Accounting and ratio analysis
- King of the Mountain: The Shiller P/E and Macroeconomic ConditionsRobert D. Arnott, Denis B. Chaves and Tzee-man ChowThe Journal of Portfolio Management October 2017, 44 (1) 55-68; DOI: https://doi.org/10.3905/jpm.2017.44.1.055
- Portfolio Allocations Using Fundamental Ratios: Are Profitability Measures More Effective in Selecting Firms and Sectors?J. Christopher Hughen and Jack StraussThe Journal of Portfolio Management April 2017, 43 (3) 87-101; DOI: https://doi.org/10.3905/jpm.2017.43.3.087
- Time Horizon, Risk, and Implications for Equity SelectionSunder R. RamkumarThe Journal of Portfolio Management June 2020, 46 (7) 118-130; DOI: https://doi.org/10.3905/jpm.2020.1.159
- Are Expected Costs and Returns Identical Twins? Decoupling Slippage from Momentum over Shorter HorizonsMilan Borkovec and Konstantin TyurinThe Journal of Investing July 2020, 29 (5) 97-116; DOI: https://doi.org/10.3905/joi.2020.1.136
- Editor’s LetterBrian BruceThe Journal of Investing July 2020, 29 (5) 1; DOI: https://doi.org/10.3905/joi.2020.29.5.001
- Return Commonality in Cross Listings: Evidence from Hong Kong ADRsMalay K. Dey and Chaoyan WangThe Journal of Index Investing May 2020, 11 (1) 67-83; DOI: https://doi.org/10.3905/jii.2020.1.088
- Relative Shortage of Long-Term Treasury Securities and the Flat Yield CurvePeng ZhangThe Journal of Fixed Income December 2019, 29 (3) 68-76; DOI: https://doi.org/10.3905/jfi.2019.1.078
- Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than TenThomas K. Philips and Adam KoborThe Journal of Portfolio Management February 2020, 46 (4) 140-155; DOI: https://doi.org/10.3905/jpm.2020.1.124
- Editor’s Introduction for 2021 Special Issue on Factor InvestingFrank J. FabozziThe Journal of Portfolio Management December 2020, 47 (2) 1-3; DOI: https://doi.org/10.3905/jpm.2020.47.2.001
- Modelling the Shiller CAPE Ratio, Mean Reversion, and Return ForecastsOtto WaserThe Journal of Portfolio Management January 2021, 47 (3) 155-171; DOI: https://doi.org/10.3905/jpm.2021.1.210
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)