PMR | January Monthly Digest
Portfolio Management Research
Research that powers allocation decisions
Discover what everyone is reading: PMR's most-read content for January.
Featuring articles from?The Journal of Portfolio Management,?The Journal of Fixed Income,?The?Journal of Beta Investments, and The Journal of Alternative?Investments.?Find out?what our members are reading the most:
1. How Misunderstanding Factor Models Set Unreasonable Expectations for Smart Beta?-?Bruce I. Jacobs, Kenneth N. Levy & Sangwoo Lee from Jacobs Levy Equity Management
2.?From Style to Sectional Factors: A New Framework for Systematic Investing -?Carter Davis, Francesco Fabozzi & Amit Gandhi
4.?A Demand-Based Equity Risk Factor: Crowdedness -?Xinyang Li, Alice Rong C., Misha van Beek, Amandeep Dhaliwal, Joo Chew Ang
5.?Direct Value Creation and Capture in the Pension Fund Industry: Five Examples?-?Sebastien Betermier, Eduard van Gelderen, Barbara Zvan
This month's most read Practical Application:
Our Practical Applications feature has been instrumental in helping investment professionals like you save valuable time, validate their ideas, and inform their investment strategies. Join the thousands of investment professionals worldwide who have unlocked the power of PMR's Practical Applications.
领英推荐
In this month's most read Practical Application,?Additive Determination of an Investor’s Risk Tolerance in Asset Allocation,?from the June 2024 issue of?The Journal of Investing,?Dr. Samveg Patel from?Narsee Monjee Institute of Management Studies (NMIMS) Navi Mumbai?and Dan diBartolomeo ?from?Northfield Information Services?present an asset allocation framework based on an investor questionnaire–based risk assessment score (RAS).
This Month’s Top Pick:
Bill Berliner from PENNYMAC & Frank Fabozzi, The Journal of? Fixed Income?Winter?2025
For mortgage originators, managing interest rate exposures is crucial for maintaining profitability and compliance. This article demonstrates how mortgage originators assess and manage these exposures, starting with an explanation of key terms and concepts related to mortgages and mortgage-backed securities.
Existing PMR members are informing their investment strategies with our peer-reviewed, actionable research. Book a demo to get access to all of the?articles and learn how you can put these insights into action.