asset–Liability Management DecisionsNoël Amenc, Lionel Martellini and Volker ZiemannThe Journal of Portfolio Management July 2009, 35 (4) 94-110; DOI: https://doi.org/10.3905/JPM.2009.35.4.094
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 (531)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (205)
- Factors, risk premia
- Factor-based models (459)
- Style investing (168)
- Other (51)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (589)
- Retirement (455)
- Social security (93)
- Pension funds (168)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (245)
- Passive strategies (140)
- Other (321)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1657)
- Portfolio management/multi-asset allocation
- Portfolio theory (666)
- Portfolio construction (1716)
- ESG investing (310)
- Manager selection (291)
- Other (271)
- Quantitative methods
- Statistical methods (1293)
- Simulations (287)
- Quantitative methods (432)
- Real assets/alternative investments/private equity
- Real estate (213)
- Commodities (185)
- Other real assets (97)
- Currency (158)
- Private equity (727)
- Risk management
- Credit risk management (289)
- Tail risks (150)
- Risk management (826)
- Security analysis and valuation
- Technical analysis (113)