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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
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  • More
    • About JPM
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Index by author

Quantitative Special Issue 2019; Volume 45,Issue 3
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Bektić, Demir

    1. You have access
      Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
  2. Bender, Jennifer

    1. You have access
      Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
      Jennifer Bender, Thomas Blackburn and Xiaole Sun
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038
  3. Blackburn, Thomas

    1. You have access
      Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
      Jennifer Bender, Thomas Blackburn and Xiaole Sun
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038
  4. Blitz, David

    1. You have access
      The Characteristics of Factor Investing
      David Blitz and Milan Vidojevic
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 69-86; DOI: https://doi.org/10.3905/jpm.2019.45.3.069

D

  1. Davies, Jack

    1. You have access
      Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
      Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101

F

  1. Fergis, Kristin

    1. You have access
      Defensive Factor Timing
      Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050

G

  1. Gallagher, Katelyn

    1. You have access
      Defensive Factor Timing
      Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
  2. Gibbon, Dave

    1. You have access
      Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
      Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101
  3. Gupta, Tarun

    1. You have access
      Factor Momentum Everywhere
      Tarun Gupta and Bryan Kelly
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 13-36; DOI: https://doi.org/10.3905/jpm.2019.45.3.013

H

  1. Hao, Han

    1. You have access
      A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
      John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
  2. Hodges, Philip

    1. You have access
      Defensive Factor Timing
      Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
  3. Hogan, Ked

    1. You have access
      Defensive Factor Timing
      Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
  4. Huij, Joop

    1. You have access
      Factor Investing from Concept to Implementation
      Eduard van Gelderen, Joop Huij and Georgi Kyosev
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125

K

  1. Kelly, Bryan

    1. You have access
      Factor Momentum Everywhere
      Tarun Gupta and Bryan Kelly
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 13-36; DOI: https://doi.org/10.3905/jpm.2019.45.3.013
  2. Kyosev, Georgi

    1. You have access
      Factor Investing from Concept to Implementation
      Eduard van Gelderen, Joop Huij and Georgi Kyosev
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125

L

  1. Lester, Ashley

    1. You have access
      On the Theory and Practice of Multifactor Portfolios
      Ashley Lester
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 87-100; DOI: https://doi.org/10.3905/jpm.2019.45.3.087
  2. Li, Feifei

    1. You have access
      Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost
      Feifei Li and Joseph (Yoseop) Shim
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115
  3. Li, Nongchao

    1. You have access
      A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
      John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165

M

  1. Martellini, Lionel

    1. You have access
      A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
      John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
  2. Mulvey, John M.

    1. You have access
      A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
      John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165

S

  1. Schiereck, Dirk

    1. You have access
      Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
  2. Shim, Joseph (Yoseop)

    1. You have access
      Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost
      Feifei Li and Joseph (Yoseop) Shim
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115
  3. Shores, Sara

    1. You have access
      Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
      Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101
  4. Simonian, Joseph

    1. You have access
      Factors in Time: Fine-Tuning Hedge Fund Replication
      Joseph Simonian and Chenwei Wu
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159
  5. Smith, Josephine

    1. You have access
      Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
      Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101
  6. Spielmann, Timo

    1. You have access
      Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
  7. Sun, Xiaole

    1. You have access
      Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
      Jennifer Bender, Thomas Blackburn and Xiaole Sun
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038

V

  1. van Gelderen, Eduard

    1. You have access
      Factor Investing from Concept to Implementation
      Eduard van Gelderen, Joop Huij and Georgi Kyosev
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125
  2. Vidojevic, Milan

    1. You have access
      The Characteristics of Factor Investing
      David Blitz and Milan Vidojevic
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 69-86; DOI: https://doi.org/10.3905/jpm.2019.45.3.069

W

  1. Wegener, Michael

    1. You have access
      Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
  2. Wenzler, Josef-Stefan

    1. You have access
      Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
  3. Wu, Chenwei

    1. You have access
      Factors in Time: Fine-Tuning Hedge Fund Replication
      Joseph Simonian and Chenwei Wu
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159
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The Journal of Portfolio Management: 45 (3)
The Journal of Portfolio Management
Vol. 45, Issue 3
Quantitative Special Issue 2019
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