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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

Quantitative Special Issue 2021; Volume 47,Issue 2
  • 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

B

  1. Blitz, David

    1. You have access
      Settling the Size Matter
      David Blitz and Matthias X. Hanauer
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 99-112; DOI: https://doi.org/10.3905/jpm.2020.1.187
    2. You have access
      Resurrecting the Value Premium
      David Blitz and Matthias X. Hanauer
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 63-81; DOI: https://doi.org/10.3905/jpm.2020.1.188

D

  1. Desclée, Albert

    1. You have access
      Implementing Value and Momentum Strategies in Credit Portfolios
      Simon Polbennikov, Albert Desclée and Mathieu Dubois
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
  2. Dichtl, Hubert

    1. You have access
      Active Factor Completion Strategies
      Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
  3. Drobetz, Wolfgang

    1. You have access
      Active Factor Completion Strategies
      Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
  4. Dubois, Mathieu

    1. You have access
      Implementing Value and Momentum Strategies in Credit Portfolios
      Simon Polbennikov, Albert Desclée and Mathieu Dubois
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190

F

  1. Fabozzi, Frank J.

    1. You have access
      Editor’s Introduction for 2021 Special Issue on Factor Investing
      Frank J. Fabozzi
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 1-3; DOI: https://doi.org/10.3905/jpm.2020.47.2.001

G

  1. Glück, Maximilian

    1. You have access
      Currency Conversion of Fama–French Factors: How and Why
      Maximilian Glück, Benjamin Hübel and Hendrik Scholz
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192

H

  1. Hanauer, Matthias X.

    1. You have access
      Settling the Size Matter
      David Blitz and Matthias X. Hanauer
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 99-112; DOI: https://doi.org/10.3905/jpm.2020.1.187
    2. You have access
      Resurrecting the Value Premium
      David Blitz and Matthias X. Hanauer
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 63-81; DOI: https://doi.org/10.3905/jpm.2020.1.188
  2. Hübel, Benjamin

    1. You have access
      Currency Conversion of Fama–French Factors: How and Why
      Maximilian Glück, Benjamin Hübel and Hendrik Scholz
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192

I

  1. Israel, Ronen

    1. You have access
      Is (Systematic) Value Investing Dead?
      Ronen Israel, Kristoffer Laursen and Scott Richardson
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194

J

  1. Jašić, Teo

    1. You have access
      Portfolio Optimization Using Factor Scores as Constraints—Factor Constrained Portfolio Optimization Approach
      Teo Jašić, Stoyan Stoyanov and Dubravko Štimac
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 145-156; DOI: https://doi.org/10.3905/jpm.2020.1.189

K

  1. Khang, Kevin

    1. You have access
      Waiting for the Next Factor Wave: Daily Rebalancing around Market Cycle Transitions
      Kevin Khang and Antonio Picca
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 127-144; DOI: https://doi.org/10.3905/jpm.2020.47.2.127
  2. Kolm, Petter N.

    1. You have access
      Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio Construction
      Petter N. Kolm and Gordon Ritter
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196

L

  1. Laursen, Kristoffer

    1. You have access
      Is (Systematic) Value Investing Dead?
      Ronen Israel, Kristoffer Laursen and Scott Richardson
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194
  2. Lohre, Harald

    1. You have access
      Active Factor Completion Strategies
      Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193

P

  1. Picca, Antonio

    1. You have access
      Waiting for the Next Factor Wave: Daily Rebalancing around Market Cycle Transitions
      Kevin Khang and Antonio Picca
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 127-144; DOI: https://doi.org/10.3905/jpm.2020.47.2.127
  2. Polbennikov, Simon

    1. You have access
      Implementing Value and Momentum Strategies in Credit Portfolios
      Simon Polbennikov, Albert Desclée and Mathieu Dubois
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190

R

  1. Richardson, Scott

    1. You have access
      Is (Systematic) Value Investing Dead?
      Ronen Israel, Kristoffer Laursen and Scott Richardson
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194
  2. Ritter, Gordon

    1. You have access
      Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio Construction
      Petter N. Kolm and Gordon Ritter
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196
  3. Rother, Carsten

    1. You have access
      Active Factor Completion Strategies
      Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193

S

  1. Scholz, Hendrik

    1. You have access
      Currency Conversion of Fama–French Factors: How and Why
      Maximilian Glück, Benjamin Hübel and Hendrik Scholz
      The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192
  2. Štimac, Dubravko

    1. You have access
      Portfolio Optimization Using Factor Scores as Constraints—Factor Constrained Portfolio Optimization Approach
      Teo Jašić, Stoyan Stoyanov and Dubravko Štimac
      The 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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The Journal of Portfolio Management: 47 (2)
The Journal of Portfolio Management
Vol. 47, Issue 2
Quantitative Special Issue 2021
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