Journal of Portfolio Management

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Journal of Portfolio Management Journal

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Press Freedom as a Risk Factor: Effects on Volatility and Uncertainty. 51:194-215. 2025
Increasing the Transparency of Pricing Dynamics in the US Commercial Real Estate Market with Interpretable Machine Learning Algorithms. 49:39-58. 2023
Is There Value in Vacancy?. 49:69-82. 2023
Are High-Cap-Rate Properties Better Investments?. 43:162-178. 2017
Value and Momentum in Commercial Real Estate: A Market-Level Analysis 2015
Value and Momentum in Commercial Real Estate: A Market-Level Analysis. 48-+. 2015
Value and Momentum in Commercial Real Estate: A Market-Level Analysis. 41:48-61. 2015
Is there a real estate allocation puzzle?. 39:60-75. 2013
Illiquidity and portfolio risk of thinly traded assets. 36:126-138. 2010
Is bond convexity a free lunch? Immunization does not imply risk-free arbitrage profits.. 24:113-&. 1997
Hedge fund and commodity fund investments in bull and bear markets. 27:97-+.
Immunization using principal component analysis - An immunization strategy based upon historical term structure shifts.. 23:99-+.

International Standard Serial Number (ISSN)

0095-4918

Electronic International Standard Serial Number (EISSN)

2168-8656