Table of Contents

July 2020; Volume 46,Issue 7

PERSPECTIVES: The New Normal 2.0

  • PERSPECTIVES: The New Normal 2.0
    Mohamed A. El-Erian
    The Journal of Portfolio Management July 2020, 46 (7) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.164

PERSPECTIVES: Molecular Biology and Economics: A Few Funerals Are Needed

Downside Volatility-Managed Portfolios

  • Downside Volatility-Managed Portfolios
    Xiao Qiao, Sibo Yan and Binbin Deng
    The Journal of Portfolio Management July 2020, 46 (7) 13-29; DOI: https://doi.org/10.3905/jpm.2020.1.162

Constructing Daily Equity Momentum Portfolios Using Corporate Bond Data

Portfolio Construction Matters

  • Portfolio Construction Matters
    Stefano Ciliberti and Stanislao Gualdi
    The Journal of Portfolio Management July 2020, 46 (7) 46-57; DOI: https://doi.org/10.3905/jpm.2020.1.155

The Devil Is in the Details: The Risks Often Ignored in Low-Volatility Investing

What’s Priced? Estimating Market Mispricing of Macroeconomic News

Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?

Using CAPE to Forecast Country Returns for Designing an International Country Rotation Portfolio

Time Horizon, Risk, and Implications for Equity Selection

Stock Characteristics and Stock Returns: A Skeptic’s Look at the Cross Section of Expected Returns

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

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