The Journal of Portfolio Management

Special Issue: Factor Investing
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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

Latest Articles

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Emerging Technologies and the Transformation of Exchange Trading Platforms
Andy Novocin and Bruce Weber

The Journal of Portfolio Management Market Microstructure 2022, jpm.2022.1.390; DOI: https://doi.org/10.3905/jpm.2022.1.390
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Editor’s Introduction to the Special Issue on Market Microstructure
Frank J. Fabozzi and Robert A. Schwartz

The Journal of Portfolio Management Market Microstructure 2022, jpm.2022.1.391; DOI: https://doi.org/10.3905/jpm.2022.1.391
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Performance Evaluation, Factor Models, and Portfolio Strategies: Evidence from Chinese Mutual Funds
Yeguang Chi, Yu Liu and Xiao Qiao

The Journal of Portfolio Management Emerging Markets 2022, jpm.2022.1.389; DOI: https://doi.org/10.3905/jpm.2022.1.389
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Mutual Fund Illiquidity and Stock Price Fragility: A Study Based on Chinese Mutual Funds
Jiaxun Song and Jin Gao

The Journal of Portfolio Management Emerging Markets 2022, jpm.2022.1.388; DOI: https://doi.org/10.3905/jpm.2022.1.388
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The Return of the Call Auction
Deniz Ozenbas and Robert Schwartz

The Journal of Portfolio Management Market Microstructure 2022, jpm.2022.1.387; DOI: https://doi.org/10.3905/jpm.2022.1.387
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Evolution of Emerging Markets Debt Investing
Chia Liang Lian

The Journal of Portfolio Management Emerging Markets 2022, jpm.2022.1.386; DOI: https://doi.org/10.3905/jpm.2022.1.386

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Victor Haghani and Richard Dewey	Victor Haghani Elm Partners	David Blitz Robeco Asset Management

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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.