The Journal of Portfolio Management

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
ESG as Waving Banners and as Pulling Plows
Meir Statman
Factor Investing in Currency Markets: Does It Make Sense?
Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali Xu

Latest Articles

You have access
Short-Term Trend: A Jewel Hidden in Daily Returns
Marat Molyboga, Larry Swedroe and Junkai Qian

The Journal of Portfolio Management November 2020, jpm.2020.1.186; DOI: https://doi.org/10.3905/jpm.2020.1.186
You have access
Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
Nuria Alemany, Vicent Aragó and Enrique Salvador

The Journal of Portfolio Management November 2020, jpm.2020.1.185; DOI: https://doi.org/10.3905/jpm.2020.1.185
You have access
The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
Tony Barchetto, Razvan Pascalau and Ryan Poirier

The Journal of Portfolio Management November 2020, jpm.2020.1.183; DOI: https://doi.org/10.3905/jpm.2020.1.183
You have access
Selecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?
Joseph A. Cerniglia and Frank J. Fabozzi

The Journal of Portfolio Management November 2020, jpm.2020.1.184; DOI: https://doi.org/10.3905/jpm.2020.1.184
You have access
Are Long-Duration Treasuries the Best Hedge for Equities?
Sunder Ramkumar and Andrew Bates

The Journal of Portfolio Management November 2020, jpm.2020.1.182; DOI: https://doi.org/10.3905/jpm.2020.1.182
You have access
Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport

The Journal of Portfolio Management November 2020, jpm.2020.1.181; DOI: https://doi.org/10.3905/jpm.2020.1.181

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.