The Journal of Portfolio Management

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
Risky Corporate Bonds in 2021: A Bubble, or Rational Underwriting in a Low-Rate Environment?
Edward I. Altman and Mike Harmon
INTRODUCTION: Resilient Real Estate
Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Youguo Liang, Greg MacKinnon and Asieh Mansour

Latest Articles

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The Effects of Spending Rules and Asset Allocation on Nonprofit Endowments
Zachery Halem, Andrew W. Lo, Egor Matveyev and Sarah Quraishi

The Journal of Portfolio Management November 2022, jpm.2022.1.431; DOI: https://doi.org/10.3905/jpm.2022.1.431
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Editor’s Introduction to the 2022 Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management
Frank J. Fabozzi and Ahmet K. Karagozoglu

The Journal of Portfolio Management Novel Risks 2022, jpm.2022.1.430; DOI: https://doi.org/10.3905/jpm.2022.1.430
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Using a Mean-Changing Stochastic Processes Exit–Entry Model for Stock Market Long–Short Prediction
Sebastien Lleo, Mikhail Zhitlukhin and William T. Ziemba

The Journal of Portfolio Management November 2022, jpm.2022.1.429; DOI: https://doi.org/10.3905/jpm.2022.1.429
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An Investor’s Guide to Crypto
Campbell R. Harvey, Tarek Abou Zeid, Teun Draaisma, Martin Luk, Henry Neville, Andre Rzym and Otto Van Hemert

The Journal of Portfolio Management November 2022, jpm.2022.1.428; DOI: https://doi.org/10.3905/jpm.2022.1.428
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Value for Equity Index Options: Expected—Not Realized—Volatility and the Distribution of Forecasts
J. Benson Durham

The Journal of Portfolio Management November 2022, jpm.2022.1.427; DOI: https://doi.org/10.3905/jpm.2022.1.427
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Investment Decisions under Almost Complete Causal Ignorance
Joseph Simonian

The Journal of Portfolio Management November 2022, jpm.2022.1.426; DOI: https://doi.org/10.3905/jpm.2022.1.426

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.