Table of Contents

Quantitative Special Issue 2018; Volume 44,Issue 4

Academic, Practitioner, and Investor Perspectives on Factor Investing

Bridging the Gap: Adding Factors to Passive and Active Allocations

Asset Allocation and Factor Investing: An Integrated Approach

Not All Factor Exposures Are Created Equal

  • 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

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

Five Concerns with the Five-Factor Model

  • 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

  • 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

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

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

Style Investing in Fixed Income

  • 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
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Portfolio Management: 44 (4)
The Journal of Portfolio Management
Vol. 44, Issue 4
Quantitative Special Issue 2018
Sign up for alerts