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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

September 2020; Volume 46,Issue 8

Market Liquidity: An Elusive Variable

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    Market Liquidity: An Elusive Variable
    Robert A. Schwartz, Reto Francioni and Peter Weber
    The Journal of Portfolio Management September 2020, 46 (8) 7-26; DOI: https://doi.org/10.3905/jpm.2020.1.174

Method in the Madness: Bubbles, Trading, and Incentives

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    Method in the Madness: Bubbles, Trading, and Incentives
    Jamil Baz, Josh Davis, Cristian Fuenzalida and Jerry Tsai
    The Journal of Portfolio Management September 2020, 46 (8) 27-33; DOI: https://doi.org/10.3905/jpm.2020.1.168

Drawdowns

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    Drawdowns
    Otto Van Hemert, Mark Ganz, Campbell R. Harvey, Sandy Rattray, Eva Sanchez Martin and Darrel Yawitch
    The Journal of Portfolio Management September 2020, 46 (8) 34-50; DOI: https://doi.org/10.3905/jpm.2020.1.170

Small-Cap Allocations: Timing the Entry

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    Small-Cap Allocations: Timing the Entry
    Eric Sorensen and Sebastian Lancetti
    The Journal of Portfolio Management September 2020, 46 (8) 51-63; DOI: https://doi.org/10.3905/jpm.2020.1.169

Active Sector Funds and Fund Manager Skill

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    Active Sector Funds and Fund Manager Skill
    Huangyu Chen and Dirk Hackbarth
    The Journal of Portfolio Management September 2020, 46 (8) 64-85; DOI: https://doi.org/10.3905/jpm.2020.1.172

Value in Listed Equities: It’s Just a Story

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    Value in Listed Equities: It’s Just a Story
    Gerald T. Garvey
    The Journal of Portfolio Management September 2020, 46 (8) 86-97; DOI: https://doi.org/10.3905/jpm.2020.1.165

Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)

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    Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)
    Megan Czasonis, Mark Kritzman and David Turkington
    The Journal of Portfolio Management September 2020, 46 (8) 98-107; DOI: https://doi.org/10.3905/jpm.2020.1.167

Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a Difference

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    Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a Difference
    Xiang Gao, Kees G. Koedijk and Zhan Wang
    The Journal of Portfolio Management September 2020, 46 (8) 108-119; DOI: https://doi.org/10.3905/jpm.2020.1.173

The Risk-Free Asset Implied by the Market: Medium-Term Bonds instead of Short-Term Bills

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    The Risk-Free Asset Implied by the Market: Medium-Term Bonds instead of Short-Term Bills
    David Blitz
    The Journal of Portfolio Management September 2020, 46 (8) 120-132; DOI: https://doi.org/10.3905/jpm.2020.1.166

ESG in Global Corporate Bonds: The Analysis Behind the Hype

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    ESG in Global Corporate Bonds: The Analysis Behind the Hype
    Bhupinder Bahra and Lovjit Thukral
    The Journal of Portfolio Management September 2020, 46 (8) 133-147; DOI: https://doi.org/10.3905/jpm.2020.1.171
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The Journal of Portfolio Management: 46 (8)
The Journal of Portfolio Management
Vol. 46, Issue 8
September 2020
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