Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

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Decline to review articles that create a conflict of interest, or the appearance thereof, which can arise from the content of the article, its authors and/or its funders. In the event of uncertainty, peer reviewers should disclose the potential conflict of interest to the publisher and seek advice before proceeding further with a review.

Quantitative Equity Portfolio Management - The Theory and Quantitative Equity Portfolio Management - The Theory and

Present original material that transparently shows the research process and fully reveals the value their research brings to the literature. To ensure originality upon publication, authors should not concurrently submit the same article or research to more than one publication. Recent innovations in quantitative investing, such as factor investing, and industry applications via fundamental indexing and smart-beta products. We will also discuss how macroeconomic conditions (e.g., inflation and monetary policy) impact the success of these strategies.During and after the peer review process, maintain the confidentiality of unpublished articles, including by refraining from discussing them with others.

Quantitative Portfolio Management (豆瓣) - 豆瓣读书 Quantitative Portfolio Management (豆瓣) - 豆瓣读书

Financial Management, Graduate Certificate, Investments, Graduate Certificate, Applied Economics, MS An overview of the developments in the asset management industry related to active vs passive investing, institutional vs retail investors, and sustainable investing.

As for real estate-related papers, every two years JPM publishes a special issue on real estate that has historically been sponsored by PREA. Zhang, Dongdong, Changchang Yin, Jucheng Zeng, Xiaohui Yuan, and Ping Zhang. 2020. “Combining Structured and Unstructured Data for Predictive Models: A Deep Learning Approach.” BMC Medical Informatics and Decision Making, 20(1), 1–11. Ways of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as “benign overfitting” in machine learning

Investment and Portfolio Management Specialization - Coursera Investment and Portfolio Management Specialization - Coursera

Portfolio management requires clear long-term goals, clarity from the IRS on tax legislation changes, understanding of investor risk tolerance, and a willingness to study investment options. Once a paper is submitted, the editor either independently, or in consultation with a member of the editorial advisory board, will determine if the paper is a suitable candidate for further consideration. If it is, depending on the topic it is sent to either one or two reviewers. Authors of papers that are not found to be suitable for further review will be notified within two weeks. Papers that are reviewed will typically take between 12 and 16 weeks for the review process to be completed. The review time is considerably greater than in past years because of the large number of submissions and the demands on qualified referees not only from JPM but the increased number of journals that are searching for qualified referees.

Freitas, Fabio D., Alberto F. De Souza, and Ailson R. De Almeida. 2009. “Prediction-based portfolio optimization model using neural networks.” Neurocomputing 72, no. 10–12: 2155–2170.