Table of Contents

Multi-Asset Special Issue 2019; Volume 45,Issue 2

Introduction: Special Issue on Multi-Asset Strategies

Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?

Tactical and Tax Aware GTAA

  • Tactical and Tax Aware GTAA
    Michael Aked, Robert Arnott, Paul Bouchey, Tianchuan Li and Omid Shakernia
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 23-37; DOI: https://doi.org/10.3905/jpm.2018.45.2.023

Great Expectations: A Tactical Asset Allocation Framework for Diversified Real Asset Portfolios

Multi-Asset Volatility Premiums or Anomalies?

  • Multi-Asset Volatility Premiums or Anomalies?
    Brian Jacobsen, Eddie Cheng and Wai Lee
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 47-57; DOI: https://doi.org/10.3905/jpm.2018.45.2.047

Do Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market Timing

Carry-Based Expected Returns for Strategic Asset Allocation

Scaling and Adaptive Asset Allocation

  • Scaling and Adaptive Asset Allocation
    Jarrod Wilcox
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 82-92; DOI: https://doi.org/10.3905/jpm.2018.45.2.082

Tail Risk in the Cross Section of Alternative Risk Premium Strategies

Preparing a Multi-Asset Class Portfolio for Shocks to Economic Growth

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The Journal of Portfolio Management: 45 (2)
The Journal of Portfolio Management
Vol. 45, Issue 2
Multi-Asset Special Issue 2019
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