Table of Contents

November 2019; Volume 46,Issue 1

INVITED EDITORIAL COMMENT: Winning the Right Game: The Search for Investment Excellence

The Golden Age of Quant

  • The Golden Age of Quant
    Eric H. Sorensen
    The Journal of Portfolio Management November 2019, 46 (1) 12-24; DOI: https://doi.org/10.3905/jpm.2019.1.109

Managing the Downside of Active and Passive Strategies—Part 1: Convexity and Fragilities

Volatility-Managed Portfolio: Does It Really Work?

Policy Portfolios and Portfolio Characteristics

Fitting Private Equity into the Total Portfolio Framework

Dynamic Strategy Migration and the Evolution of Risk Premia

Relative Strength over Investment Horizons and Stock Returns

On Black’s Leverage Effect in Firms with No Leverage

Why Do Enterprise Multiples Predict Expected Stock Returns?

Trading against the Grain: When Insiders Buy High and Sell Low

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The Journal of Portfolio Management: 46 (1)
The Journal of Portfolio Management
Vol. 46, Issue 1
November 2019
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