Works matching IS 00954918 AND DT 2025 AND VI 51 AND IP 4

Results: 14

Catching the FoMO Fever: A Look at Fear in Finance.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 241, doi. 10.3905/jpm.2024.1.664

By:

Bonaparte, Yosef;
Fabozzi, Frank J.

Publication type:

Article

Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 226, doi. 10.3905/jpm.2024.1.654

By:

Martellini, Lionel;
Milhau, Vincent;
Suri, Anil

Publication type:

Article

Why State-Dependent Discounting Matters for Climate-Sensitive Securities.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 210, doi. 10.3905/jpm.2024.1.655

By:

Rebonato, Riccardo

Publication type:

Article

Style Investing, Mutual Fund Flows, and Return Comovement.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 196, doi. 10.3905/jpm.2024.1.661

By:

Shi, Zhen

Publication type:

Article

Low–Risk Alpha without Low Beta.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 176, doi. 10.3905/jpm.2024.1.657

By:

Blitz, David;
Howard, Clint;
Huang, Danny;
Jansen, Maarten

Publication type:

Article

Four-Fold News Sentiment and Stock Returns.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 144, doi. 10.3905/jpm.2024.1.663

By:

Deng, Ming;
Kebe, Miha;
Lucescu, Patrick;
Uhl, Matthias W.;
Walliser, Santiago

Publication type:

Article

The Economic Value of Frequency-Domain Information.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 128, doi. 10.3905/jpm.2024.1.653

By:

Faria, Gonçalo;
Verona, Fabio

Publication type:

Article

Investor Sentiment and Asset Returns: Actions Speak Louder than Words.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 96, doi. 10.3905/jpm.2024.1.667

By:

Dong, Xi;
Mai, Dat;
Pukthuanthong, Kuntara;
Zhou, Guofu

Publication type:

Article

Estimation of Large Financial Covariances: A Cross-Validation Approach.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 83, doi. 10.3905/jpm.2024.1.669

By:

Tan, Vincent;
Zohren, Stefan

Publication type:

Article

How to Diversify Differently: Time-Varying Correlations, Determinants, and Regimes.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 64, doi. 10.3905/jpm.2024.1.658

By:

Strauss, Jack;
Williams, T.H.

Publication type:

Article

Improved Tracking-Error Management for Active and Passive Investing.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 40, doi. 10.3905/jpm.2024.1.665

By:

De Nard, Gianluca;
Ledoit, Olivier;
Wolf, Michael

Publication type:

Article

Benchmarks Differ. Then They Get Revised.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 24, doi. 10.3905/jpm.2025.1.670

By:

McQuarrie, Edward F.

Publication type:

Article

Agent Investing: A Constructive Approach.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 9, doi. 10.3905/jpm.2024.1.660

By:

Wilcox, Jarrod;
Zieff, William;
Satchell, Stephen

Publication type:

Article

Editorial: Quants Can Be Knights.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 4, p. 1, doi. 10.3905/jpm.2024.1.662

By:

Fabozzi, Frank J.

Publication type:

Article