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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

March 2020; Volume 46,Issue 4

PERSPECTIVES: Are Passive Investing Techniques Efficient for Active Strategies?

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    PERSPECTIVES: Are Passive Investing Techniques Efficient for Active Strategies?
    David Blitz
    The Journal of Portfolio Management March 2020, 46 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2020.46.4.001

Smart Beta: The Good, the Bad, and the Muddy

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    Smart Beta: The Good, the Bad, and the Muddy
    James White and Victor Haghani
    The Journal of Portfolio Management March 2020, 46 (4) 11-21; DOI: https://doi.org/10.3905/jpm.2020.1.126

Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?

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    Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?
    Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe Bouchaud
    The Journal of Portfolio Management March 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129

Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

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    Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step
    Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep Ahluwalia
    The Journal of Portfolio Management March 2020, 46 (4) 39-51; DOI: https://doi.org/10.3905/jpm.2020.1.127

You Can’t Always Trend When You Want

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    You Can’t Always Trend When You Want
    Abhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik Stamelos
    The Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133

Enhanced Scenario Analysis

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    Enhanced Scenario Analysis
    Megan Czasonis, Mark Kritzman, Baykan Pamir and David Turkington
    The Journal of Portfolio Management March 2020, 46 (4) 69-79; DOI: https://doi.org/10.3905/jpm.2020.1.125

Escaping the Backtesting Illusion

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    Escaping the Backtesting Illusion
    Thorsten Hens, Klaus Reiner Schenk-Hoppé and Mathis-Hendrik Woesthoff
    The Journal of Portfolio Management March 2020, 46 (4) 81-93; DOI: https://doi.org/10.3905/jpm.2019.1.123

Measuring Portfolio Rebalancing Benefits in Equity Markets

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    Measuring Portfolio Rebalancing Benefits in Equity Markets
    Jean-Michel Maeso and Lionel Martellini
    The Journal of Portfolio Management March 2020, 46 (4) 94-109; DOI: https://doi.org/10.3905/jpm.2020.1.130

One Institutional Investor’s Approach to Integrating ESG in the Investment Process

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    One Institutional Investor’s Approach to Integrating ESG in the Investment Process
    Hershel Harper
    The Journal of Portfolio Management March 2020, 46 (4) 110-123; DOI: https://doi.org/10.3905/jpm.2020.1.131

The Sustainability Conundrum

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    The Sustainability Conundrum
    Mark Anson, Deborah Spalding, Kristofer Kwait and John Delano
    The Journal of Portfolio Management March 2020, 46 (4) 124-138; DOI: https://doi.org/10.3905/jpm.2020.1.132

Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than Ten

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    Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than Ten
    Thomas K. Philips and Adam Kobor
    The Journal of Portfolio Management March 2020, 46 (4) 140-155; DOI: https://doi.org/10.3905/jpm.2020.1.124

Medallion Fund: The Ultimate Counterexample?

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    Medallion Fund: The Ultimate Counterexample?
    Bradford Cornell
    The Journal of Portfolio Management March 2020, 46 (4) 156-159; DOI: https://doi.org/10.3905/jpm.2020.1.128
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The Journal of Portfolio Management: 46 (4)
The Journal of Portfolio Management
Vol. 46, Issue 4
March 2020
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