The Journal of Portfolio Management

Call for papers!
Submit an article today
INTRODUCTION: Resilient Real Estate
Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Youguo Liang, Greg MacKinnon and Asieh Mansour
Top-Down Portfolio Implications of Climate Change
Yesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) Jin
The Best Strategies for Inflationary Times
Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van Hemert
Follow IIJ on LinkedIn Follow IIJ on Twitter American Exceptionalism: The Long-Term Evidence
Elroy Dimson, Paul Marsh and Mike Staunton
The Quant Crisis of 2018–2020: Cornered by Big Growth
David Blitz
Editors’ Introduction to the Special Issue on Investment Models
Frank J. Fabozzi and Kees Koedijk

Latest Articles

You have access
A Tale of Two Tails: Mortality, Size, Volatility, and EPU
Maggie Copeland, Thomas Copeland and Zhitong Lai

The Journal of Portfolio Management November 2021, jpm.2021.1.302; DOI: https://doi.org/10.3905/jpm.2021.1.302
You have access
Measuring and Managing the Opportunity Cost of Downside Risk Protection
Nicole Beevers, Hannes Du Plessis, Lionel Martellini and Vincent Milhau

The Journal of Portfolio Management November 2021, jpm.2021.1.301; DOI: https://doi.org/10.3905/jpm.2021.1.301
You have access
How Much Information Is Required to Time the Market?
Rongju Zhang and Henry Wong

The Journal of Portfolio Management November 2021, jpm.2021.1.299; DOI: https://doi.org/10.3905/jpm.2021.1.299
You have access
The Efficient Frontier: A Note on the Curious Difference between Variance and Standard Deviation
Richard Roll

The Journal of Portfolio Management November 2021, jpm.2021.1.300; DOI: https://doi.org/10.3905/jpm.2021.1.300
You have access
Developing Practical Investment Resilience
Jarrod Wilcox

The Journal of Portfolio Management November 2021, jpm.2021.1.298; DOI: https://doi.org/10.3905/jpm.2021.1.298
You have access
Should Equity Factors Be Betting on Industries?
Krishna Vyas and Michael van Baren

The Journal of Portfolio Management November 2021, jpm.2021.1.297; DOI: https://doi.org/10.3905/jpm.2021.1.297

DISCOVER RESEARCH FROM OUR AUTHORS

In our series of videos, the authors of research published in The Journal of Portfolio Management, discuss the findings of their article, offering more in-depth analysis around it and explain how the conclusions can be implemented in practice.


Victor Haghani and Richard Dewey	Victor Haghani Elm Partners	David Blitz Robeco Asset Management

ABOUT THE JOURNAL OF PORTFOLIO MANAGEMENT

The Journal of Portfolio Management (JPM) is a definitive source of thought-leading analyses and practical techniques that many institutional investors turn to for insight on the financial markets.The JPM offers cutting-edge research on all major topics in investments, including asset allocation, performance measurement, market trends, portfolio optimization, and risk management.