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 changing character of stock market liquidity

JOURNAL ARTICLE published 30 April 1989 in The Journal of Portfolio Management

Authors: James F. Gammill | André F. Perold

Country, Industry, and Risk Factor Loadings in Portfolio Management

JOURNAL ARTICLE published 31 July 2002 in The Journal of Portfolio Management

Authors: Jean-François L'Her | Oumar Sy | Mohamed Yassine Tnani

Explanations for the Volatility Effect:An OverviewBased on the CAPM Assumptions

JOURNAL ARTICLE published 10 April 2014 in The Journal of Portfolio Management

Authors: David Blitz | Eric Falkenstein | Pim van Vliet

ESG Investing: Moderate-Income Rental Housing as a Viable Real Estate Asset Class

JOURNAL ARTICLE published 30 September 2023 in The Journal of Portfolio Management

Authors: Mark G. Roberts | Jake Wegmann

New Horizons and Familiar Landscapes:New Capital Sources Confront Shifting Real Estate Fundamentals

JOURNAL ARTICLE published September 2015 in The Journal of Portfolio Management

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

Assessing the Impact of Real Estate on Target Date Fund Performance

JOURNAL ARTICLE published September 2013 in The Journal of Portfolio Management

Authors: Dave Esrig | Susan Kolasa | Luigi Cerreta

How Institutional Investors Frame Their Losses:Evidence on Dynamic Loss Aversion from Currency Portfolios

JOURNAL ARTICLE published 29 September 2011 in The Journal of Portfolio Management

Authors: Kenneth Froot | John Arabadjis | Sonya Cates | Stephen Lawrence

Default, risk, and yield spreads

JOURNAL ARTICLE published 31 July 1982 in The Journal of Portfolio Management

Authors: Thomas A. Lawler

Performance Characteristics of Individually-Managed versus Team-Managed Mutual Funds

JOURNAL ARTICLE published 30 April 2008 in The Journal of Portfolio Management

Authors: Richard T. Bliss | Mark E. Potter | Christopher Schwarz

High-Frequency Runs and Flash-Crash Predictability

JOURNAL ARTICLE published 30 April 2014 in The Journal of Portfolio Management

Authors: Irene Aldridge

The efficient market inefficiency of capitalization–weighted stock portfolios

JOURNAL ARTICLE published 30 April 1991 in The Journal of Portfolio Management

Authors: Robert A. Haugen | Nardin L. Baker

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

Private Equity Real Estate Fund Performance: A Comparison to REITs and Open-End Core Funds

JOURNAL ARTICLE published 30 September 2021 in The Journal of Portfolio Management

Authors: Thomas R. Arnold | David C. Ling | Andy Naranjo

Hedge Fund Index Investing Examined

JOURNAL ARTICLE published 31 January 2003 in The Journal of Portfolio Management

Authors: Jimmy Liew

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

Customized Risk Analysis through Dynamic Factor Definitions

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

Authors: Jorge Guijarro-Ordonez | Misha van Beek | Amandeep Dhaliwal | Khai Sheng Ng | Saurabh Sinha

Building Diversified Portfolios that Outperform Out of Sample

JOURNAL ARTICLE published 31 May 2016 in The Journal of Portfolio Management

Authors: Marcos López de Prado

Bond ratings versus market risk premiums

JOURNAL ARTICLE published 30 April 1980 in The Journal of Portfolio Management

Authors: Eric H. Sorensen