Below is a selection of articles by PhD Alumni which were recently published or are forthcoming in peer-reviewed academic and professional journals.
- A Modified Hierarchical Risk Parity Framework for Portfolio Management, Marat Molyboga, forthcoming in the Journal of Financial Data Science.
- Performance of Retirement Funds: An Analysis Focused on Pure Insurance Companies, Carlos Heitor Campani and William Clem Soares, forthcoming in Accounting & Finance Review.
- Equally Weighted Portfolios and Momentum Effect: An Interesting Combination for Unsophisticated Investors?, Carlos Heitor Campani, Fábio Civiletti and Raphael Moses Roquete, forthcoming in Brazilian Business Review.
- CDS Implied Credit Ratings, Jeroen Jansen and Frank J. Fabozzi, Journal of Fixed Income, Spring 2017, Volume 26, Issue 4, Pages 25-52.