Table of Contents

September 2020; Volume 46,Issue 8

Market Liquidity: An Elusive Variable

  • 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

Drawdowns

  • 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

  • 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

Value in Listed Equities: It’s Just a Story

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

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

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

ESG in Global Corporate Bonds: The Analysis Behind the Hype

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