Mutual Funds / Passive Investing / Indexing

Mimicking Portfolios
Richard Roll and Akshay Srivastava
The Journal of Portfolio Management Spring 2018, 44 (5) 21-35; DOI: https://doi.org/10.3905/jpm.2018.44.5.021

Derivatives

An Alternative Option to Portfolio Rebalancing
Roni Israelov and Harsha Tummala
The Journal of Derivatives Spring 2018, 25 (3) 7-32; DOI: https://doi.org/10.3905/jod.2018.25.3.007

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: https://doi.org/10.3905/jot.2018.13.2.035

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: https://doi.org/10.3905/jsf.2017.23.2.051

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: https://doi.org/10.3905/jpm.2018.44.3.043

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: https://doi.org/10.3905/jor.2017.5.2.083

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: https://doi.org/10.3905/jai.2018.20.3.016

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: https://doi.org/10.3905/jpm.2018.44.2.100

Predicting Stock Market Crashes in China
Sébastien Lleo and William T. Ziemba
The Journal of Portfolio Management Spring 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078

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: https://doi.org/10.3905/jpm.2018.44.6.120

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: https://doi.org/10.3905/jpm.2018.44.2.156

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