Security analysis and valuation
- 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
- Latent Factors in Equity Returns: How Many Are There and What Are They?Ross FrenchThe Journal of Portfolio Management October 2021, jpm.2021.1.296; DOI: https://doi.org/10.3905/jpm.2021.1.296
- Narrative, Storytelling, and Qualitative Due DiligenceMark S. RzepczynskiThe Journal of Alternative Investments October 2021, jai.2021.1.148; DOI: https://doi.org/10.3905/jai.2021.1.148
- ETF Arbitrage and Daily Cash FlowJon A. Fulkerson, Susan D. Jordan and Denver H. TravisThe Journal of Investing December 2021, joi.2021.1.216; DOI: https://doi.org/10.3905/joi.2021.1.216
- Public and Private Equity Returns: Different or Same?Alexander Rudin and Daniel FarleyThe Journal of Portfolio Management December 2021, jpm.2021.1.323; DOI: https://doi.org/10.3905/jpm.2021.1.323
- Intangible Ironies: Investor Mispricing of Company Assets On and Off its Balance SheetSanne de BoerThe Journal of Investing December 2021, joi.2021.1.204; DOI: https://doi.org/10.3905/joi.2021.1.204
- Equity Portfolio Trading with Volatility and Dividend DerivativesRadu TunaruThe Journal of Derivatives December 2021, jod.2021.1.142; DOI: https://doi.org/10.3905/jod.2021.1.142
- In Search of Market Outperformance: Another Look at Berkshire HathawayAnthony L. Loviscek and Kangzhen XieThe Journal of Wealth Management December 2021, jwm.2021.1.163; DOI: https://doi.org/10.3905/jwm.2021.1.163
- Investable and Interpretable Machine Learning for EquitiesYimou Li, Zachary Simon and David TurkingtonThe Journal of Financial Data Science December 2021, jfds.2021.1.084; DOI: https://doi.org/10.3905/jfds.2021.1.084
- Buyback Derangement SyndromeClifford Asness, Todd Hazelkorn and Scott RichardsonThe Journal of Portfolio Management April 2018, 44 (5) 50-57; DOI: https://doi.org/10.3905/jpm.2018.44.5.050
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