The Journal of Portfolio Management

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
Manager Selection, Deselection and Termination
Mark Anson
Smart Beta: The Good, the Bad, and the Muddy
James White and Victor Haghani

Latest Articles

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Modelling the Shiller CAPE Ratio, Mean Reversion, and Return Forecasts
Otto Waser

The Journal of Portfolio Management February 2021, jpm.2021.1.210; DOI: https://doi.org/10.3905/jpm.2021.1.210
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Expected Surplus Growth Compared with Mean–Variance Optimization
Jarrod Wilcox and Stephen Satchell

The Journal of Portfolio Management Multi-Asset Special Issue 2021, jpm.2021.1.209; DOI: https://doi.org/10.3905/jpm.2021.1.209
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Measuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank Correlation
Steve Q. Xia and Joseph Simonian

The Journal of Portfolio Management Multi-Asset Special Issue 2021, jpm.2021.1.208; DOI: https://doi.org/10.3905/jpm.2021.1.208
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Turning Tail Risks into Tailwinds
Jérôme Gava, Francisco Guevara and Julien Turc

The Journal of Portfolio Management Multi-Asset Special Issue 2021, jpm.2021.1.205; DOI: https://doi.org/10.3905/jpm.2021.1.205
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Tactical Asset Allocation with the Relative Total Return CAPE
Rolando F. Peláez

The Journal of Portfolio Management Multi-Asset Special Issue 2021, jpm.2021.1.206; DOI: https://doi.org/10.3905/jpm.2021.1.206
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Managing Portfolio Volatility
Michael Stamos and Thomas Zimmerer

The Journal of Portfolio Management Multi-Asset Special Issue 2021, jpm.2021.1.207; DOI: https://doi.org/10.3905/jpm.2021.1.207

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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.