The Journal of Portfolio Management

The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?
Brian Jacobsen, Wai Lee and Chao Ma
The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
Factor Momentum Everywhere
Tarun Gupta and Bryan Kelly
Featured Video: Founder of The Vanguard Group discusses his latest article "The Road Not Taken" published in The Journal of Portfolio Management. (Vol. 44 Issue 1)
John Bogle in November 2017
Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?
Jennifer Bender, Jerry Le Sun and Ric Thomas

Latest Articles

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Fitting Private Equity into the Total Portfolio Framework
Alexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie Fink

The Journal of Portfolio Management November 2019, jpm.2019.1.106; DOI: https://doi.org/10.3905/jpm.2019.1.106
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Volatility-Managed Portfolio: Does It Really Work?
Fang Liu, Xiaoxiao Tang and Guofu Zhou

The Journal of Portfolio Management November 2019, jpm.2019.1.107; DOI: https://doi.org/10.3905/jpm.2019.1.107
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Managing the Downside of Active and Passive Strategies—Part 1: Convexity and Fragilities
Raphael Douady

The Journal of Portfolio Management November 2019, jpm.2019.1.112; DOI: https://doi.org/10.3905/jpm.2019.1.112
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Relative Strength over Investment Horizons and Stock Returns
Zhaobo Zhu, Xinrui Duan and Jun Tu

The Journal of Portfolio Management November 2019, jpm.2019.1.111; DOI: https://doi.org/10.3905/jpm.2019.1.111
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Dynamic Strategy Migration and the Evolution of Risk Premia
David E. Kuenzi

The Journal of Portfolio Management November 2019, jpm.2019.1.110; DOI: https://doi.org/10.3905/jpm.2019.1.110
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The Golden Age of Quant
Eric H. Sorensen

The Journal of Portfolio Management November 2019, jpm.2019.1.109; DOI: https://doi.org/10.3905/jpm.2019.1.109

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.