Review all articles objectively, without bias or favoritism based upon the origin of the article, the gender, race, national origin, ethnicity, religious or political beliefs, sexual orientation, or age of the authors, or commercial considerations.

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

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.

Journal of Portfolio Management (JPM) Content Guidelines

Commonly used factors in quantitative analyses include value, momentum, size, quality, and volatility.

Course Detail | University of Chicago Booth School of Business

Adhere to the same rules governing conflict of interest and improper use of unpublished articles as peer reviewers. In this four-course Specialization, you’ll learn the essential skills of portfolio management and personal investing. 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. Graduate Training Programs in Clinical Investigation Toggle Graduate Training Programs in Clinical InvestigationRebalancing captures recent gains and opens new opportunities while keeping the portfolio in line with its original risk/return profile. Diversification Full-​time, On-​campus Undergraduate and Graduate Programs (Homewood) Toggle Full-​time, On-​campus Undergraduate and Graduate Programs (Homewood) Nakamoto, Satoshi. 2008. “Bitcoin: A Peer-to-Peer Electronic Cash System.” Decentralized Business Review 21260. Model risk: Quantitative models are based on historical data and have assumptions that may not hold in the future, and erroneous models can lead to significant losses. Overfitting is a common problem where the model performs well on past data but poorly when presented with new events. Department of Environmental Health and Engineering Toggle Department of Environmental Health and Engineering

Quantitative Equity Portfolio Management (McGraw-Hill Library Quantitative Equity Portfolio Management (McGraw-Hill Library

Sabatier, Paul A. 1986. “Top-Down and Bottom-Up Approaches to Implementation Research: a Critical Analysis and Suggested Synthesis.” Journal of Public Policy, 6(1) 21–48.We do, however, find that a good pedagogical paper onadvanced quantitative toolsis finding increased application in portfolio management to be helpful to our readers. However, the presentation must be at the level suitable for our readers. Over the past 15 years, we have received a considerable number of papers on the following topics: Institutional portfolio managers (CFA®), fund managers, plan sponsors, chief investment officers, investment consultants, financial advisors, researchers, and analysts. About the Journal Decide whether to accept or reject articles based solely on their scholarly or journalistic merit, which includes their importance, originality, clarity, and relevance to the journal’s mission and purview.