Table of Contents

March 2020; Volume 46,Issue 4

A

  1. Ahluwalia, Harshdeep

    1. 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

  2. Aliaga-Diaz, Roger

    1. 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

  3. Anson, Mark

    1. 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

B

  1. Babu, Abhilash

    1. 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

  2. Blitz, David

    1. 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

  3. Bouchaud, Jean-Philippe

    1. 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

C

  1. Ciliberti, Stefano

    1. 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

  2. Cornell, Bradford

    1. 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

  3. Czasonis, Megan

    1. 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

D

  1. Daga, Ankul

    1. 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

  2. Delano, John

    1. 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

H

  1. Haghani, Victor

    1. 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

  2. Harper, Hershel

    1. 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

  3. Hens, Thorsten

    1. 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

  4. Hoffman, Brendan

    1. 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

K

  1. Kobor, Adam

    1. 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

  2. Kritzman, Mark

    1. 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

  3. Kwait, Kristofer

    1. 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

L

  1. Levine, Ari

    1. 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

M

  1. Maeso, Jean-Michel

    1. 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

  2. Martellini, Lionel

    1. 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

N

  1. Nguyen, Vincent

    1. 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

O

  1. Ooi, Yao Hua

    1. 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

P

  1. Pamir, Baykan

    1. 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

  2. Philips, Thomas K.

    1. 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

R

  1. Reigneron, Pierre-Alain

    1. 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

  2. Renzi-Ricci, Giulio

    1. 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

S

  1. Schenk-Hoppé, Klaus Reiner

    1. 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

  2. Schroeder, Sarah

    1. 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

  3. Seager, Philip

    1. 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

  4. Spalding, Deborah

    1. 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

  5. Stamelos, Erik

    1. 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

T

  1. Turkington, David

    1. 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

W

  1. White, James

    1. 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

  2. Woesthoff, Mathis-Hendrik

    1. 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
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