Practical analysis for investment professionals

Portfolio Management Techniques


Top Five Articles from June: Blockchain, Shiller vs. Siegel, and Shooting Par

Larry Cao, CFA, discusses Campbell R. Harvey's definition of blockchain; Lauren Foster describes the continuing debate between Robert J. Shiller and Jeremy Siegel; Dougal Williams, CFA, suggests investors focus on shooting par in the investment market; Martin Fridson, CFA, reviews The End of Accounting and the Path Forward for Investors and Managers; and Mimmi Kheddache Jendeby provides some investing lessons from Epictetus, in the top Enterprising Investor posts from June.

Book Review: Your Complete Guide to Factor-Based Investing

Your Complete Guide to Factor-Based Investing is invaluable to practitioners who wish to design optimal portfolios. The authors define basic terms and discuss practical issues of implementation.

Beat the Field by Shooting Par

"What if, instead of trying to beat the market, investors focused on outperforming other investors by earning investing’s equivalent to par?" asks Dougal Williams, CFA.

Book Review: Efficiently Inefficient

The author provides a thorough guide to the key trading strategies used by hedge funds and offers an overview of active management. He also explains such diverse approaches as quantitative, macro, dedicated short bias, and many more.

In Practice Summary: Social Responsibility (SR) Screens and Fund Performance

Does environmental, social, and governance (ESG) investing add or subtract value from investment portfolios? According to the findings of a trio of researchers, summarized in the new In Practice series, the answer is neither: Investors can both match index performance while also “doing good” for the environment and society.

The Stampede into ESG

The recent stampede of asset managers into environmental, social, and governance (ESG) investing is reminiscent of another time and another industry, says Christopher K. Merker, PhD, CFA.

Book Review: Even the Odds

A leading analyst and portfolio manager shares her approach to sensible risk taking, which can be applied to anticipating, evaluating, and responding to risks in business, investing, and everyday life.

The Active Equity Renaissance: Renaissance Investment Management Firms

The primary focus of the renaissance investment management firm is delivering the best possible investment performance, not on scaling for scaling’s sake, C. Thomas Howard and Jason Voss, CFA, explain in the latest entry in The Active Equity Renaissance series.

The Active Equity Renaissance: Renaissance Portfolio Management

Dismantling the finance industry’s closet indexing factory is a critical step in The Active Equity Renaissance, C. Thomas Howard and Jason Voss, CFA, observe.

Shortcuts to Factor Investing: Multifactor Portfolios and Benchmarking

Mark Harrison, CFA, looks at combining factors in multifactor portfolios and considers issues of performance measurement in factor investing, in the third installment of his Shortcuts to Factor Investing series.



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