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The Journal of Portfolio Management
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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

  • Home
  • Current Issue
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  • More
    • About JPM
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Table of Contents

November 2020; Volume 47,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Alemany, Nuria

    1. You have access
      Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
      Nuria Alemany, Vicent Aragó and Enrique Salvador
      The Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
  2. Aragó, Vicent

    1. You have access
      Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
      Nuria Alemany, Vicent Aragó and Enrique Salvador
      The Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
  3. Arshanapalli, Bala

    1. You have access
      The Profitability of Technical Analysis during Financial Bubbles
      Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
      The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176

B

  1. Barchetto, Tony

    1. You have access
      The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
      Tony Barchetto, Razvan Pascalau and Ryan Poirier
      The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
  2. Bates, Andrew

    1. You have access
      Are Long-Duration Treasuries the Best Hedge for Equities?
      Sunder Ramkumar and Andrew Bates
      The Journal of Portfolio Management November 2020, 47 (1) 137-153; DOI: https://doi.org/10.3905/jpm.2020.1.182
  3. Bhansali, Vineer

    1. You have access
      Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
      Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
      The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181

C

  1. Cerniglia, Joseph A.

    1. You have access
      Selecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?
      Joseph A. Cerniglia and Frank J. Fabozzi
      The Journal of Portfolio Management November 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184
  2. Chang, Linda

    1. You have access
      Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
      Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
      The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181

D

  1. Dimson, Elroy

    1. You have access
      Divergent ESG Ratings
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175

F

  1. Fabozzi, Frank J.

    1. You have access
      Selecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?
      Joseph A. Cerniglia and Frank J. Fabozzi
      The Journal of Portfolio Management November 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184

G

  1. Goldberg, Lisa R.

    1. You have access
      Better Betas
      Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
      The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119

H

  1. Holdom, Jeremie

    1. You have access
      Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
      Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
      The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181

K

  1. Kogelman, Stanley

    1. You have access
      Sharpe Ratios, Target Ratios, and Return Goals
      Martin L. Leibowitz and Stanley Kogelman
      The Journal of Portfolio Management November 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179

L

  1. Leibowitz, Martin L.

    1. You have access
      Sharpe Ratios, Target Ratios, and Return Goals
      Martin L. Leibowitz and Stanley Kogelman
      The Journal of Portfolio Management November 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179
  2. Lin, Wenguang

    1. You have access
      Is Smart Beta Still Smart under the Lens of the Diversification Return?
      Wenguang Lin and Gary C. Sanger
      The Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
  3. Lipshitz, Clive

    1. You have access
      PERSPECTIVES: Seeking Sustainability in American Public Employee Pension Systems
      Clive Lipshitz and Ingo Walter
      The Journal of Portfolio Management November 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
  4. Lutey, Matthew

    1. You have access
      The Profitability of Technical Analysis during Financial Bubbles
      Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
      The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176

M

  1. Marsh, Paul

    1. You have access
      Divergent ESG Ratings
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
  2. Molyboga, Marat

    1. You have access
      Short-Term Trend: A Jewel Hidden in Daily Returns
      Marat Molyboga, Larry Swedroe and Junkai Qian
      The Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186

N

  1. Nelson, William

    1. You have access
      The Profitability of Technical Analysis during Financial Bubbles
      Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
      The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176

O

  1. Ozenbas, Deniz

    1. You have access
      Perspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity Markets
      Deniz Ozenbas and Robert A. Schwartz
      The Journal of Portfolio Management November 2020, 47 (1) 5-10; DOI: https://doi.org/10.3905/jpm.2020.1.178

P

  1. Papanicolaou, Alex

    1. You have access
      Better Betas
      Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
      The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
  2. Pascalau, Razvan

    1. You have access
      The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
      Tony Barchetto, Razvan Pascalau and Ryan Poirier
      The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
  3. Poirier, Ryan

    1. You have access
      The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
      Tony Barchetto, Razvan Pascalau and Ryan Poirier
      The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
  4. Pollak, Micah

    1. You have access
      The Profitability of Technical Analysis during Financial Bubbles
      Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
      The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176

Q

  1. Qian, Junkai

    1. You have access
      Short-Term Trend: A Jewel Hidden in Daily Returns
      Marat Molyboga, Larry Swedroe and Junkai Qian
      The Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186

R

  1. Ramkumar, Sunder

    1. You have access
      Are Long-Duration Treasuries the Best Hedge for Equities?
      Sunder Ramkumar and Andrew Bates
      The Journal of Portfolio Management November 2020, 47 (1) 137-153; DOI: https://doi.org/10.3905/jpm.2020.1.182
  2. Rappaport, Marcy

    1. You have access
      Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
      Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
      The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181

S

  1. Salvador, Enrique

    1. You have access
      Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
      Nuria Alemany, Vicent Aragó and Enrique Salvador
      The Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
  2. Sanger, Gary C.

    1. You have access
      Is Smart Beta Still Smart under the Lens of the Diversification Return?
      Wenguang Lin and Gary C. Sanger
      The Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
  3. Schwartz, Robert A.

    1. You have access
      Perspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity Markets
      Deniz Ozenbas and Robert A. Schwartz
      The Journal of Portfolio Management November 2020, 47 (1) 5-10; DOI: https://doi.org/10.3905/jpm.2020.1.178
  4. Shkolnik, Alex

    1. You have access
      Better Betas
      Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
      The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
  5. Staunton, Mike

    1. You have access
      Divergent ESG Ratings
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
  6. Swedroe, Larry

    1. You have access
      Short-Term Trend: A Jewel Hidden in Daily Returns
      Marat Molyboga, Larry Swedroe and Junkai Qian
      The Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186

U

  1. Ulucam, Simge

    1. You have access
      Better Betas
      Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
      The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119

W

  1. Walter, Ingo

    1. You have access
      PERSPECTIVES: Seeking Sustainability in American Public Employee Pension Systems
      Clive Lipshitz and Ingo Walter
      The Journal of Portfolio Management November 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
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The Journal of Portfolio Management: 47 (1)
The Journal of Portfolio Management
Vol. 47, Issue 1
November 2020
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