Table of Contents

March 2020; Volume 46,Issue 4

PERSPECTIVES: Are Passive Investing Techniques Efficient for Active Strategies?

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

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

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

You Can’t Always Trend When You Want

  • 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

  • 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

  • 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

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

The Sustainability Conundrum

  • 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

Medallion Fund: The Ultimate Counterexample?

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