Journal of Portfolio Management (0095-4918) | AMiner期刊详情 | AMiner

Journal of Portfolio Management (0095-4918) | AMiner期刊详情 | AMiner

年发文量

研究主题

论文（3572）

排序

时间引用

1Adaptive Macro Regimes for Dynamic Equity Allocation

Jim Masturzo, Omid Shakernia, Alex Pickard

2026

引用

2Optimal Currency Exposure when Interest Parity Fails

Luis M. Viceira, Sally Shen

2026

引用

3Price of Risk: Are Volatility-Controlled Indices Priceless?

Robert F. Engle,Ahmet K. Karagozoglu

2026

引用

4Graph Neural Networks in Asset and Investment Management: an Overview for Practitioners

Nino Antulov-Fantulin,Petter N. Kolm

2026引用：1

引用

5Geopolitical Risk: A Framework for Institutional Investors

Andrew Rozanov, Igor Yelnik

2026

引用

6The Information Content of Unusual Option Activity

George J. Jiang,Cuyler Strong

2026

引用

7Does Social Capital Mitigate Network Access Risk in Private Markets?

Matthew Wynter

2026

引用

8Stagflation As a Portfolio Risk Regime: Financial Market Effects and Implications for Risk Management

Yosef Bonaparte,Frank J. Fabozzi

2026

引用

9Where Active Management Adds Value for a Large Asset Owner

Trond Døskeland, André Wattø Sjuve

2026

引用

10Presidential Election Cycles and Portfolio Risk: the Size Premium under Political Transition

Mustafa O. Caglayan, Umut Celiker, Mete Tepe

2026

引用

11Interview with Jenn Bender of State Street Investment Management

Frank J. Fabozzi

2026

引用

12Special Issue on Client, Governance, and Industry Trends in Asset Management

Frank J. Fabozzi

2026

引用

13Is the Information Ratio Really the Best Mean–Variance Performance Measure for Evaluating Actively Managed Portfolios?

Robert (Bob) Korkie

2026

引用

14Interview with Riccardo Rebonato of EDHEC Business School

Frank J. Fabozzi

2026

引用

15Artificial Intelligence As a New Institutional Risk: Implications for Governance and Risk Oversight

Til Schuermann, Andrew Kuritzkes

2026

引用

16Rethinking Profitability Risk in Financial Firms: A Practitioner’s Framework for Portfolio Decisions

Nazli Sila Alan, John McDermott

2026

引用

17Algorithmic Vulnerability: the Hidden Risks of AI in Asset Management

Andrew Chin, Frank J. Fabozzi

2026

引用

18From Correlation to Causation: Bayesian Networks and Probabilistic Graphical Models for Stress-Aware Diversification in Practice

Alexander Denev

2026

引用

19Editors’ Introduction to the 2026 Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management

Frank J. Fabozzi,Ahmet K. Karagozoglu

2026

引用

20Oversight Risk: How Committees Shape Portfolios

Scott Condie, Gabriel Lehnardt, James Tavita

2026

引用

高被引作者

作者	引用	发文
William F. Sharpe	8069	9
Fischer Black	2456	6
Clifford S. Asness	1814	22
Meir Statman	1751	32
Robert E. Whaley	1749	10
William N. Goetzmann	1681	12
Barr Rosenberg	1666	3
Ronald Lanstein	1613	1
Kenneth Reid	1613	1
Olivier Ledoit	1561	3

高产作者

作者	引用	发文
Frank Fabozzi	1251	151
Peter L Bernstein	200	108
Mark P. Kritzman	1293	49
David Blitz	840	32
Meir Statman	1751	32
Robert A. Schwartz	726	26
Robert D. Arnott	548	26
Bruce I. Jacobs	447	25
Eric H Sorensen	285	24
Kenneth N Levy	423	24

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