The Unreasonable Attractiveness of More ESG Data

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

Authors: Mike Chen | Robert von Behren | George Mussalli

Carbon-Tax-Adjusted Value

JOURNAL ARTICLE published 31 March 2022 in The Journal of Portfolio Management

Authors: David Blitz | Tobias Hoogteijling

Fund Management Skill and Noise Trading

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

Authors: Feng Dong | John A. Doukas

Errors and Challenges Associated with Investing in EMU Government Bonds

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

Authors: Gueorgui S. Konstantinov

Social Networks, Trading, and Liquidity

JOURNAL ARTICLE published 30 June 2022 in The Journal of Portfolio Management

Authors: Lin Peng | Qiguang Wang | Dexin Zhou

Type I and Type II Errors of the Sharpe Ratio under Multiple Testing

JOURNAL ARTICLE published 31 October 2022 in The Journal of Portfolio Management

Authors: Marcos López de Prado

An Infrastructure Investment Primer: From Valuation to Allocation and Manager Selection

JOURNAL ARTICLE published 31 August 2022 in The Journal of Portfolio Management

Authors: Noël Amenc | Frédéric Blanc-Brude | Abhishek Gupta | Tim Whittaker

webinar summary Private Equity: Risks and Opportunities

JOURNAL ARTICLE published 31 August 2022 in The Journal of Portfolio Management

Authors: Frank J. Fabozzi | Mark Anson | Alexander Rudin | Andrew Weisman

The Value of Smoothing

JOURNAL ARTICLE published 31 August 2022 in The Journal of Portfolio Management

Authors: Jamil Baz | Josh Davis | Lloyd Han | Christian Stracke

Introduction to Investing In Emerging Markets Special Issue

JOURNAL ARTICLE published 31 July 2022 in The Journal of Portfolio Management

Authors: Frank J. Fabozzi

Emerging Market Investing: A Multi-Asset, Granular, and Dynamic Portfolio Approach

JOURNAL ARTICLE published 31 July 2022 in The Journal of Portfolio Management

Authors: Josh Davis | Grace (Tiantian) Qiu | German Ramirez | Helen Guo | Ding Li | Zhihui Yap

Comparing Geopolitical Risk Measures

JOURNAL ARTICLE published 30 September 2022 in The Journal of Portfolio Management

Authors: Ahmet K. Karagozoglu | Na Wang | Tianpeng Zhou

Shared Experience in Top Management Team and Mutual Fund Performance

JOURNAL ARTICLE published 30 June 2022 in The Journal of Portfolio Management

Authors: ZhengAi He | Eric K. M. Tan

A Practitioner Perspective on Trading and the Implementation of Investment Strategies

JOURNAL ARTICLE published 30 June 2022 in The Journal of Portfolio Management

Authors: Joseph A. Cerniglia | Frank J. Fabozzi

Expected Stock Returns When Interest Rates Are Low

JOURNAL ARTICLE published 30 June 2022 in The Journal of Portfolio Management

Authors: David Blitz

The Death of Active Management Has Been Greatly Exaggerated

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

Authors: Edward N. W. Aw

Crowding and Liquidity Shocks

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

Authors: Hector Chan | Tony Tan

Trends and Cycles of Style Factors in the 20th and 21st Centuries

JOURNAL ARTICLE published 31 December 2022 in The Journal of Portfolio Management

Authors: Andrew Ang

A New Predictability Pattern in the US Stock Market Returns

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

Authors: Valeriy Zakamulin

Emerging Market Bonds: Expected Returns and Currency Impact

JOURNAL ARTICLE published 31 July 2022 in The Journal of Portfolio Management

Authors: Gueorgui S. Konstantinov