Quantitative methods
- Tax Reform, Company Value, and Biden ProposalsRobin L. Walker, John R. Wingender and Thomas J. PurcellThe Journal of Investing December 2021, joi.2021.1.200; DOI: https://doi.org/10.3905/joi.2021.1.200
- INVITED EDITORIAL COMMENTMarcos López de Prado and Frank J. FabozziThe Journal of Portfolio Management October 2017, 44 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2017.44.1.001
- The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet SentimentsJim Liew and Tamas BudavariThe Journal of Portfolio Management April 2017, 43 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2017.43.3.102
- Factor Investing in Currency Markets: Does It Make Sense?Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali XuThe Journal of Portfolio Management December 2019, 46 (2) 141-155; DOI: https://doi.org/10.3905/jpm.2019.1.116
- Introduction: Quantitative Strategies: Factor InvestingFrank J. FabozziThe Journal of Portfolio Management December 2019, 46 (2) 1-4; DOI: https://doi.org/10.3905/jpm.2019.46.2.001
- The Use and Value of Financial Advice for Retirement PlanningW. V. Harlow, Keith C. Brown and Stephen E. JenksThe Journal of Retirement January 2020, 7 (3) 46-79; DOI: https://doi.org/10.3905/jor.2019.1.060
- INTRODUCTION: Quantitative Strategies: Multi-AssetFrank J. FabozziThe Journal of Portfolio Management May 2020, 46 (6) 1-3; DOI: https://doi.org/10.3905/jpm.2020.46.6.001
- Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management August 2020, 46 (8) 98-107; DOI: https://doi.org/10.3905/jpm.2020.1.167
- Private Equity Is Still Equity, Nothing Special HereNicolas RabenerThe Journal of Investing November 2020, 30 (1) 89-99; DOI: https://doi.org/10.3905/joi.2020.1.150
- Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 CrisisArik Ben Dor, Stephan Florig, Jingling Guan and Xiaming ZengThe Journal of Portfolio Management April 2021, 47 (6) 139-155; DOI: https://doi.org/10.3905/jpm.2021.1.233
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