The Journal of Portfolio Management

24th Annual Bernstein Fabozzi/Jacobs Levy Awards
Help recognize the best papers from 2022 - Voting closes December 31, 2021
Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses
Nazli Sila Alan, Robert F. Engle, and Ahmet K. Karagozoglu
WEBINAR SUMMARY: Private Equity: Risks and Opportunities
Frank J. Fabozzi, Mark Anson, Alexander Rudin, and Andrew Weisman
Rethinking Emerging Markets: A Fresh Perspective
Gerald Garvey and Ananth Madhavan
Consumer Spending and the Cross Section of Stock Returns
Tarun Gupta, Edward Leung, and Viorel Roscovan
Inflation Risk Premium
Jamil Baz, Josh Davis, Jerry Tsai, and Ziqi Zhang
Active versus Passive: Old Wine in New Wine Skins
Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger
The Future of Factor Investing
Dimitris Melas

Latest Articles

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A Tour of the Factor Funhouse
Jennifer Bender

The Journal of Portfolio Management Quantitative Special Issue 2023, jpm.2022.1.443; DOI: https://doi.org/10.3905/jpm.2022.1.443
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Use CARMa to Price Your Stock: Equity Risk Premiums Reinvented with Exchange-Traded Funds
Stephen Antczak

The Journal of Portfolio Management February 2023, jpm.2022.1.442; DOI: https://doi.org/10.3905/jpm.2022.1.442
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Operating Leverage and Inflation
Martin L. Leibowitz and Stanley Kogelman

The Journal of Portfolio Management February 2023, jpm.2022.1.441; DOI: https://doi.org/10.3905/jpm.2022.1.441
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The Lost Decade: Have Macro Factor Risk Premia Become Irrelevant?
Chenfei Ma, Eddie Cheng and Wai Lee

The Journal of Portfolio Management Quantitative Special Issue 2023, jpm.2022.1.439; DOI: https://doi.org/10.3905/jpm.2022.1.439
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Supply Chain and Correlations
Frédéric Abergel and Adrien Akar

The Journal of Portfolio Management February 2023, jpm.2022.1.440; DOI: https://doi.org/10.3905/jpm.2022.1.440
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Portfolio Tilts Using Views on Macroeconomic Regimes
Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

The Journal of Portfolio Management February 2023, jpm.2022.1.438; DOI: https://doi.org/10.3905/jpm.2022.1.438

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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.