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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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  • JBIS Factor
    Special Issue: Factor Investing
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  • JPM_48_7_Gupta
    Consumer Spending and the Cross Section of Stock Returns
    Tarun Gupta, Edward Leung, and Viorel Roscovan
  • JPM Baz
    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
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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
  • You have access
    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
  • You have access
    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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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: 48 (7)
The Journal of Portfolio Management
Vol. 48, Issue 7
July 2022
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