The Journal of Portfolio Management

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
The Impact of Volatility Targeting
Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van Hemert

Latest Articles

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Integrating Factors in Market Indexes and Active Portfolios
Dimitris Melas, Zoltán Nagy, Navneet Kumar and Peter Zangari

The Journal of Portfolio Management September 2019, jpm.2019.1.096; DOI: https://doi.org/10.3905/jpm.2019.1.096
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Portfolio Selection: A Game-Theoretic Approach
Joseph Simonian

The Journal of Portfolio Management September 2019, jpm.2019.1.095; DOI: https://doi.org/10.3905/jpm.2019.1.095
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International Equity Investing: Is Flexibility the New Diversification?
Sunder R. Ramkumar, Michelle J. Black and Vincent C. Fu

The Journal of Portfolio Management September 2019, jpm.2019.1.094; DOI: https://doi.org/10.3905/jpm.2019.1.094
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The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BET
Preston W. Estep

The Journal of Portfolio Management September 2019, jpm.2019.1.093; DOI: https://doi.org/10.3905/jpm.2019.1.093
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Macroeconomic Risks in Equity Factor Investing
Noël Amenc, Mikheil Esakia, Felix Goltz and Ben Luyten

The Journal of Portfolio Management September 2019, jpm.2019.1.092; DOI: https://doi.org/10.3905/jpm.2019.1.092
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The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?
Brian Jacobsen, Wai Lee and Chao Ma

The Journal of Portfolio Management September 2019, jpm.2019.1.091; DOI: https://doi.org/10.3905/jpm.2019.1.091

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.