Index by author
Quantitative Special Issue 2019; Volume 45,Issue 3
B
Bektić, Demir
- You have accessExtending Fama–French Factors to Corporate Bond MarketsDemir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo SpielmannThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
Bender, Jennifer
- You have accessClash of the Titans: Factor Portfolios versus Alternative Weighting SchemesJennifer Bender, Thomas Blackburn and Xiaole SunThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038
Blackburn, Thomas
- You have accessClash of the Titans: Factor Portfolios versus Alternative Weighting SchemesJennifer Bender, Thomas Blackburn and Xiaole SunThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038
Blitz, David
- You have accessThe Characteristics of Factor InvestingDavid Blitz and Milan VidojevicThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 69-86; DOI: https://doi.org/10.3905/jpm.2019.45.3.069
D
Davies, Jack
- You have accessImplementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor StrategiesJack Davies, Dave Gibbon, Sara Shores and Josephine SmithThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101
F
Fergis, Kristin
- You have accessDefensive Factor TimingKristin Fergis, Katelyn Gallagher, Philip Hodges and Ked HoganThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
G
Gallagher, Katelyn
- You have accessDefensive Factor TimingKristin Fergis, Katelyn Gallagher, Philip Hodges and Ked HoganThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
Gibbon, Dave
- You have accessImplementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor StrategiesJack Davies, Dave Gibbon, Sara Shores and Josephine SmithThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101
Gupta, Tarun
- You have accessFactor Momentum EverywhereTarun Gupta and Bryan KellyThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 13-36; DOI: https://doi.org/10.3905/jpm.2019.45.3.013
H
Hao, Han
- You have accessA Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic BenefitsJohn M. Mulvey, Lionel Martellini, Han Hao and Nongchao LiThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
Hodges, Philip
- You have accessDefensive Factor TimingKristin Fergis, Katelyn Gallagher, Philip Hodges and Ked HoganThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
Hogan, Ked
- You have accessDefensive Factor TimingKristin Fergis, Katelyn Gallagher, Philip Hodges and Ked HoganThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
Huij, Joop
- You have accessFactor Investing from Concept to ImplementationEduard van Gelderen, Joop Huij and Georgi KyosevThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125
K
Kelly, Bryan
- You have accessFactor Momentum EverywhereTarun Gupta and Bryan KellyThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 13-36; DOI: https://doi.org/10.3905/jpm.2019.45.3.013
Kyosev, Georgi
- You have accessFactor Investing from Concept to ImplementationEduard van Gelderen, Joop Huij and Georgi KyosevThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125
L
Lester, Ashley
- You have accessOn the Theory and Practice of Multifactor PortfoliosAshley LesterThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 87-100; DOI: https://doi.org/10.3905/jpm.2019.45.3.087
Li, Feifei
- You have accessTrade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation CostFeifei Li and Joseph (Yoseop) ShimThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115
Li, Nongchao
- You have accessA Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic BenefitsJohn M. Mulvey, Lionel Martellini, Han Hao and Nongchao LiThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
M
Martellini, Lionel
- You have accessA Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic BenefitsJohn M. Mulvey, Lionel Martellini, Han Hao and Nongchao LiThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
Mulvey, John M.
- You have accessA Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic BenefitsJohn M. Mulvey, Lionel Martellini, Han Hao and Nongchao LiThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
S
Schiereck, Dirk
- You have accessExtending Fama–French Factors to Corporate Bond MarketsDemir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo SpielmannThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
Shim, Joseph (Yoseop)
- You have accessTrade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation CostFeifei Li and Joseph (Yoseop) ShimThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115
Shores, Sara
- You have accessImplementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor StrategiesJack Davies, Dave Gibbon, Sara Shores and Josephine SmithThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101
Simonian, Joseph
- You have accessFactors in Time: Fine-Tuning Hedge Fund ReplicationJoseph Simonian and Chenwei WuThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159
Smith, Josephine
- You have accessImplementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor StrategiesJack Davies, Dave Gibbon, Sara Shores and Josephine SmithThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101
Spielmann, Timo
- You have accessExtending Fama–French Factors to Corporate Bond MarketsDemir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo SpielmannThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
Sun, Xiaole
- You have accessClash of the Titans: Factor Portfolios versus Alternative Weighting SchemesJennifer Bender, Thomas Blackburn and Xiaole SunThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038
V
van Gelderen, Eduard
- You have accessFactor Investing from Concept to ImplementationEduard van Gelderen, Joop Huij and Georgi KyosevThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125
Vidojevic, Milan
- You have accessThe Characteristics of Factor InvestingDavid Blitz and Milan VidojevicThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 69-86; DOI: https://doi.org/10.3905/jpm.2019.45.3.069
W
Wegener, Michael
- You have accessExtending Fama–French Factors to Corporate Bond MarketsDemir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo SpielmannThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
Wenzler, Josef-Stefan
- You have accessExtending Fama–French Factors to Corporate Bond MarketsDemir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo SpielmannThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
Wu, Chenwei
- You have accessFactors in Time: Fine-Tuning Hedge Fund ReplicationJoseph Simonian and Chenwei WuThe Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159
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The Journal of Portfolio Management
Vol. 45, Issue 3
Quantitative Special Issue 2019