Table of Contents

April 2019; Volume 45,Issue 4

INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching Hockey

INVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment Philosophies

Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Stocks, Bonds, and Causality

  • Stocks, Bonds, and Causality
    Jamil Baz, Steve Sapra and German Ramirez
    The Journal of Portfolio Management April 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037

What Do Humans Perceive in Asset Returns?

  • What Do Humans Perceive in Asset Returns?
    Jasmina Hasanhodzic, Andrew W. Lo and Emanuele Viola
    The Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049

A Guide to ESG Portfolio Construction

  • A Guide to ESG Portfolio Construction
    Michael Branch, Lisa R. Goldberg and Pete Hand
    The Journal of Portfolio Management April 2019, 45 (4) 61-66; DOI: https://doi.org/10.3905/jpm.2019.45.4.061

Integrating ESG in Portfolio Construction

  • Integrating ESG in Portfolio Construction
    Roy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret Stumpp
    The Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067

Portfolio Scoring by Expected Risk Premium

  • Portfolio Scoring by Expected Risk Premium
    Steven P. Greiner and Stoyan V. Stoyanov
    The Journal of Portfolio Management April 2019, 45 (4) 83-90; DOI: https://doi.org/10.3905/jpm.2019.45.4.083

Uncertainty, Momentum, and Profitability

  • Uncertainty, Momentum, and Profitability
    Claire Y.C. Liang, Zhenyang (David) Tang and Xiaowei Xu
    The Journal of Portfolio Management April 2019, 45 (4) 91-104; DOI: https://doi.org/10.3905/jpm.2019.1.085

Performance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and Fees

P/E Ratios, Risk Premiums, and the g* Adjustment

When Short Sellers and Corporate Insiders Agree on Stock Pricing

Return Predictability: Evidence from the US–China Supply Chain

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