The Journal of Portfolio Management

Special Issue: Factor Investing
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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
Top-Down Portfolio Implications of Climate Change
Yesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) Jin
The Best Strategies for Inflationary Times
Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van Hemert

Latest Articles

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Sector Rotation in Times of Crises
Pratiksha Sharma, Dhruvi Nishar, Vedant Kabra, Peyasha Sehgal, Debashis Guha and Larry Pohlman

The Journal of Portfolio Management July 2022, 48 (7) 59-74; DOI: https://doi.org/10.3905/jpm.2022.1.379
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Portfolio Factory
Bernd Scherer

The Journal of Portfolio Management July 2022, 48 (7) 7-13; DOI: https://doi.org/10.3905/jpm.2022.1.364
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Expected Stock Returns When Interest Rates Are Low
David Blitz

The Journal of Portfolio Management July 2022, 48 (7) 104-116; DOI: https://doi.org/10.3905/jpm.2022.1.362
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Is Incorporating ESG Considerations Costly?
Arik Ben Dor, Jingling Guan and Yunpeng Sun

The Journal of Portfolio Management July 2022, 48 (7) 75-87; DOI: https://doi.org/10.3905/jpm.2022.1.377
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Predicting Stock Index Changes
Sascha Wilkens

The Journal of Portfolio Management July 2022, 48 (7) 175-194; DOI: https://doi.org/10.3905/jpm.2022.1.359
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Consumer Spending and the Cross-Section of Stock Returns
Tarun Gupta, Edward Leung and Viorel Roscovan

The Journal of Portfolio Management July 2022, 48 (7) 117-137; DOI: https://doi.org/10.3905/jpm.2022.1.365

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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.