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The Journal of Portfolio Management

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Table of Contents

Quantitative Special Issue 2018; Volume 44,Issue 4

Academic, Practitioner, and Investor Perspectives on Factor Investing

  • You have access
    Academic, Practitioner, and Investor Perspectives on Factor Investing
    Joseph Cerniglia and Frank J. Fabozzi
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 10-16; DOI: https://doi.org/10.3905/jpm.2018.44.4.010

Bridging the Gap: Adding Factors to Passive and Active Allocations

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    Bridging the Gap: Adding Factors to Passive and Active Allocations
    Anil Rao, Raman Aylur Subramanian and Dimitris Melas
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 17-31; DOI: https://doi.org/10.3905/jpm.2018.44.4.017

Asset Allocation and Factor Investing: An Integrated Approach

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    Asset Allocation and Factor Investing: An Integrated Approach
    Alain Bergeron, Mark Kritzman and Gleb Sivitsky
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 32-38; DOI: https://doi.org/10.3905/jpm.2018.44.4.032

Not All Factor Exposures Are Created Equal

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    Not All Factor Exposures Are Created Equal
    Eric Sorensen, Mark Barnes, Nick Alonso and Edward Qian
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 39-45; DOI: https://doi.org/10.3905/jpm.2018.44.4.039

What’s in Your Benchmark? A Factor Analysis of Major Market Indexes

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    What’s in Your Benchmark? A Factor Analysis of Major Market Indexes
    Ananth Madhavan, Aleksander Sobczyk and Andrew Ang
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 46-59; DOI: https://doi.org/10.3905/jpm.2018.44.4.046

Mind the Gap: On the Importance of Understanding and Controlling Market Risk in Smart Beta Strategies

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    Mind the Gap: On the Importance of Understanding and Controlling Market Risk in Smart Beta Strategies
    Noël Amenc, Felix Goltz and Ashish Lodh
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2018.44.4.060

Five Concerns with the Five-Factor Model

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    Five Concerns with the Five-Factor Model
    David Blitz, Matthias X. Hanauer, Milan Vidojevic and Pim van Vliet
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 71-78; DOI: https://doi.org/10.3905/jpm.2018.44.4.071

The Promises and Pitfalls of Factor Timing

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    The Promises and Pitfalls of Factor Timing
    Jennifer Bender, Xiaole Sun, Ric Thomas and Volodymyr Zdorovtsov
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 79-92; DOI: https://doi.org/10.3905/jpm.2018.44.4.079

Optimal Blending of Smart Beta and Multifactor Portfolios

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    Optimal Blending of Smart Beta and Multifactor Portfolios
    Frederick E. Dopfel and Ashley Lester
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 93-105; DOI: https://doi.org/10.3905/jpm.2018.44.4.093

LDI-Sensitive Equity Factor Portfolios: The ALM Perspective to Smart Beta Investing

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    LDI-Sensitive Equity Factor Portfolios: The ALM Perspective to Smart Beta Investing
    Joseph Simonian, Ognjen Sosa, Satyajit Chandrashekar and Darby Nielson
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 106-112; DOI: https://doi.org/10.3905/jpm.2018.44.4.106

Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework

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    Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework
    Kendro Vincent, Yu-Chin Hsu and Hsiou-Wei Lin
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 113-126; DOI: https://doi.org/10.3905/jpm.2018.44.4.113

Style Investing in Fixed Income

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    Style Investing in Fixed Income
    Jordan Brooks, Diogo Palhares and Scott Richardson
    The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 127-139; DOI: https://doi.org/10.3905/jpm.2018.44.4.127
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The Journal of Portfolio Management: 44 (4)
The Journal of Portfolio Management
Vol. 44, Issue 4
Quantitative Special Issue 2018
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