PMR | May Monthly Digest

Discover what everyone is reading: PMR's most-read content for May

Featuring articles from The Journal of Portfolio Management and The Journal of Financial Data Science.?Find out?what our members are reading the most:

1. Diversification and Asset Allocation in the Post-COVID Era?- Kari Vatanen
2. Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance - Guido Giese et al.
3. Honey, the Fed Shrunk the Equity Premium: Asset Allocation in a Higher-Rate World?-?Thomas Maloney
4. (Re)Balancing Act: The Interplay of Private and Public Assets in Dialing the Asset Allocation?-?Redouane Elkamhi et al.
5. Hierarchical Risk Budgeting?- Gilles Boevi Koumou

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.

This month's most read Practical Application:

Monte Carlo Simulation in Financial Modeling

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.

This Month’s Top Pick:

Interpretable Supervised Portfolios

Guillaume Chevalier, Guillaume Coqueret, and Thomas Raffinot

The supervised portfolios approach is an effective asset allocation strategy that engineers optimal weights before feeding them to a supervised learning algorithm. Yet, supervised learning algorithms are often seen as opaque, which undermines trust in those models, thereby limiting their adoption.?