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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

November 2019; Volume 46,Issue 1

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

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    INVITED EDITORIAL COMMENT: Winning the Right Game: The Search for Investment Excellence
    Kees Koedijk, Alfred Slager and Jaap van Dam
    The Journal of Portfolio Management November 2019, 46 (1) 1-6; DOI: https://doi.org/10.3905/jpm.2019.46.1.001

The Golden Age of Quant

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    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

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    Managing the Downside of Active and Passive Strategies—Part 1: Convexity and Fragilities
    Raphael Douady
    The Journal of Portfolio Management November 2019, 46 (1) 25-37; DOI: https://doi.org/10.3905/jpm.2019.1.112

Volatility-Managed Portfolio: Does It Really Work?

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    Volatility-Managed Portfolio: Does It Really Work?
    Fang Liu, Xiaoxiao Tang and Guofu Zhou
    The Journal of Portfolio Management November 2019, 46 (1) 38-51; DOI: https://doi.org/10.3905/jpm.2019.1.107

Policy Portfolios and Portfolio Characteristics

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    Policy Portfolios and Portfolio Characteristics
    Joseph Simonian
    The Journal of Portfolio Management November 2019, 46 (1) 52-59; DOI: https://doi.org/10.3905/jpm.2019.1.108

Fitting Private Equity into the Total Portfolio Framework

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    Fitting Private Equity into the Total Portfolio Framework
    Alexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie Fink
    The Journal of Portfolio Management November 2019, 46 (1) 60-73; DOI: https://doi.org/10.3905/jpm.2019.1.106

Dynamic Strategy Migration and the Evolution of Risk Premia

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    Dynamic Strategy Migration and the Evolution of Risk Premia
    David E. Kuenzi
    The Journal of Portfolio Management November 2019, 46 (1) 74-90; DOI: https://doi.org/10.3905/jpm.2019.1.110

Relative Strength over Investment Horizons and Stock Returns

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    Relative Strength over Investment Horizons and Stock Returns
    Zhaobo Zhu, Xinrui Duan and Jun Tu
    The Journal of Portfolio Management November 2019, 46 (1) 91-105; DOI: https://doi.org/10.3905/jpm.2019.1.111

On Black’s Leverage Effect in Firms with No Leverage

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    On Black’s Leverage Effect in Firms with No Leverage
    Jasmina Hasanhodzic and Andrew W. Lo
    The Journal of Portfolio Management November 2019, 46 (1) 106-122; DOI: https://doi.org/10.3905/jpm.2019.46.1.106

Why Do Enterprise Multiples Predict Expected Stock Returns?

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    Why Do Enterprise Multiples Predict Expected Stock Returns?
    Steven S. Crawford, Wesley R. Gray and Jack Vogel
    The Journal of Portfolio Management November 2019, 46 (1) 123-138; DOI: https://doi.org/10.3905/jpm.2019.1.105

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

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    Trading against the Grain: When Insiders Buy High and Sell Low
    Ruihai Li, Xuewu (Wesley) Wang, Zhipeng Yan and Qunzi Zhang
    The Journal of Portfolio Management November 2019, 46 (1) 139-151; DOI: https://doi.org/10.3905/jpm.2019.46.1.139
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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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