The Journal of Portfolio Management

ESG as Waving Banners and as Pulling Plows
Meir Statman
Factor Investing in Currency Markets: Does It Make Sense?
Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali Xu
The Golden Age of Quant
Eric H. Sorensen
The World’s Oldest Asset Class Enters the 21st Century: How Technology Is Transforming Real Estate Investment
Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Youguo Liang, Greg MacKinnon and Asieh Mansour
The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?
Brian Jacobsen, Wai Lee and Chao Ma
The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert

Latest Articles

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Using Active Share to Evaluate Single- and Multi-Manager Portfolios
Mark Higgins, Matthew Sturdivan, Janelle Booth and Claire Illo

The Journal of Portfolio Management Manager Fund Selection 2020, jpm.2020.1.134; DOI: https://doi.org/10.3905/jpm.2020.1.134
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The Decision to Concentrate: Active Management, Manager Skill, and Portfolio Size
Keith C. Brown, Cristian Tiu and Uzi Yoeli

The Journal of Portfolio Management Manager Fund Selection 2020, jpm.2020.1.136; DOI: https://doi.org/10.3905/jpm.2020.1.136
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The Pragmatics of Private Markets Investing
Karl Polen

The Journal of Portfolio Management Manager Fund Selection 2020, jpm.2020.1.135; DOI: https://doi.org/10.3905/jpm.2020.1.135
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You Can’t Always Trend When You Want
Abhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik Stamelos

The Journal of Portfolio Management March 2020, jpm.2020.1.133; DOI: https://doi.org/10.3905/jpm.2020.1.133
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Climate Change and Asset Management
Sergio M. Focardi and Frank J. Fabozzi

The Journal of Portfolio Management Ethical Investing 2020, 46 (3) 95-107; DOI: https://doi.org/10.3905/jpm.2020.46.3.095
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An Integrated Approach to Quantitative ESG Investing
Mike Chen and George Mussalli

The Journal of Portfolio Management Ethical Investing 2020, 46 (3) 65-74; DOI: https://doi.org/10.3905/jpm.2020.46.3.065

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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.