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Financial Markets and Portfolio Management OnlineFirst articles


State-dependent stock selection in index tracking: a machine learning approach

We focus on the stock selection step of the index tracking problem in passive investment management and incorporate constant changes in the dynamics of markets into the decision. We propose an approach, using machine learning techniques, which …


On the Effects of Capital Markets’ Regulation on Price Informativeness: an Assessment of EU Market Abuse Directive

This study assesses the impact on price informativeness of the market abuse directive adopted by European economic area member-states. Price informativeness is measured by the future earnings response coefficient that captures the ability of stock …

16.04.2021 | Book Review Open Access

Matthew F. Dixon, Igor Halperin, and Paul Bilokon: Machine learning in finance from theory to practice


Star rating, fund flows and performance predictability: evidence from Norway

This paper studies the effect of Morningstar ratings on fund flows and fund performance predictability using a proprietary data set of equity funds from Norway. Controlling for a number of variables proxying for fund and firm visibility, we find …


Covid-19 and smart beta

A case study on the role of sectors

We investigate the role of sectors on the performance of smart beta products during the COVID-19 crisis. Cross-sectional differences in excess returns (versus a market capitalized portfolio) are driven by strong exposures to COVID-19-related …

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The official publication of the Swiss Financial Analysts Association, Financial Markets and Portfolio Management (FMPM), addresses all areas of finance, including financial markets, portfolio theory and wealth management, asset pricing, corporate finance, corporate governance, alternative investments, risk management, and regulation. The journal serves as a bridge between innovative research and its practical applications.

FMPM publishes academic and applied research articles, shorter "Perspectives," book reviews, and survey articles dedicated to current topics of interest to the financial community.

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Financ Mark Portf Manag

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