Current Issue

Practitioner’s Digest

ARTICLES
A Transparent Alternative to Neural Networks with an Application to Predicting Volatility
Megan Czasonis, Mark Kritzman and David Turkington

Building Net Zero Portfolios of Sovereign Bonds
Gong Cheng, Eric Jondeau and Benoît Mojon

Optimizing Large Language Models for Sustainable Investors
Andrew Chin, Che Guan, Promod Rajaguru, Qifeng Sun and Yuning Wu

Volatility Managed Multi-Factor Portfolios
Christoph Reschenhofer and Josef Zechner

BOOK REVIEW
Book Review: Network Models in Finance: Expanding the Tools for Portfolio and Risk Management
Frank J. Fabozzi and Gueorgui S. Konstantinov (Reviewed by Mullika Sahrawat)

Upcoming JOIM events:

Fall JOIM Conference – October 26 – 28, 2025
McCombs School of Business, University of Texas at Austin

https://joim.com/conference-series/

Call for Papers
The JOIM is currently accepting manuscript submissions in the area of investment management and related fields for a special issue series. Data Science including Artificial Intelligence Analysis, Asset allocation, Machine Learning / FinTech, Optimization, Behavioral Finance, Retirement Investing and Liquidity are of particular interest.

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