Table of Contents
March 2020; Volume 46,Issue 4
A
Ahluwalia, Harshdeep
- You have accessPortfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc StepRoger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep AhluwaliaThe Journal of Portfolio Management March 2020, 46 (4) 39-51; DOI: https://doi.org/10.3905/jpm.2020.1.127
Aliaga-Diaz, Roger
- You have accessPortfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc StepRoger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep AhluwaliaThe Journal of Portfolio Management March 2020, 46 (4) 39-51; DOI: https://doi.org/10.3905/jpm.2020.1.127
Anson, Mark
- You have accessThe Sustainability ConundrumMark Anson, Deborah Spalding, Kristofer Kwait and John DelanoThe Journal of Portfolio Management March 2020, 46 (4) 124-138; DOI: https://doi.org/10.3905/jpm.2020.1.132
B
Babu, Abhilash
- You have accessYou Can’t Always Trend When You WantAbhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik StamelosThe Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133
Blitz, David
- You have accessPERSPECTIVES: Are Passive Investing Techniques Efficient for Active Strategies?David BlitzThe Journal of Portfolio Management March 2020, 46 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2020.46.4.001
Bouchaud, Jean-Philippe
- You have accessAgnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe BouchaudThe Journal of Portfolio Management March 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129
C
Ciliberti, Stefano
- You have accessAgnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe BouchaudThe Journal of Portfolio Management March 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129
Cornell, Bradford
- You have accessMedallion Fund: The Ultimate Counterexample?Bradford CornellThe Journal of Portfolio Management March 2020, 46 (4) 156-159; DOI: https://doi.org/10.3905/jpm.2020.1.128
Czasonis, Megan
- You have accessEnhanced Scenario AnalysisMegan Czasonis, Mark Kritzman, Baykan Pamir and David TurkingtonThe Journal of Portfolio Management March 2020, 46 (4) 69-79; DOI: https://doi.org/10.3905/jpm.2020.1.125
D
Daga, Ankul
- You have accessPortfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc StepRoger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep AhluwaliaThe Journal of Portfolio Management March 2020, 46 (4) 39-51; DOI: https://doi.org/10.3905/jpm.2020.1.127
Delano, John
- You have accessThe Sustainability ConundrumMark Anson, Deborah Spalding, Kristofer Kwait and John DelanoThe Journal of Portfolio Management March 2020, 46 (4) 124-138; DOI: https://doi.org/10.3905/jpm.2020.1.132
H
Haghani, Victor
- You have accessSmart Beta: The Good, the Bad, and the MuddyJames White and Victor HaghaniThe Journal of Portfolio Management March 2020, 46 (4) 11-21; DOI: https://doi.org/10.3905/jpm.2020.1.126
Harper, Hershel
- You have accessOne Institutional Investor’s Approach to Integrating ESG in the Investment ProcessHershel HarperThe Journal of Portfolio Management March 2020, 46 (4) 110-123; DOI: https://doi.org/10.3905/jpm.2020.1.131
Hens, Thorsten
- You have accessEscaping the Backtesting IllusionThorsten Hens, Klaus Reiner Schenk-Hoppé and Mathis-Hendrik WoesthoffThe Journal of Portfolio Management March 2020, 46 (4) 81-93; DOI: https://doi.org/10.3905/jpm.2019.1.123
Hoffman, Brendan
- You have accessYou Can’t Always Trend When You WantAbhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik StamelosThe Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133
K
Kobor, Adam
- You have accessUltra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than TenThomas K. Philips and Adam KoborThe Journal of Portfolio Management March 2020, 46 (4) 140-155; DOI: https://doi.org/10.3905/jpm.2020.1.124
Kritzman, Mark
- You have accessEnhanced Scenario AnalysisMegan Czasonis, Mark Kritzman, Baykan Pamir and David TurkingtonThe Journal of Portfolio Management March 2020, 46 (4) 69-79; DOI: https://doi.org/10.3905/jpm.2020.1.125
Kwait, Kristofer
- You have accessThe Sustainability ConundrumMark Anson, Deborah Spalding, Kristofer Kwait and John DelanoThe Journal of Portfolio Management March 2020, 46 (4) 124-138; DOI: https://doi.org/10.3905/jpm.2020.1.132
L
Levine, Ari
- You have accessYou Can’t Always Trend When You WantAbhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik StamelosThe Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133
M
Maeso, Jean-Michel
- You have accessMeasuring Portfolio Rebalancing Benefits in Equity MarketsJean-Michel Maeso and Lionel MartelliniThe Journal of Portfolio Management March 2020, 46 (4) 94-109; DOI: https://doi.org/10.3905/jpm.2020.1.130
Martellini, Lionel
- You have accessMeasuring Portfolio Rebalancing Benefits in Equity MarketsJean-Michel Maeso and Lionel MartelliniThe Journal of Portfolio Management March 2020, 46 (4) 94-109; DOI: https://doi.org/10.3905/jpm.2020.1.130
N
Nguyen, Vincent
- You have accessAgnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe BouchaudThe Journal of Portfolio Management March 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129
O
Ooi, Yao Hua
- You have accessYou Can’t Always Trend When You WantAbhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik StamelosThe Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133
P
Pamir, Baykan
- You have accessEnhanced Scenario AnalysisMegan Czasonis, Mark Kritzman, Baykan Pamir and David TurkingtonThe Journal of Portfolio Management March 2020, 46 (4) 69-79; DOI: https://doi.org/10.3905/jpm.2020.1.125
Philips, Thomas K.
- You have accessUltra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than TenThomas K. Philips and Adam KoborThe Journal of Portfolio Management March 2020, 46 (4) 140-155; DOI: https://doi.org/10.3905/jpm.2020.1.124
R
Reigneron, Pierre-Alain
- You have accessAgnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe BouchaudThe Journal of Portfolio Management March 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129
Renzi-Ricci, Giulio
- You have accessPortfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc StepRoger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep AhluwaliaThe Journal of Portfolio Management March 2020, 46 (4) 39-51; DOI: https://doi.org/10.3905/jpm.2020.1.127
S
Schenk-Hoppé, Klaus Reiner
- You have accessEscaping the Backtesting IllusionThorsten Hens, Klaus Reiner Schenk-Hoppé and Mathis-Hendrik WoesthoffThe Journal of Portfolio Management March 2020, 46 (4) 81-93; DOI: https://doi.org/10.3905/jpm.2019.1.123
Schroeder, Sarah
- You have accessYou Can’t Always Trend When You WantAbhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik StamelosThe Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133
Seager, Philip
- You have accessAgnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe BouchaudThe Journal of Portfolio Management March 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129
Spalding, Deborah
- You have accessThe Sustainability ConundrumMark Anson, Deborah Spalding, Kristofer Kwait and John DelanoThe Journal of Portfolio Management March 2020, 46 (4) 124-138; DOI: https://doi.org/10.3905/jpm.2020.1.132
Stamelos, Erik
- You have accessYou Can’t Always Trend When You WantAbhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik StamelosThe Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133
T
Turkington, David
- You have accessEnhanced Scenario AnalysisMegan Czasonis, Mark Kritzman, Baykan Pamir and David TurkingtonThe Journal of Portfolio Management March 2020, 46 (4) 69-79; DOI: https://doi.org/10.3905/jpm.2020.1.125
W
White, James
- You have accessSmart Beta: The Good, the Bad, and the MuddyJames White and Victor HaghaniThe Journal of Portfolio Management March 2020, 46 (4) 11-21; DOI: https://doi.org/10.3905/jpm.2020.1.126
Woesthoff, Mathis-Hendrik
- You have accessEscaping the Backtesting IllusionThorsten Hens, Klaus Reiner Schenk-Hoppé and Mathis-Hendrik WoesthoffThe Journal of Portfolio Management March 2020, 46 (4) 81-93; DOI: https://doi.org/10.3905/jpm.2019.1.123
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The Journal of Portfolio Management
Vol. 46, Issue 4
March 2020