The Journal of Portfolio Management

Editors’ Introduction to the Special Issue on Investment Models
Frank J. Fabozzi and Kees Koedijk
Deep Value
Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar
Work Harder: Diligent Rebalancing and Investment Horizon
Wai Lee and Pai Liu
Active Factor Completion Strategies
Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother
Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
Downside Volatility-Managed Portfolios
Xiao Qiao, Sibo Yan and Binbin Deng
Strategic Rebalancing
Sandy Rattray, Nick Granger, Campbell R. Harvey and Otto Van Hemert

Latest Articles

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Financial Anomalies in Portfolio Construction and Management
Harry Markowitz, John Guerard, Ganlin Xu and Bijan Beheshti

The Journal of Portfolio Management May 2021, jpm.2021.1.242; DOI: https://doi.org/10.3905/jpm.2021.1.242
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Optimal Strategies for ESG Portfolios
Fabio Alessandrini and Eric Jondeau

The Journal of Portfolio Management May 2021, jpm.2021.1.241; DOI: https://doi.org/10.3905/jpm.2021.1.241
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Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns
Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management May 2021, jpm.2021.1.240; DOI: https://doi.org/10.3905/jpm.2021.1.240
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Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies
Ryan Poirier

The Journal of Portfolio Management May 2021, jpm.2021.1.238; DOI: https://doi.org/10.3905/jpm.2021.1.238
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Real Economy Portfolio: The Market Risk Premium as a Source of Alpha
Gerald Garvey

The Journal of Portfolio Management May 2021, jpm.2021.1.239; DOI: https://doi.org/10.3905/jpm.2021.1.239
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Strategic Asset Allocation for Endowment Funds
Kathleen E. Jacobs and Adam Kobor

The Journal of Portfolio Management Investment Models 2021, 47 (5) 114-127; DOI: https://doi.org/10.3905/jpm.2021.1.227

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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.