Mutual Funds / Passive Investing / Indexing

Mimicking Portfolios
Richard Roll and Akshay Srivastava
The Journal of Portfolio Management Spring 2018, 44 (5) 21-35; DOI:


An Alternative Option to Portfolio Rebalancing
Roni Israelov and Harsha Tummala
The Journal of Derivatives Spring 2018, 25 (3) 7-32; DOI:

International Investing

The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts
Peter Gomber, Benjamin Clapham, Jens Lausen and Sven Panz
The Journal of Trading Spring 2018, 13 (2) 35-46; DOI:

Legal / Regulatory / Public Policy

How Securitization Can Benefit from Blockchain Technology
Lewis Rinaudo Cohen, Lee Samuelson and Hali Katz
The Journal of Structured Finance Summer 2017, 23 (2) 51-54; DOI:

Performance Measurement

Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach
Joseph Davis, Roger Aliaga-Díaz, Harshdeep Ahluwalia and Ravi Tolani
The Journal of Portfolio Management Winter 2018, 44 (3) 43-55; DOI:

Long-term / Retirement Investing

Autonomous Portfolio: A Decumulation Investment Strategy That Will Get You There
Ioulia Tretiakova and Mark S. Yamada
The Journal of Retirement Fall 2017, 5 (2) 83-95; DOI:

Real Assets / Alternative Investments / Private Equity

Cryptocurrency: A New Investment Opportunity?
David Lee Kuo Chuen, Li Guo and Yu Wang
The Journal of Alternative Investments Winter 2018, 20 (3) 16-40; DOI:

Risk Management

Currency-Hedging Optimization for Multi-Asset Portfolios
Helen Guo and Laura Ryan
The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 100-113; DOI:

Predicting Stock Market Crashes in China
Sébastien Lleo and William T. Ziemba
The Journal of Portfolio Management Spring 2018, 44 (5) 125-135; DOI:

Quantitative Methods

The 10 Reasons Most Machine Learning Funds Fail
Marcos López de Prado
The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 120-133; DOI:

Portfolio Management / Multi-Asset Allocation

A Quantitative Approach to Tactical Asset Allocation Revisited 10 Years Later
Meb Faber
The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 156-167; DOI: