Performance measurement
- Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint DetectionKieran Wood, Stephen Roberts and Stefan ZohrenThe Journal of Financial Data Science December 2021, jfds.2021.1.081; DOI: https://doi.org/10.3905/jfds.2021.1.081
- Income Enhancement with OptionsMegan Miller, Brian Jacobsen and Martijn de VreeThe Journal of Derivatives December 2021, jod.2021.1.143; DOI: https://doi.org/10.3905/jod.2021.1.143
- Active versus Passive: Old Wine in New Wine SkinsEric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel BelangerThe Journal of Portfolio Management December 2021, jpm.2021.1.325; DOI: https://doi.org/10.3905/jpm.2021.1.325
- Finding Value Using MomentumBijon Pani and Frank J. FabozziThe Journal of Portfolio Management July 2021, jpm.2021.1.272; DOI: https://doi.org/10.3905/jpm.2021.1.272
- Factor Investing in Sovereign Bond Markets: Deep Sample EvidenceGuido Baltussen, Martin Martens and Olaf PenningaThe Journal of Portfolio Management November 2021, jpm.2021.1.311; DOI: https://doi.org/10.3905/jpm.2021.1.311
- How Valuable Are Target Price Forecasts to Factor Investing?Hamza BahajiThe Journal of Portfolio Management November 2021, jpm.2021.1.305; DOI: https://doi.org/10.3905/jpm.2021.1.305
- Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani LinnainmaaThe Journal of Portfolio Management November 2021, jpm.2021.1.310; DOI: https://doi.org/10.3905/jpm.2021.1.310
- Factor Investing Using Capital Market AssumptionsRedouane Elkamhi, Jacky S. H. Lee and Marco SalernoThe Journal of Portfolio Management September 2021, jpm.2021.1.291; DOI: https://doi.org/10.3905/jpm.2021.1.291
- Macro Factor Investing with StyleAlexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay RaolThe Journal of Portfolio Management November 2021, jpm.2021.1.306; DOI: https://doi.org/10.3905/jpm.2021.1.306
- Price Informativeness with Equity Market FactorsRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management October 2021, jpm.2021.1.303; DOI: https://doi.org/10.3905/jpm.2021.1.303
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)