The AI Revolution: From Linear Regression to ChatGPT and beyond and How It All Connects to Finance

JOURNAL ARTICLE published 31 August 2023 in The Journal of Portfolio Management

Authors: Irene Aldridge

The overreaction hypothesis, firm size, and stock market seasonality

JOURNAL ARTICLE published 30 April 1990 in The Journal of Portfolio Management

Authors: Glenn N. Pettengill | Bradford D. Jordan

A Market Microstructure View of the Informational Efficiency of Security Prices

JOURNAL ARTICLE published 31 July 2021 in The Journal of Portfolio Management

Authors: Robert A. Schwartz

The Determinants of the Importance of Asset Allocation

JOURNAL ARTICLE published 8 March 2011 in The Journal of Portfolio Management

Authors: Brian Jacobsen | Thomas Biwer

International Low-Risk Investing

JOURNAL ARTICLE published 15 October 2014 in The Journal of Portfolio Management

Authors: Christian Walkshäusl

Group Investing

JOURNAL ARTICLE published 31 January 2024 in The Journal of Portfolio Management

Authors: Jarrod Wilcox | Stephen Satchell

Improving the Accuracy of Tail Risk Forecasts

JOURNAL ARTICLE published 31 January 2024 in The Journal of Portfolio Management

Authors: David Frank | Anthony Lazanas | Jose Menchero

The Price per Pound and Replacement Cost:The Effects of Q on Office Investment

JOURNAL ARTICLE published September 2013 in The Journal of Portfolio Management

Authors: Hans Nordby | Michael Taylor

Rewarding Fundamentals

JOURNAL ARTICLE published 10 June 2010 in The Journal of Portfolio Management

Authors: Eric H. Sorensen | Sanjoy Ghosh

Is There a Real Estate Allocation Puzzle?

JOURNAL ARTICLE published September 2013 in The Journal of Portfolio Management

Authors: Ping Cheng | Zhenguo Lin | Yingchun Liu

The Glidepath Illusion:An International Perspective

JOURNAL ARTICLE published 18 July 2014 in The Journal of Portfolio Management

Authors: Javier Estrada

Factor Investing in US Sovereign Bond Markets: A New Generation of Conditional Carry Strategies with Applications in Asset-Only and Asset-Liability Management

JOURNAL ARTICLE published 31 December 2019 in The Journal of Portfolio Management

Authors: Jean-Michel Maeso | Lionel Martellini | Riccardo Rebonato

Trading against the Grain: When Insiders Buy High and Sell Low

JOURNAL ARTICLE published 31 October 2019 in The Journal of Portfolio Management

Authors: Ruihai Li | Xuewu (Wesley) Wang | Zhipeng Yan | Qunzi Zhang

Value versus Values: What Is the Sign of the Climate Risk Premium?

JOURNAL ARTICLE published 31 March 2024 in The Journal of Portfolio Management

Authors: Riccardo Rebonato

Reversing the Trend of Short-Term Reversal

JOURNAL ARTICLE published 31 March 2024 in The Journal of Portfolio Management

Authors: David Blitz | Bart van der Grient | Iman Honarvar

Global Commercial Real Estate

JOURNAL ARTICLE published 30 September 2007 in The Journal of Portfolio Management

Authors: Thomas M. Idzorek | Michael Barad | Stephen L. Meier

The Benchmark Error Problem with Global Capital Markets

JOURNAL ARTICLE published 31 October 1995 in The Journal of Portfolio Management

Authors: Frank K. Reilly | Rashid A. Akhtar

Impact of Size and Flows on Performance for Funds of Hedge Funds

JOURNAL ARTICLE published 31 January 2009 in The Journal of Portfolio Management

Authors: James Xiong | Thomas M Idzorek | Peng Chen | Roger G Ibbotson

Portfolio Strategy and Structure Take Center Stage:“How, What, Where, and When?” Replace “Why?”

JOURNAL ARTICLE published September 2013 in The Journal of Portfolio Management

Authors: Jim Clayton | Frank J Fabozzi | S. Michael Giliberto | Jacques N Gordon | Youguo Liang | Greg MacKinnon | Asieh Mansour

Holding period is the key to risk thresholds

JOURNAL ARTICLE published 31 January 1979 in The Journal of Portfolio Management

Authors: Francis H. Trainer | Jess B. Yawitz | William J. Marshall