The Journal of Portfolio Management

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Harvesting Macroeconomic Risk Premia
Kyriakos Chousakos and Daniel Giamouridis

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 93-109; DOI: https://doi.org/10.3905/jpm.2020.1.149
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INTRODUCTION: Quantitative Strategies: Multi-Asset
Frank J. Fabozzi

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 1-3; DOI: https://doi.org/10.3905/jpm.2020.46.6.001
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A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation
Gueorgui Konstantinov, Andreas Chorus and Jonas Rebmann

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 54-71; DOI: https://doi.org/10.3905/jpm.2020.1.147
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Buy-and-Hold and Constant-Mix May Be Better Allocation Strategies Than You Think
Thomas J. O’Brien

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 159-171; DOI: https://doi.org/10.3905/jpm.2020.1.138
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Does Factor Investing Improve Investor Welfare? A Multi-Asset Perspective
Lionel Martellini and Vincent Milhau

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 32-53; DOI: https://doi.org/10.3905/jpm.2020.1.152
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Mixed Ag: A Regime-Based Analysis of Multi-Asset Agriculture Portfolios
Joseph Simonian

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 135-146; DOI: https://doi.org/10.3905/jpm.2020.1.144

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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.