IPR Journals

IPR Journals Pageant Media Ltd. publishes the leading practitioner-focused journals read by thousands of institutional investors, portfolio managers and finance professionals worldwide.

Institutional Investor Journals offer in-depth, original, and practical research in investment management and finance. Written and edited by world-renowned practitioners and academics, the Journals and special topic Guides are extensively read and highly regarded in the industry. The cutting-edge analysis and strategic insights make them invaluable resources for institutional investors all over the world. Institutional Investor Journals feature articles by investment luminaries and Nobel laureates. Tap into the knowledge and wisdom of the greatest minds in finance. For more information visit: http://bit.ly/aboutIIJ

Mission: IPR Journals intends to be the leading publisher of global practitioner oriented research for institutional portfolio management.

Over 95 world class speakers have been confirmed at the most important gathering of experts in the use of AI to discover...
03/06/2019

Over 95 world class speakers have been confirmed at the most important gathering of experts in the use of AI to discover alpha. Don't miss out - book your place at #AI & #DataScience in Trading, March 18-20 2019, NYC! Visit: http://bit.ly/2C9GCKM #CapitalMarkets @aidataconf

The purpose of the study outlined in "A Practical Approach to Advanced Text Mining in Finance" is to illustrate one appl...
03/04/2019

The purpose of the study outlined in "A Practical Approach to Advanced Text Mining in Finance" is to illustrate one application of unstructured data analysis in finance: the scoring of a text document based on its tone (sentiment) and specific events that are important for the end user. Click here to read the full article: http://bit.ly/2HhmkT1
Download your complimentary copy of the inaugural issue of the Journal of Financial Data Science here: http://bit.ly/2HhmARZ

IPR Journals is proud to announce the winner of the 20th annual Bernstein Fabozzi/Jacobs Levy Award - @MierStatman 'Beha...
03/01/2019
2019 Award Winners | The Journal of Portfolio Management

IPR Journals is proud to announce the winner of the 20th annual Bernstein Fabozzi/Jacobs Levy Award - @MierStatman 'Behavioral Efficient Markets'. #behavioralfinance #jpm
Click now to see his article, along the with the other outstanding article winners.
http://bit.ly/2BZqtrb

The Journal of Portfolio Management is pleased to announce the recipients of the 20th Annual Bernstein Fabozzi/Jacobs Levy Awards for articles appearing in four regular issues beginning with Winter 2018 through Fall 2018, as well as the Multi-Asset Strategies issue from December 2017, the Quantitati...

IPR Journals is proud to announce the latest edition of the Journal of Portfolio Management Quantitative Strategies: Fac...
03/01/2019

IPR Journals is proud to announce the latest edition of the Journal of Portfolio Management Quantitative Strategies: Factor Investing. Featuring articles from some of the most prominent minds in the industry, this special issue provides actionable solutions to those looking to delve into factor investing. http://bit.ly/2C1unzQ

Are firms rated highly by Sustainalytics based on ESG criteria rewarded with superior long-term stock price performance?...
02/27/2019

Are firms rated highly by Sustainalytics based on ESG criteria rewarded with superior long-term stock price performance? The authors of "Performance Assessment of Firms Following Sustainalytics ESG Principles" seek to find out. Read the full article here: http://bit.ly/2H1BUlL

In "A Data Science Solution to the Multiple-Testing Crisis in Financial Research," the author explains what data researc...
02/25/2019

In "A Data Science Solution to the Multiple-Testing Crisis in Financial Research," the author explains what data researchers need to report to allow others to evaluate the effect that multiple testing has had on reported performance. Read the article here: http://bit.ly/2BSUEQZ
Download your complimentary copy of the inaugural issue of the Journal of Financial Data Science here: http://bit.ly/2BSiJaJ

It has been over a year since the Fed began to shrink its balance sheet. "Demand for Agency MBS in the Era of the Fed Ba...
02/21/2019

It has been over a year since the Fed began to shrink its balance sheet. "Demand for Agency MBS in the Era of the Fed Balance Sheet Unwind" examines how market conditions over the past year have affected the speed of Fed balance sheet normalization relative to expectations, as well as ongoing developments in the agency MBS market, and finds that feared market imbalances have largely failed to materialize. Read the full article here: http://bit.ly/2XgMM4X

"The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?" proposes a decompositi...
02/20/2019

"The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?" proposes a decomposition of the total tax benefit (or liability) of a strategy into what the authors define as character and deferral components. Click here to read the full article: http://bit.ly/2XgrWCr

We are thrilled to announce that we’re sponsors at #AI & #DataScience in Trading @aidataconf at the Metropolitan Pavilio...
02/19/2019

We are thrilled to announce that we’re sponsors at #AI & #DataScience in Trading @aidataconf at the Metropolitan Pavilion, NYC, on March 18-20, 2019. Find out more: http://bit.ly/2SgwrcQ #CapitalMarkets #aidataconf #finance #data #ML #altdata #quant

There are thousands of individual analysts, each of whom follows only a small subset of the thousands of stocks availabl...
02/18/2019

There are thousands of individual analysts, each of whom follows only a small subset of the thousands of stocks available for investment. Overcoming this inherent sparsity naturally raises the question of how to learn an analyst’s forecasting ability by integrating track-record information from all the stocks the analyst follows. Click here to read "Modeling Analysts’ Recommendations via Bayesian Machine Learning": http://bit.ly/2Ei2J3o
Click here to download the inaugural issue of the Journal of Financial Data Science: http://bit.ly/2EgKcnK

In "Rethinking Alternative Data in Institutional Investment," the authors suggest that since alternative data has steadi...
02/15/2019

In "Rethinking Alternative Data in Institutional Investment," the authors suggest that since alternative data has steadily become mainstream in finance, institutional investors may benefit from rethinking how they engage with alternative datasets. Specifically, they could gain from rethinking alternative data’s value proposition, how they characterize alternative data, and how they access alternative data. Read the full article here: http://bit.ly/2X6vFm0
Click here to download your copy of the inaugural issue of the Journal of Financial Data Science: http://bit.ly/2X6vFT2

The retirement goals of many Americans are underfunded. In "Glide Paths Based on a Retirement Goal and Depleting Human C...
02/13/2019

The retirement goals of many Americans are underfunded. In "Glide Paths Based on a Retirement Goal and Depleting Human Capital," the authors provide a glide path of financial assets over the life cycle based on a retirement goal and depleting human capital. Read the full article to gain insight on this method: http://bit.ly/2X3m6Vh

Our newest publication, the Journal of Financial Data Science, explores how data science methods can be applied in the m...
02/11/2019

Our newest publication, the Journal of Financial Data Science, explores how data science methods can be applied in the management of financial portfolios.

In "A Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart Model," the authors show how to use random forests, a machine learning algorithm, to produce factor frameworks that improve upon more traditional models. Click here to read the article: http://bit.ly/2WS04Vn

Download your complimentary copy of the inaugural issue of the Journal of Financial Data Science here: http://bit.ly/2RVmlxv

IPR Journals will publish a special issue of The Journal of Derivatives, which aims to show how various physics methods ...
02/08/2019

IPR Journals will publish a special issue of The Journal of Derivatives, which aims to show how various physics methods can be used to solve important problems found within the field of financial derivatives.
We are inviting professionals from the pension, consulting, hedge funds, fund of hedge funds, private equity and academic communities to contribute articles on the topics of interest to those involved with physics and financial derivatives.
If you're interested in submitting your article for the Physics and Derivatives special edition of the Journal of Derivatives, click here: http://bit.ly/2RQkVEy

Today marks the launch of our newest journal, the Journal of Financial Data Science. This journal represents an acknowle...
02/06/2019

Today marks the launch of our newest journal, the Journal of Financial Data Science. This journal represents an acknowledgement and embracing of the increasing role that data science plays in the financial industry. It covers research activity in the areas of data science, including big data analytics, artificial intelligence, machine learning, and cognate areas.
To receive your complimentary download of the inaugural issue of the Journal of Financial Data Science, click here: http://bit.ly/2WM2W63
#datascience #finance #machinelearning #AI #fintech

01/30/2019
Publish your Research | IPR Journals

IPR Journals is taking applications for articles to our newest journal, the Journal of Financial Data Science. This journal encourages the submission of work dealing with applications of data science to solve practical investment and banking problems.

If you’re interested in submitting your research, click here: http://bit.ly/2HC9SPy

Click here to reserve your complimentary copy of the Journal of Financial Data Science: http://bit.ly/2HCGHfq

Since our inception in 1974, with the inaugural issue of The Journal of Portfolio Management, we have built our success on the quality of research that we publish and ensure only the leading articles are accepted.

There is increasing interest in the idea of allocating across factors instead of traditional asset classes. Allocating a...
01/29/2019

There is increasing interest in the idea of allocating across factors instead of traditional asset classes. Allocating across factors has the intuitive appeal of allocating across building blocks that are in theory purer sources of return. Read more: http://bit.ly/2WqkV1C

IPR Journals is proud to name Marcos Lopez de Prado as the Journal of Portfolio Management “2019 Quant of the Year." Thi...
01/29/2019

IPR Journals is proud to name Marcos Lopez de Prado as the Journal of Portfolio Management “2019 Quant of the Year." This new annual award aims to recognize the outstanding contributions of a single individual in the financial industry.
“For many years, Marcos has led the way towards the adoption of machine learning techniques in finance,” Says Frank Fabozzi, editor of The Journal of Portfolio Management. “His many publications have introduced innovative ways of thinking about financial problems and solving them in practice.”
Click here to read more about the award: http://bit.ly/2Wv6oSa

Conventional wisdom is that put options are effective drawdown protection tools. Unfortunately, put options are quite in...
01/24/2019

Conventional wisdom is that put options are effective drawdown protection tools. Unfortunately, put options are quite ineffective at reducing drawdowns versus the simple alternative of statically reducing exposure to the underlying asset. Read more: http://bit.ly/2Raug9Z

01/23/2019
Statistical methods | IPR Journals

Delving further into the research that IPR Journals has already covered, The Journal of Financial Data Science will take a deeper analytical look at how statistical methods can be used to strengthen financial decisions. Explore some of the research we’ve already covered: http://bit.ly/2WfWWSD

To reserve your complimentary copy of the Journal of Financial Data Science, click the link: http://bit.ly/2WfWXpF

New featured article || Across multiple measures of “liquidity” and a variety of methods to control for correlated chara...
01/22/2019

New featured article || Across multiple measures of “liquidity” and a variety of methods to control for correlated characteristics of more- (less-) liquid bonds, we find only limited evidence of a liquidity premium in the cross section of corporate bonds. http://bit.ly/2WddjQa

Nobel Prize winner Harry Markowitz, known for creating the ‘modern portfolio theory,’ co-writes “A Backtesting Protocol ...
01/21/2019
The Journal of Financial Data Science

Nobel Prize winner Harry Markowitz, known for creating the ‘modern portfolio theory,’ co-writes “A Backtesting Protocol in the Era of Machine Learning” with Rob Arnott and Campbell R. Harvey in the inaugural publication of the Journal of Financial Data Science. The authors provide a framework for best practices in quantitative investment research.

To reserve your complimentary copy of the Journal of Financial Data Science, click here: http://bit.ly/2W8mK3a

Your access to this includes access to relevant newsletters, event information and other content provided by IPR Journals. You will be able to opt-out of these via the preference center upon submission of this form or via the email with your free e-reader link. 

Today’s researchers have access to a wide pool of datasets that were previously unimaginable. By utilizing data science ...
01/18/2019
The Journal of Financial Data Science

Today’s researchers have access to a wide pool of datasets that were previously unimaginable. By utilizing data science methods such as big data analytics, artificial intelligence, and machine learning, they can more accurately predict trends in the financial industry.

To learn more about how data science can be used by investment professionals, check out our inaugural issue of the Journal of Financial Data Science. Reserve your free copy today: http://bit.ly/2W40qHJ

Your access to this includes access to relevant newsletters, event information and other content provided by IPR Journals. You will be able to opt-out of these via the preference center upon submission of this form or via the email with your free e-reader link. 

There is increasing interest in the idea of allocating across factors instead of traditional asset classes. Allocating a...
01/17/2019

There is increasing interest in the idea of allocating across factors instead of traditional asset classes. Allocating across factors has the intuitive appeal of allocating across building blocks that are in theory purer sources of return. Read more: http://bit.ly/2W877sC

01/17/2019
The Road Not Taken

John Bogle was one of the leading minds in asset management, and his research help shaped the modern investment industry. In "The Road Not Taken," John offered a range of optimal strategies for active managers who are competing in today's environment. http://bit.ly/2HhkJhJ

John C. Bogle http://jpm.iprjournals.com/content/44/1/83 The index fund revolution has changed the rules of the game for active mutual fund managers. This ar...

IPR Journals remembers Vanguard founder John Bogle as a leader in the investment industry. John was best known for creat...
01/17/2019

IPR Journals remembers Vanguard founder John Bogle as a leader in the investment industry. John was best known for creating index funds, which revolutionized the way investors manage their portfolios. To read some of his renowned research, click here: http://bit.ly/2HuwSjF

01/16/2019
Big data/machine learning | IPR Journals

The Journal of Financial Data Science will take an analytical look at how big data and machine learning can be used to strengthen financial decisions.

Take a look at some of the research we’ve already covered about this topic: http://bit.ly/2VXPFa3

To reserve your complimentary copy of the Journal of Financial Data Science, click here: http://bit.ly/2VVFumq

New Featured Article || The authors of "Curve-Fitting Method for Implied Volatility" discuss the goodness of fit, smooth...
01/15/2019

New Featured Article || The authors of "Curve-Fitting Method for Implied Volatility" discuss the goodness of fit, smoothness, and economic implications of 12 distinctive curve-fitting methods. http://bit.ly/2VWyy8n

“Understanding the dispersion of returns is the first step to understanding the difference in risks in these markets” #p...
01/14/2019

“Understanding the dispersion of returns is the first step to understanding the difference in risks in these markets” #practicalapplications
http://bit.ly/2VLACjA

The inaugural publication of the Journal of Financial Data Science has already drawn in some of most prominent investmen...
01/14/2019
The Journal of Financial Data Science

The inaugural publication of the Journal of Financial Data Science has already drawn in some of most prominent investment industry experts. Petter Kolm is the Director of the Mathematics in Finance M.S. Program at NYU, and has contributed to a number of mathematics-based financial publications. He co-writes “Dynamic Replication and Hedging: A Reinforcement Learning Approach.”

To read his article in the inaugural issue, reserve your complimentary copy of the Journal of Financial Data Science: http://bit.ly/2QKjbfG

Your access to this includes access to relevant newsletters, event information and other content provided by IPR Journals. You will be able to opt-out of these via the preference center upon submission of this form or via the email with your free e-reader link. 

Joe Simonian is the Director of Quantitative Research in the Portfolio Research and Consulting Group at Natixis Investme...
01/11/2019

Joe Simonian is the Director of Quantitative Research in the Portfolio Research and Consulting Group at Natixis Investment Managers. He has over 13 years of industry experience and continually shares his research in the Journal of Portfolio Management. http://bit.ly/2RIuxoN

Marcos López de Prado is a principal and head of machine learning at AQR Capital Management. He founded the Guggenheim P...
01/11/2019

Marcos López de Prado is a principal and head of machine learning at AQR Capital Management. He founded the Guggenheim Partners’ Quantitative Investment Strategies business, where he developed high-capacity machine learning strategies.
http://bit.ly/2HgFFWi

Frank J. Fabozzi is the editor of the Journal of Portfolio Management. Fabozzi is both a Professor of Finance at EDHEC B...
01/11/2019

Frank J. Fabozzi is the editor of the Journal of Portfolio Management. Fabozzi is both a Professor of Finance at EDHEC Business School and a member of the EDHEC Risk Institute. He has also served as a trustee for the BlackRock family of closed-end funds. http://bit.ly/2VIcqP8

The Journal of Financial Data Science brings together some of the greatest minds to explore the increasing role of data ...
01/11/2019

The Journal of Financial Data Science brings together some of the greatest minds to explore the increasing role of data science in the financial industry. We’re proud to introduce you to our highly esteemed editors.

To reserve your complimentary copy of the Journal of Financial Data Science, click the link: http://bit.ly/2VLkWwX

We live in the age of big data. Modern researchers have access to massive datasets and new technologies that allow them ...
01/09/2019

We live in the age of big data. Modern researchers have access to massive datasets and new technologies that allow them to extract actionable knowledge. The Journal of Financial Data Science seeks to facilitate the relationship between data scientists and financial practitioners and provide a forum to share their research. To reserve your complimentary copy of the Journal of Financial Data Science, click the link: http://bit.ly/2RzAC7d

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Our Mission

Institutional Portfolio Research (IPR) Journals is a boutique publisher of financial research journals and has been well-respected in the financial industry since the launch of its flagship publication The Journal of Portfolio Management in 1974. The current portfolio consists of 12 publications covering a variety of investment areas, including derivatives, fixed income, index investing, and alternative investments. IPR Journals is committed to publishing the best in finance, at the highest editorial standards, from contributors worldwide. For more information and to sample our content, visit: http://bit.ly/2IuyJBa

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I have been subscribing to Journal of Portfolio Management for almost a year now. I have yet to receive a single copy. The UK number is inactive and you don't answer emails. What should I do? Thanks.