Search Results - "Portfolio management (Investments)"

Forced to be Active: Evidence from a Regulation Intervention.

Authors: Bjerksund, Petter Døskeland, Trond Sjuve, André Wattø et al.

Source: Management Science (INFORMS). May2026, Vol. 72 Issue 5, p4341-4358. 18p.

Active Liquidity Management, Strategic Complementarities, and Market Price of Liquidity.

Authors: Rzeźnik, Aleksandra¹ (AUTHOR) arz@yorku.ca

Source: Management Science (INFORMS). May2026, Vol. 72 Issue 5, p4031-4061. 31p.

Quiet alpha: Extracting outperformance from Swiss equities with minimum variance.

Authors: Kopp, Antoine Mogras, Arnaud

Source: Journal of Risk Management in Financial Institutions. Spring2026, Vol. 19 Issue 2, p139-167. 29p.

Dynamic Black-Litterman.

Authors: Abdelhakmi, Anas Lim, Andrew E. B.

Source: Operations Research. Jan/Feb2026, Vol. 74 Issue 1, p36-55. 20p.

Robust Actionable Prescriptive Analytics.

Authors: Chen, Li Sim, Melvyn Zhang, Xun et al.

Source: Operations Research. Jan/Feb2026, Vol. 74 Issue 1, p550-571. 22p.

Inflation, Money Demand, and Portfolio Choice.

Authors: Aoki, Kosuke Michaelides, Alexander Nikolov, Kalin et al.

Source: Management Science (INFORMS). Feb2026, Vol. 72 Issue 2, p853-873. 21p.

Robustifying Conditional Portfolio Decisions via Optimal Transport.

Authors: Nguyen, Viet Anh Zhang, Fan Wang, Shanshan et al.

Source: Operations Research. Sep/Oct2025, Vol. 73 Issue 5, p2801-2829. 29p.

Portfolio Optimization Based on Almost Second-Degree Stochastic Dominance.

Authors: Luo, Chunling Chen, Piao Jaillet, Patrick

Source: Management Science (INFORMS). Aug2025, Vol. 71 Issue 8, p7029-7055. 27p.

The Hunt for Fat Tails.

Authors: Baldwin, William (AUTHOR)

Source: Forbes. Jun/Jul2026, Vol. 209 Issue 3, p46-47. 2p. 1 Color Photograph.

Response Adaptivity Across Clinical Trials in Portfolios of Biomedical Innovations.

Authors: Li, Zaile Chick, Stephen E. Henderson, Shane G.

Source: INSEAD Working Papers Collection. 2026, Issue 29, p1-ec20. 54p.

Source: City Developments Limited SWOT Analysis. 4/1/2026, p1-7. 7p.

Subject Terms: *Real estate development, *Portfolio management (Investments), *SWOT analysis

Geographic Terms: Singapore

Company/Entity: City Developments Ltd.

Freedom within a Framework: Governing Portfolio Decisions during Regime Shifts.

Authors: Jacobsen, Brian¹ (AUTHOR) brianjjacobsen@gmail.com

Source: Journal of Portfolio Management. May2026, Vol. 52 Issue 7, p90-97. 8p.

Low Risk, High Variability: Practical Guide for Portfolio Construction.

Authors: Cirulli, Antonello De Nard, Gianluca Traut, Joshua et al.

Source: Journal of Portfolio Management. Apr2026, Vol. 52 Issue 6, p215-246. 32p.

Applying the Appraisal Ratio and Style Analysis to Total Portfolio Management.

Authors: Cavaglia, Stefano Han, Zonglin Seshadri, Ananth

Source: Journal of Portfolio Management. Apr2026, Vol. 52 Issue 6, p74-98. 25p.

A Cleaning Framework for Cryptocurrency Data: Toward Investable Cryptocurrency Universes.

Authors: Buchwalter, Bastien Maeso, Jean-Michel Milhau, Vincent

Source: Journal of Alternative Investments. Spring2026, Vol. 28 Issue 4, p46-73. 28p.

Does investment in fintech assets enhance performance in China's financial sector? Evidence from multiple investment strategies.

Authors: Li, Xin Wang, Kai-Hua

Source: Electronic Commerce Research. Apr2026, Vol. 26 Issue 2, p1489-1528. 40p.

Tokenizing reality: the integration and spillover dynamics between RWA tokens and traditional finance.

Authors: Zeng, Lingteng¹ (AUTHOR) zleo666@126.com

Source: Applied Economics. May2026, p1-20. 20p. 5 Illustrations.

Asymmetric interconnectedness and investing strategies of green, sustainable and environmental markets.

Authors: Celik, Ismail Demir, Semra Hol, Arife Ozdemir et al.

Source: Investment Analysts Journal. Jun2026, Vol. 55 Issue 2, p219-245. 27p.

Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India.

Authors: Agarwal, Pankaj K. Pradhan, H K Saxena, Konark

Source: Emerging Markets Finance & Trade. 2026, Vol. 62 Issue 7, p2162-2176. 15p.

Can real-time asymmetry and extreme dependence enhance the effectiveness of risk optimization in the cryptocurrency market? – New evidence from the Mean-ES risk optimization framework based on the SHARV-MA-DMC model.

Authors: Liu, Junjie Zhou, Qingnan Lin, Junlin et al.

Source: Applied Economics. Jun2026, Vol. 58 Issue 26, p5093-5109. 17p.