The Journal of Portfolio Management

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
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
Factor Momentum Everywhere
Tarun Gupta and Bryan Kelly

Latest Articles

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Value by Design?
Stephan Kessler, Bernd Scherer and Jan Philipp Harries

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.122; DOI: https://doi.org/10.3905/jpm.2019.1.122
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The Effects of Portfolio Construction on the Performance of Style Factor ETFs or How to Build a Style Factor ETF That Does What It Says on the Tin
Jason MacQueen

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.121; DOI: https://doi.org/10.3905/jpm.2019.1.121
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The Market Risk of Corporate Bonds
Marielle De Jong and Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.120; DOI: https://doi.org/10.3905/jpm.2019.1.120
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Sources of Excess Return and Implications for Active Fixed-Income Portfolio Construction
Stephen Laipply, Ananth Madhavan, Aleksander Sobczyk and Matthew Tucker

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.119; DOI: https://doi.org/10.3905/jpm.2019.1.119
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A Closer Look at the Factor-to-Specific Risk Ratio in Factor Portfolios
Jennifer Bender and Xiaole Sun

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.117; DOI: https://doi.org/10.3905/jpm.2019.1.117
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On Black’s Leverage Effect in Firms with No Leverage
Jasmina Hasanhodzic and Andrew W. Lo

The Journal of Portfolio Management November 2019, 46 (1) 106-122; DOI: https://doi.org/10.3905/jpm.2019.46.1.106

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.