The Journal of Portfolio Management

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
The Golden Age of Quant
Eric H. Sorensen
The World’s Oldest Asset Class Enters the 21st Century: How Technology Is Transforming Real Estate Investment
Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Youguo Liang, Greg MacKinnon and Asieh Mansour

Latest Articles

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Identifying Performance Persistence in Hedge Funds Using a Measure of Manager Skill
Arik Ben Dor, Jingling Guan and Xiaming Zeng

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 63-78; DOI: https://doi.org/10.3905/jpm.2020.1.139
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Assessing Mutual Fund Performance in China
Bradford Cornell, Jason Hsu, Patrick Kiefer and Phillip Wool

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 118-127; DOI: https://doi.org/10.3905/jpm.2020.1.140
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Mutual Funds: Skill and Performance
Jonathan B. Berk, Jules H. van Binsbergen and Max Miller

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 17-31; DOI: https://doi.org/10.3905/jpm.2020.1.143
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Manager Selection, Deselection, and Termination
Mark Anson

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 6-16; DOI: https://doi.org/10.3905/jpm.2020.1.137
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Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 90-103; DOI: https://doi.org/10.3905/jpm.2020.1.142
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The Decision to Concentrate: Active Management, Manager Skill, and Portfolio Size
Keith C. Brown, Cristian Tiu and Uzi Yoeli

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 41-62; DOI: https://doi.org/10.3905/jpm.2020.1.136

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.