Factors, Risk Premia

Factor-Based Investing: The Long-Term Evidence
Elroy Dimson, Paul Marsh and Mike Staunton
The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 15-37; DOI: https://doi.org/10.3905/jpm.2017.43.5.015

Fixed Income and Structured Finance

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

Junk Bonds

Hedging Systematic Risk in High Yield Portfolios with a Synthetic Overlay: A Comparative Analysis of Equity Instruments vs. Credit Default Swaps
Arik Ben Dor and Jingling Guan
The Journal of Fixed Income Spring 2017, 26 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2017.26.4.005

Sovereign Debt

Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis
Dirk G. Baur and Gunter Löffler
The Journal of Fixed Income Winter 2016, 25 (3) 46-57; DOI: https://doi.org/10.3905/jfi.2016.25.3.046

ESG Investing

Sin Stocks Revisited: Resolving the Sin Stock Anomaly
David Blitz and Frank J. Fabozzi
The Journal of Portfolio Management Fall 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105

Socially Responsible Indexes
Meir Statman
The Journal of Portfolio Management Spring 2006, 32 (3) 100-109; DOI: https://doi.org/10.3905/jpm.2006.628411

Gaussian Copula

On Default Correlation
David X. Li
The Journal of Fixed Income Spring 2000, 9 (4) 43-54; DOI: https://doi.org/10.3905/jfi.2000.319253

Valuing Credit Derivatives Using an Implied Copula Approach
John C. Hull and Alan D. White
The Journal of Derivatives Winter 2006, 14 (2) 8-28; DOI: https://doi.org/10.3905/jod.2006.667547


Fintech Codgers Look Back 25 Years
David Leinweber
The Journal of Investing Spring 2017, 26 (1) 33-45; DOI: https://doi.org/10.3905/joi.2017.26.1.033

FinTech Is Merging with IoT and AI to Challenge Banks: How Entrenched Interests Can Prepare
Paul Schulte and Gavin Liu
The Journal of Alternative Investments Winter 2018, 20 (3) 41-57; DOI: https://doi.org/10.3905/jai.2018.20.3.041

Blockchain-Crypto Currency

Blockchain and the Future of Financial Services
Matthew Peterson
The Journal of Wealth Management Summer 2018, 21 (1) 124-131; DOI: https://doi.org/10.3905/jwm.2018.21.1.124

Blockchain: Data Malls, Coin Economies, and Keyless Payments
Zura Kakushadze and Ronald P. Russo
The Journal of Alternative Investments Summer 2018, 21 (1) 8-16; DOI: https://doi.org/10.3905/jai.2018.21.1.008

Behavioral Finance

Aspects of Investor Psychology
Daniel Kahneman and Mark W. Riepe
The Journal of Portfolio Management Summer 1998, 24 (4) 52-65; DOI: https://doi.org/10.3905/jpm.1998.409643 

A Unified Behavioral Finance
Meir Statman
The Journal of Portfolio Management Summer 2018, 44 (7) 124-134; DOI: https://doi.org/10.3905/jpm.2018.44.7.124

Financial Crisis

Crisis and Innovation
Robert J. Shiller
The Journal of Portfolio Management Spring 2010, 36 (3) 14-19; DOI: https://doi.org/10.3905/jpm.2010.36.3.014