Index by author

Quantitative Special Issue 2021; Volume 47,Issue 2

B

  1. Blitz, David

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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