The Journal of Portfolio Management

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
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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The Revealed Inefficiencies of the China A-H Premium
Fujun Li, Xiaoyang Liu and Vivek Viswanathan

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.251; DOI: https://doi.org/10.3905/jpm.2021.1.251
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Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures Market
Shean-Bii Chiu, Jason Hsu, Hsing-Kuo Lai and Phillip Wool

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.249; DOI: https://doi.org/10.3905/jpm.2021.1.249
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Analyzing Markets with a Large Public Company: The Case of South Korea
Jang Ho Kim, Taehyeon Kang, Jaeyong Yu and Frank J. Fabozzi

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.250; DOI: https://doi.org/10.3905/jpm.2021.1.250
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Recent Trends and Perspectives on the Korean Asset Management Industry
Jang Ho Kim, Yongjae Lee, Jaekyu Bae and Woo Chang Kim

The Journal of Portfolio Management Non-US Financial Markets 2021, jjpm.2021.1.248; DOI: https://doi.org/10.3905/jpm.2021.1.248
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Overnight Return Momentum: Evidence from European Markets
Arik Ben Dor and Xiaming Zeng

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.247; DOI: https://doi.org/10.3905/jpm.2021.1.247
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Emerging Market Stock Momentum Returns during US Economic Regimes
Anna Martirosyan and Joseph Simonian

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.246; DOI: https://doi.org/10.3905/jpm.2021.1.246

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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.