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The Journal of Portfolio Management

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Table of Contents

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

Introduction: Special Issue on Multi-Asset Strategies

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    Introduction: Special Issue on Multi-Asset Strategies
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2018.45.2.001

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

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    Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?
    Jennifer Bender, Jerry Le Sun and Ric Thomas
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 9-22; DOI: https://doi.org/10.3905/jpm.2018.45.2.009

Tactical and Tax Aware GTAA

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    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

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    Great Expectations: A Tactical Asset Allocation Framework for Diversified Real Asset Portfolios
    Joseph Simonian and Chenwei Wu
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 38-45; DOI: https://doi.org/10.3905/jpm.2018.45.2.038

Multi-Asset Volatility Premiums or Anomalies?

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    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

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    Do Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market Timing
    Stan Beckers
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 58-67; DOI: https://doi.org/10.3905/jpm.2018.45.2.058

Carry-Based Expected Returns for Strategic Asset Allocation

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    Carry-Based Expected Returns for Strategic Asset Allocation
    Michael Schnetzer
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 68-81; DOI: https://doi.org/10.3905/jpm.2018.45.2.068

Scaling and Adaptive Asset Allocation

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    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

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    Tail Risk in the Cross Section of Alternative Risk Premium Strategies
    Nick Baltas and Bernd Scherer
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 93-104; DOI: https://doi.org/10.3905/jpm.2018.45.2.093

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

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    Preparing a Multi-Asset Class Portfolio for Shocks to Economic Growth
    Eugene Podkaminer, Wylie Tollette and Laurence Siegel
    The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 106-116; DOI: https://doi.org/10.3905/jpm.2018.45.2.106
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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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