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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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  • Deep Value
    Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar
  • Work Harder: Diligent Rebalancing and Investment Horizon
    Wai Lee and Pai Liu
  • 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
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Latest Articles

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    Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities
    Vineer Bhansali and Jeremie Holdom
    The Journal of Portfolio Management May 2021, jpm.2021.1.229; DOI: https://doi.org/10.3905/jpm.2021.1.229
  • You have access
    Risk Parity: The Democratization of Risk in Asset Allocation
    Francesco A. Fabozzi, Joseph Simonian and Frank J. Fabozzi
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.228; DOI: https://doi.org/10.3905/jpm.2021.1.228
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    Strategic Asset Allocation for Endowment Funds
    Kathleen E. Jacobs and Adam Kobor
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.227; DOI: https://doi.org/10.3905/jpm.2021.1.227
  • You have access
    The Canadian Pension Fund Model: A Quantitative Portrait
    Alexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin Spehner
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.226; DOI: https://doi.org/10.3905/jpm.2021.1.226
  • You have access
    Optimal Allocation to Time-Series and Cross-Sectional Momentum
    Olivier Schmid and Patrick Wirth
    The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213
  • You have access
    Tactical Asset Allocation with the Relative Total Return CAPE
    Rolando F. Peláez
    The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 180-191; DOI: https://doi.org/10.3905/jpm.2021.1.206
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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. 

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The Journal of Portfolio Management: 47 (4)
The Journal of Portfolio Management
Vol. 47, Issue 4
Multi-Asset Special Issue 2021
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