The Journal of Portfolio Management (also known as JPM) is a quarterly academic journal covering asset allocation, performance measurement, market trends, risk management, and portfolio optimization. The journal was established in 1974 by Peter L. Bernstein.[1] The current editor-in-chief is Frank...
1、Climate Output at Risk The Journal of Portfolio Management, Novel Risks Special Issue 2022 2、Why Does the Cieslak–Povala Model Predict Treasury Returns? A Reinterpretation The Journal of Fixed Income, Spring 2022 3、Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market The...
The Journal of Portfolio Management (简称:JPM)将2020年度Quant大奖颁发给了Campbell R. Harvey,表彰其在量化投资组合理论领域的杰出贡献。 Campbell R. Harvey Campbell R. Harvey,杜克大学金融学杰出教授,马萨诸塞州剑桥市国家经济研究局研究助理。在2006-2012年间担任《Journal of Finance》主编,并在2016年担任美...
Bernstein Fabozzi/Jacobs Levy大奖每年由读者选出,表彰每年在The Journal of Portfolio Management最具创新性和洞察力的研究。 该奖项成立于1999年,旨在表彰Peter L. Bernstein和Frank J. Fabozzi两位编辑在金融领域的杰出贡献,以及促进投资组合管理理论和实践的卓越研究。
CiteSeerX - Scientific documents that cite the following paper: The portfolio turnover explosion exploreddoi:10.3905/jpm.1987.409099Berkowitz, Stephen ALogue, Dennis EThe Journal of Portfolio ManagementThe portfol...
2007. The market P/E ratio, earnings trends, and stock return forecasts, Journal of Portfolio Management 33(4): 87-101. https://doi.org/10.3905/jpm... Weigand,Robert,A.,... - 《Journal of Portfolio Management》 被引量: 22发表: 2007年 The Market P/E Ratio, Earnings Trends and Stock...
Journal of Portfolio Management, 45 (5) (2019), 10.3905/jpm.2019.45.5.069 July 2019 Google Scholar Goodland, 1995 R. Goodland The concept of environmental sustainability Annual Review of Ecology and Systematics, 26 (1995), pp. 1-24 http://www.jstor.org/stable/2097196 CrossrefView in Scopus...
The concept of fiduciary duty--essentially "no man can serve two masters"--is centuries old. But over the past few decades too many institutional money man... BOGLE,C John - 《Journal of Portfolio Management》 被引量: 10发表: 2009年 Estimation Risk and Incentive Contracts for Portfolio Mana...
The fundamental law of active portfolio management pioneered by Grinold [1989] tells an active manager how to transform his alpha forecasts into valued-add... G Zhou - 《Journal of Portfolio Management》 被引量: 12发表: 2008年 加载更多 ...