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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

April 2019; Volume 45,Issue 4

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

  • Open Access
    INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching Hockey
    Clifford Asness and Aaron Brown
    The Journal of Portfolio Management April 2019, 45 (4) 1-6; DOI: https://doi.org/10.3905/jpm.2019.45.4.001

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

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    INVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment Philosophies
    David Blitz and Wilma de Groot
    The Journal of Portfolio Management April 2019, 45 (4) 7-11; DOI: https://doi.org/10.3905/jpm.2019.45.4.007

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

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    Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
    Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
    The Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018

Stocks, Bonds, and Causality

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    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?

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    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

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    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

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    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

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    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

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    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

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    Performance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and Fees
    Georges Hübner and Marie Lambert
    The Journal of Portfolio Management April 2019, 45 (4) 105-118; DOI: https://doi.org/10.3905/jpm.2019.45.4.105

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

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    P/E Ratios, Risk Premiums, and the g* Adjustment
    Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
    The Journal of Portfolio Management April 2019, 45 (4) 119-128; DOI: https://doi.org/10.3905/jpm.2019.45.4.119

When Short Sellers and Corporate Insiders Agree on Stock Pricing

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    When Short Sellers and Corporate Insiders Agree on Stock Pricing
    Chune Young Chung, Hong Kee Sul and Kainan Wang
    The Journal of Portfolio Management April 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084

Return Predictability: Evidence from the US–China Supply Chain

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    Return Predictability: Evidence from the US–China Supply Chain
    Rui Chen, Zhennan Gao and Xueyong Zhang
    The Journal of Portfolio Management April 2019, 45 (4) 143-151; DOI: https://doi.org/10.3905/jpm.2019.45.4.143
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The Journal of Portfolio Management: 45 (4)
The Journal of Portfolio Management
Vol. 45, Issue 4
April 2019
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