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September 2019; Volume 45,Issue 6

The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?

Integrating Factors in Market Indexes and Active Portfolios

The Capacity of Factor Strategies

  • The Capacity of Factor Strategies
    David Blitz and Thom Marchesini
    The Journal of Portfolio Management September 2019, 45 (6) 30-38; DOI: https://doi.org/10.3905/jpm.2019.1.089

Macroeconomic Risks in Equity Factor Investing

  • Macroeconomic Risks in Equity Factor Investing
    Noël Amenc, Mikheil Esakia, Felix Goltz and Ben Luyten
    The Journal of Portfolio Management September 2019, 45 (6) 39-60; DOI: https://doi.org/10.3905/jpm.2019.1.092

The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies

Bond-Market Risk Factors and Manager Performance

International Equity Investing: Is Flexibility the New Diversification?

Portfolio Selection: A Game-Theoretic Approach

Is There a Quid Pro Quo between Hedge Funds and Sell-Side Equity Analysts?

On the Existence of Stock Price Bubbles—The Smoking Gun—Discounts and Premiums on Closed-End Funds and ETFs

The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BET

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The Journal of Portfolio Management: 45 (6)
The Journal of Portfolio Management
Vol. 45, Issue 6
September 2019
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