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Dear Russell,

Thank you for inquiring about a subscription to the Portfolio Management Research platform.

A member of our team will be in contact shortly to discuss the options available to you.

If have any questions in the meantime, please don't hesitate to contact them at pm-research@pageantmedia.com or +1 646 931 9045.

Best regards,
The Portfolio Management Team

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Security Analysis and Valuation

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Factors, Risk Premia

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Quantative Methods

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Real Assets / Alternative Investments / Private Equity

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NEW FEATURE || Update your preferences to receive relevant research

1. Log into the platform
2. Run your chosen search in the search toolbar (for broader results use a keyword or term)
3. Save your search by clicking on the floppy disk icon in the top right hand corner of the results page.
4. Name your search
5. Recover your Saved Searches under the 'My Searches' page in the top black toolbar

Quantitative Methods

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Performance Measurement

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Portfolio Management/Multi-asset Allocation

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Derivatives Applications

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• An easily digestible overview of the source article
• Clear recommendations on how to apply the findings
• Key definitions for an easier understanding

NEW FEATURE || Update your preferences to receive relevant research

• Multifactor portfolios can outperform both the market and single-factor portfolios
  This finding holds even after including the implementation costs of rebalancing such portfolios
   
• The diversification benefits of including momentum and size in a multifactor portfolio neutralize or even outweigh the associated increased costs
  Reflects the low correlations between momentum and size and the other examined factors
   
• Using a uniform concentration level across all factors in the multifactor portfolio provides the most cost-effective strategy for portfolio construction
  In the presence of implemenation costs, a concentration level of 25% for the different factors appears to result in the best performance

• Financial advisors should inform clients that investing all their DC plan money in a TDF may not be optimal.
  This is because TDF glidepaths do not take into account whether a client has enough money on which to retire
   
• Financial advisors should explain that LDI may be a better retirement-investment strategy.
  LDI focuses on growing clients' assets until they approach the dollar amount needed to retire, the reallocating monies to fixed-income investments to preserve them.
   
• Financial advisors also can use LDI to facilitate estate planning and wealth management
  Once the advisor calculates how much money the client needs to retire, excess assets can remain in equities, so they keep growing until they pass on to the client's heirs.

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Fixed Income and Structured Finance

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International Investing

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Factors and Risk premia

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• Negative interest rates and the Hull-White model
• Trinomial-tree techniques and one-factor models
• Importance of machine learning and Python for MBS students
• Neural networks and movements in implied-volatility surfaces
• Reinforcement learning for multi-period decision strategies
• Dependence of machine learning on the relevance of data
• Funding long-shot projects

• Cryptocurrencies vs. fiat money
• Issues in forecasting asset returns and economic conditions
• Alternatives vs. public equities and fixed income
• Non-normality and time variation of asset returns and correlations
• Is the 60/40 portfolio dead?
• Importance of time horizons for Monte Carlo simulation and mean-variance optimization
• Combining machine learning and econometrics

Hear from the experts: How research into past crises can help us navigate the current market conditions

The unprecedented disruptions caused by Coronavirus, resulting in a sharp drop in market activity, clearly constitutes a crisis.

In line with our recent e-book series focusing on Financial Crises and Portfolio Risk Management research, this, the second of our new weekly interactive webinar series, allows you to hear directly from the authors involved.

Join us on Tuesday 7th April, for our webinar, hosted by Mark Adelson featuring guests Campbell Harvey, Daniel Villalon and John Mulvey.

Tuesday 7^th April
11 AM - 12 PM EDT 

• How behavioral finance can improve asset manager performance
• Awareness of biases in decision making
• Predicting and exploiting the biases of other investors
• Overreaction and underreaction to different types of events
• Market''s tendency to undervalue poorly performing companies
• Relative opportunities in large-, medium-, and small-cap stocks

• Applying ideas from evolutionary biology and ecology to finance
• The role of finance in drug development
• Failure of the random walk hypothesis and its relation to the efficient market hypothesis
• Machine learning and the issue of interpretability; black box vs. glass box
• Why financial regulation needs to be adaptive
• Market outlook and the impact of COVID 19

• Computer technology vs. mathematical techniques
• Supervised, semi-supervised, and unsupervised machine learning
• Principal component analysis, characteristic values, and eigenvalues
• The future of automation in stock analysis
• Real-time risk management

Hear from the experts: How research into past crises can help us navigate the current market conditions

With the investment industry facing unprecedented disruptions caused by Coronavirus, we, at Portfolio Management Research, decided to create a new webinar series that focuses on research around Portfolio Risk Management and previous Financial Crises.

Hear from prominent authors, as they discuss their work and how their findings can be used to navigate the current challenges being presented.

Join us on Tuesday 14^th April, for our webinar, hosted by Mark Adelson featuring guests Janet M Tavakoli, Vineer Bhasali and M. Barton Waring.

Tuesday 21^st April
12 - 1 PM EDT 

Introducing our newest journal
Launching September 2020

Responsible investing is on the rise and at Portfolio Management Research we recognise the increasing demand from investors to incorporate ESG into portfolios, which is why we have established our new journal, The Journal of Impact and ESG Investing.

Launching this September you can expect to find high-quality articles and case studies dealing with the impact ESG factors are having across multiple asset classes, providing practical solutions to the challenges these new factors pose, while highlighting the opportunity they present to enhance their portfolios. 

Ahead of the launch we have created a bespoke ebook, including some example ESG articles from across our portfolio of journals to showcase the quality of research you can expect from the new journal.

Register now to receive the first issue of the journal, and receive this bespoke article collection to give you a taster of the research included. 
 

Hear from the experts: How research into past crises can help us navigate the current market conditions

The unprecedented disruptions caused by Coronavirus, resulting in a sharp drop in market activity, clearly constitutes a crisis.

In line with our e-book series focusing on Financial Crises and Portfolio Risk Management research, we are now hosting a new weekly interactive webinar series which allows you to hear directly from the authors involved.

Join us on Tuesday 31st March, for our initial webinar, hosted by Mark Adelson featuring guests Marcos Lop?z de Prado, Ann Rutledge and Laurence Siegel .

Tuesday 31^st March
11 AM - 12 PM EST 

• How complex data sets are changing finance
• Trading rules vs. true theories -- the danger of false positives
• Regime-based strategies and "nowcasting" vs. forecasting
• The proper role of machine learning in developing new theories rather than merely black-box predictions

• Effects of asymmetric information on markets
• ETFs as alternatives to stocks in active management
• Lessons from the 2010 flash crash and high-frequency trading
• Central banks as market makers of last resort
• Fragility of the U.S. muni bond market
• Liquidity of ETFs vs. bonds
• Contagiousness of unethical practices