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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

September 2019; Volume 45,Issue 6

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

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    The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?
    Brian Jacobsen, Wai Lee and Chao Ma
    The Journal of Portfolio Management September 2019, 45 (6) 6-15; DOI: https://doi.org/10.3905/jpm.2019.1.091

Integrating Factors in Market Indexes and Active Portfolios

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    Integrating Factors in Market Indexes and Active Portfolios
    Dimitris Melas, Zoltán Nagy, Navneet Kumar and Peter Zangari
    The Journal of Portfolio Management September 2019, 45 (6) 16-29; DOI: https://doi.org/10.3905/jpm.2019.1.096

The Capacity of Factor Strategies

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    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

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    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

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    The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies
    David Yechiam Aharon and Mahmoud Qadan
    The Journal of Portfolio Management September 2019, 45 (6) 61-74; DOI: https://doi.org/10.3905/jpm.2019.1.088

Bond-Market Risk Factors and Manager Performance

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    Bond-Market Risk Factors and Manager Performance
    Peter Mladina and Steven Germani
    The Journal of Portfolio Management September 2019, 45 (6) 75-85; DOI: https://doi.org/10.3905/jpm.2019.45.6.075

International Equity Investing: Is Flexibility the New Diversification?

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    International Equity Investing: Is Flexibility the New Diversification?
    Sunder R. Ramkumar, Michelle J. Black and Vincent C. Fu
    The Journal of Portfolio Management September 2019, 45 (6) 86-107; DOI: https://doi.org/10.3905/jpm.2019.1.094

Portfolio Selection: A Game-Theoretic Approach

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    Portfolio Selection: A Game-Theoretic Approach
    Joseph Simonian
    The Journal of Portfolio Management September 2019, 45 (6) 108-116; DOI: https://doi.org/10.3905/jpm.2019.1.095

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

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    Is There a Quid Pro Quo between Hedge Funds and Sell-Side Equity Analysts?
    April Klein, Anthony Saunders and Yu Ting Forester Wong
    The Journal of Portfolio Management September 2019, 45 (6) 117-132; DOI: https://doi.org/10.3905/jpm.2019.45.6.117

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

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    On the Existence of Stock Price Bubbles—The Smoking Gun—Discounts and Premiums on Closed-End Funds and ETFs
    Robert Jarrow
    The Journal of Portfolio Management September 2019, 45 (6) 133-138; DOI: https://doi.org/10.3905/jpm.2019.1.090

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

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    The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BET
    Preston W. Estep
    The Journal of Portfolio Management September 2019, 45 (6) 139-147; DOI: https://doi.org/10.3905/jpm.2019.1.093
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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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