Multi-portfolio optimization problems and the incorporation of marginal risk contribution
constraints have recently received a sustained interest from academia and financial …

We consider a class of multi-objective probabilistically constrained programs (MOPCP) with
a joint probabilistic constraint and a variable risk level. We consider two cases with only a …

As the calls for responsible investing grow, universities will be asked about their
endowments' investment policies regarding impact investing, wherein endowments seek …

Background: Compared to men, women are not as confident and knowledgeable about
financial and investment matters. As a result, women often do not conduct investment …

This article investigates digital objects in video games as an alternative investment from
2015 to 2020. The authors use the Steam Community Market of the Counter-Strike Global …

Asset allocation is the decision on how much of the investment portfolio to place in each of
the broad asset classes (ie, cash, fixed-interest securities, property, equities). It is a key …

I characterize the wealth management literature that The Journal of Wealth Management
helped define over the last quarter century and then assess its impact. Eight key areas of …

Asset allocation is the decision on how much of the investment portfolio to place in each of
the broad asset classes (eg cash, fixed interest securities, property, equities). It is a key …

Asset allocation has received a great deal of attention over the past two decades. The focus
of this article will be on recent innovations regarding the asset allocation process. A great …

The author discusses the lessons the global financial crisis taught about the precious but
fragile liquidity of capital markets. Debunking myths about long-term investors' liquidity …