The Journal of Portfolio Management | AMiner期刊详情 | AMiner

The Journal of Portfolio Management | AMiner期刊详情 | AMiner

年发文量

研究主题

论文（3281）

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
Meir Statman	1714	29
Robert E. Whaley	1701	8
William N. Goetzmann	1681	11
Barr Rosenberg	1666	3
Ronald Lanstein	1613	1
Kenneth Reid	1613	1
William T Ziemba	1507	14
Clifford S. Asness	1485	18

高产作者

作者	引用	发文
Frank Fabozzi	1223	139
Peter L Bernstein	82	49
Mark P. Kritzman	1149	42
David Blitz	836	30
Meir Statman	1714	29
Robert A. Schwartz	699	25
Eric H Sorensen	285	24
Robert D. Arnott	547	23
David Turkington	313	22
Joseph Simonian	82	20

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