Cross-Asset versus Time Diversification

JOURNAL ARTICLE published 30 April 1996 in The Journal of Portfolio Management

Authors: Haim Levy | Yishay Spector

Shortfall risk and the asset allocation decision

JOURNAL ARTICLE published 31 October 1989 in The Journal of Portfolio Management

Authors: Martin L. Leibowitz | Terence C. Langetieg

Time Diversification: Surest Route to Lower Risk?

JOURNAL ARTICLE published 31 July 1985 in The Journal of Portfolio Management

Authors: Richard W. McEnally

Stocks, bonds, bills, and time diversification

JOURNAL ARTICLE published 30 April 1983 in The Journal of Portfolio Management

Authors: William P. Lloyd | Naval K. Modani

Time Diversification and Option Pricing Theory

JOURNAL ARTICLE published 31 July 1997 in The Journal of Portfolio Management

Authors: Bart Oldenkamp | Ton C.F. Vorst

Is There a Free Lunch in Emerging Market Equities?

JOURNAL ARTICLE published 30 April 1999 in The Journal of Portfolio Management

Authors: Geert Bekaert | Michael S. Urias

Risk and Return Revisited

JOURNAL ARTICLE published 30 April 1997 in The Journal of Portfolio Management

Authors: Burton G. Malkiel | Yexiao Xu

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

Failure of the Endowment Model

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

Authors: Richard M. Ennis

On the Optimality of Target Volatility Strategies

JOURNAL ARTICLE published 30 April 2018 in The Journal of Portfolio Management

Authors: Kais Dachraoui

The Importance of Goals-Based (and Values-Based) Liability Indices: Applied to Impact and Green Investing

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

Authors: Arun Muralidhar | Roland van den Brink | Patrick Groenendijk | Ronald van der Wouden

Do Scope 3 Carbon Emissions Impact Firms’ Cost of Debt?

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

Authors: Ahyan Panjwani | Lionel Melin | Benoît Mercereau

Compound Tail Risk

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

Authors: Robert F. Engle

Portfolio Concentration and Stock-Specific Risk

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

Authors: Mahmoud Shammaa | Stoyan V. Stoyanov

Incremental Volatility and Related Portfolio Analytics

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

Authors: Domenico Mignacca | Gianluca Fusai

Time–lagged interactions between stocks prices and selected economic variables

JOURNAL ARTICLE published 31 July 1991 in The Journal of Portfolio Management

Authors: Samuel B. Bulmash | George William. Trivoli

Small-Cap Allocations: Timing the Entry

JOURNAL ARTICLE published 31 August 2020 in The Journal of Portfolio Management

Authors: Eric Sorensen | Sebastian Lancetti

Balancing on the Life Cycle: Target-Date Funds Need Better Diversification

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

Authors: Jusvin Dhillon | Antti Ilmanen | John Liew

Invited Editorial Comment

JOURNAL ARTICLE published 30 April 2013 in The Journal of Portfolio Management

Authors: Robert A. Schwartz | Liuren Wu