Proverbial Baskets are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions

JOURNAL ARTICLE published 20 November 2017 in The Journal of Portfolio Management

Authors: Lionel Martellini | Vincent Milhau

Inflation-Induced Overearnings

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

Authors: Martin L. Leibowitz | Stanley Kogelman

Back to the Roots: Three Reflections on Financial Analysis

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

Authors: Klaus Schredelseker

The Cost of Investment Hubris

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

Authors: Moshe Levy

Portfolio Concentration and Stock-Specific Risk

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

Authors: Mahmoud Shammaa | Stoyan V. Stoyanov

How Transitory Is Inflation?

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

Authors: Rob Arnott | Omid Shakernia

Averages Tell You Little:The Effects of Multifamily Construction on Rents

JOURNAL ARTICLE published September 2015 in The Journal of Portfolio Management

Authors: Hans Nordby | Michael Taylor | Lee Everett

Value and Momentum in Commercial Real Estate:A Market-Level Analysis

JOURNAL ARTICLE published September 2015 in The Journal of Portfolio Management

Authors: Eli Beracha | David H Downs

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

Why Market Timing Makes Sense In China:Re-Examining Local Investor Behavior

JOURNAL ARTICLE published December 2014 in The Journal of Portfolio Management

Authors: Brian Ingram

On the Performance of Extended Alpha (130/30) versus Long-Only

JOURNAL ARTICLE published 3 February 2010 in The Journal of Portfolio Management

Authors: Ramon Tol | Christiaan Wanningen

The Alpha and Beta of Risk Attribution

JOURNAL ARTICLE published 27 December 2011 in The Journal of Portfolio Management

Authors: Ben Davis | Jose Menchero

Why Market Timing Makes Sense In China:Re-Examining Local Investor Behavior

JOURNAL ARTICLE published December 2014 in The Journal of Portfolio Management

Authors: Brian Ingram

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

Robust Portfolio Optimization

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

Authors: Frank J. Fabozzi | Petter N. Kolm | Dessislava A. Pachamanova | Sergio M. Focardi

The New Risk and Return of Venture Capital

JOURNAL ARTICLE published 30 April 2024 in The Journal of Portfolio Management

Authors: François Burguet | Loïc Maréchal | Alain Mermoud

Dual Momentum: Testing the Dual Momentum Strategy and Implications for Lifetime Allocations

JOURNAL ARTICLE published 28 February 2022 in The Journal of Portfolio Management

Authors: Seokkeun Ha | Frank J. Fabozzi

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