Table of Contents
Quantitative Special Issue 2021; Volume 47,Issue 2
B
Blitz, David
- You have accessSettling the Size MatterDavid Blitz and Matthias X. HanauerThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 99-112; DOI: https://doi.org/10.3905/jpm.2020.1.187
- You have accessResurrecting the Value PremiumDavid Blitz and Matthias X. HanauerThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 63-81; DOI: https://doi.org/10.3905/jpm.2020.1.188
D
Desclée, Albert
- You have accessImplementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
Dichtl, Hubert
- You have accessActive Factor Completion StrategiesHubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten RotherThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
Drobetz, Wolfgang
- You have accessActive Factor Completion StrategiesHubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten RotherThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
Dubois, Mathieu
- You have accessImplementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
F
Fabozzi, Frank J.
- You have accessEditor’s Introduction for 2021 Special Issue on Factor InvestingFrank J. FabozziThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 1-3; DOI: https://doi.org/10.3905/jpm.2020.47.2.001
G
Glück, Maximilian
- You have accessCurrency Conversion of Fama–French Factors: How and WhyMaximilian Glück, Benjamin Hübel and Hendrik ScholzThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192
H
Hanauer, Matthias X.
- You have accessSettling the Size MatterDavid Blitz and Matthias X. HanauerThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 99-112; DOI: https://doi.org/10.3905/jpm.2020.1.187
- You have accessResurrecting the Value PremiumDavid Blitz and Matthias X. HanauerThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 63-81; DOI: https://doi.org/10.3905/jpm.2020.1.188
Hübel, Benjamin
- You have accessCurrency Conversion of Fama–French Factors: How and WhyMaximilian Glück, Benjamin Hübel and Hendrik ScholzThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192
I
Israel, Ronen
- You have accessIs (Systematic) Value Investing Dead?Ronen Israel, Kristoffer Laursen and Scott RichardsonThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194
J
Jašić, Teo
- You have accessPortfolio Optimization Using Factor Scores as Constraints—Factor Constrained Portfolio Optimization ApproachTeo Jašić, Stoyan Stoyanov and Dubravko ŠtimacThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 145-156; DOI: https://doi.org/10.3905/jpm.2020.1.189
K
Khang, Kevin
- You have accessWaiting for the Next Factor Wave: Daily Rebalancing around Market Cycle TransitionsKevin Khang and Antonio PiccaThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 127-144; DOI: https://doi.org/10.3905/jpm.2020.47.2.127
Kolm, Petter N.
- You have accessFactor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio ConstructionPetter N. Kolm and Gordon RitterThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196
L
Laursen, Kristoffer
- You have accessIs (Systematic) Value Investing Dead?Ronen Israel, Kristoffer Laursen and Scott RichardsonThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194
Lohre, Harald
- You have accessActive Factor Completion StrategiesHubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten RotherThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
P
Picca, Antonio
- You have accessWaiting for the Next Factor Wave: Daily Rebalancing around Market Cycle TransitionsKevin Khang and Antonio PiccaThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 127-144; DOI: https://doi.org/10.3905/jpm.2020.47.2.127
Polbennikov, Simon
- You have accessImplementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
R
Richardson, Scott
- You have accessIs (Systematic) Value Investing Dead?Ronen Israel, Kristoffer Laursen and Scott RichardsonThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194
Ritter, Gordon
- You have accessFactor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio ConstructionPetter N. Kolm and Gordon RitterThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196
Rother, Carsten
- You have accessActive Factor Completion StrategiesHubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten RotherThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
S
Scholz, Hendrik
- You have accessCurrency Conversion of Fama–French Factors: How and WhyMaximilian Glück, Benjamin Hübel and Hendrik ScholzThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192
Štimac, Dubravko
- You have accessPortfolio Optimization Using Factor Scores as Constraints—Factor Constrained Portfolio Optimization ApproachTeo Jašić, Stoyan Stoyanov and Dubravko ŠtimacThe Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 145-156; DOI: https://doi.org/10.3905/jpm.2020.1.189
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Vol. 47, Issue 2
Quantitative Special Issue 2021