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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

July 2020; Volume 46,Issue 7

PERSPECTIVES: The New Normal 2.0

  • You have access
    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

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    PERSPECTIVES: Molecular Biology and Economics: A Few Funerals Are Needed
    Arturo Cifuentes and Bernardo Pagnoncelli
    The Journal of Portfolio Management July 2020, 46 (7) 5-7; DOI: https://doi.org/10.3905/jpm.2020.1.153

Downside Volatility-Managed Portfolios

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    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

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    Constructing Daily Equity Momentum Portfolios Using Corporate Bond Data
    Arik Ben Dor, Jingling Guan and Carlo Rosa
    The Journal of Portfolio Management July 2020, 46 (7) 30-45; DOI: https://doi.org/10.3905/jpm.2020.1.156

Portfolio Construction Matters

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    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

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    The Devil Is in the Details: The Risks Often Ignored in Low-Volatility Investing
    Nicholas Alonso and Oleg Nusinzon
    The Journal of Portfolio Management July 2020, 46 (7) 58-70; DOI: https://doi.org/10.3905/jpm.2020.1.163

What’s Priced? Estimating Market Mispricing of Macroeconomic News

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    What’s Priced? Estimating Market Mispricing of Macroeconomic News
    Kevin Ferriter, Pierre Sarrau and Eric Van Nostrand
    The Journal of Portfolio Management July 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157

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

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    Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?
    Noël Amenc, Felix Goltz and Ben Luyten
    The Journal of Portfolio Management July 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161

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

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    Using CAPE to Forecast Country Returns for Designing an International Country Rotation Portfolio
    Sailesh S. Radha
    The Journal of Portfolio Management July 2020, 46 (7) 101-117; DOI: https://doi.org/10.3905/jpm.2020.1.160

Time Horizon, Risk, and Implications for Equity Selection

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    Time Horizon, Risk, and Implications for Equity Selection
    Sunder R. Ramkumar
    The Journal of Portfolio Management July 2020, 46 (7) 118-130; DOI: https://doi.org/10.3905/jpm.2020.1.159

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

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    Stock Characteristics and Stock Returns: A Skeptic’s Look at the Cross Section of Expected Returns
    Bradford Cornell
    The Journal of Portfolio Management July 2020, 46 (7) 131-142; DOI: https://doi.org/10.3905/jpm.2020.1.154

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

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    Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
    George O. Aragon, Rajnish Mehra and Sunil Wahal
    The Journal of Portfolio Management July 2020, 46 (7) 144-159; DOI: https://doi.org/10.3905/jpm.2020.1.158
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The Journal of Portfolio Management: 46 (7)
The Journal of Portfolio Management
Vol. 46, Issue 7
July 2020
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