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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

February 2021; Volume 47,Issue 3

PERSPECTIVES: Plato or Aristotle: Who Got It Right? Evidence from the Equity Markets

  • You have access
    PERSPECTIVES: Plato or Aristotle: Who Got It Right? Evidence from the Equity Markets
    Paul L. Davis and Robert A. Schwartz
    The Journal of Portfolio Management February 2021, 47 (3) 1-8; DOI: https://doi.org/10.3905/jpm.2020.1.204

Work Harder: Diligent Rebalancing and Investment Horizon

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    Work Harder: Diligent Rebalancing and Investment Horizon
    Wai Lee and Pai Liu
    The Journal of Portfolio Management February 2021, 47 (3) 17-34; DOI: https://doi.org/10.3905/jpm.2020.1.201

Portfolio Protection? It’s a Long (Term) Story…

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    Portfolio Protection? It’s a Long (Term) Story…
    Nicholas McQuinn, Ashwin Thapar and Dan Villalon
    The Journal of Portfolio Management February 2021, 47 (3) 35-50; DOI: https://doi.org/10.3905/jpm.2020.1.203

Model Risk in Risk Models: Quantifying Statistical Uncertainty in Active Risk

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    Model Risk in Risk Models: Quantifying Statistical Uncertainty in Active Risk
    Kevin Khang
    The Journal of Portfolio Management February 2021, 47 (3) 51-65; DOI: https://doi.org/10.3905/jpm.2021.47.3.051

The Stock-Bond Correlation

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    The Stock-Bond Correlation
    Megan Czasonis, Mark Kritzman and David Turkington
    The Journal of Portfolio Management February 2021, 47 (3) 67-76; DOI: https://doi.org/10.3905/jpm.2020.1.195

Get Green or Die Trying? Carbon Risk Integration into Portfolio Management

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    Get Green or Die Trying? Carbon Risk Integration into Portfolio Management
    Maximilian Görgen, Andrea Jacob and Martin Nerlinger
    The Journal of Portfolio Management February 2021, 47 (3) 77-93; DOI: https://doi.org/10.3905/jpm.2020.1.200

Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and Weighting

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    Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and Weighting
    Guido Giese, Zoltán Nagy and Linda-Eling Lee
    The Journal of Portfolio Management February 2021, 47 (3) 94-111; DOI: https://doi.org/10.3905/jpm.2020.1.198

Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount

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    Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount
    Jamil Baz, Steve Sapra, Christian Stracke and Wentao Zhao
    The Journal of Portfolio Management February 2021, 47 (3) 112-121; DOI: https://doi.org/10.3905/jpm.2020.1.197

Implied Mortality for the Firm: The Market Tells the Tail

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    Implied Mortality for the Firm: The Market Tells the Tail
    Maggie Copeland, Thomas Copeland and Koda Song
    The Journal of Portfolio Management February 2021, 47 (3) 122-134; DOI: https://doi.org/10.3905/jpm.2020.1.199

A Survey of Institutional Investors’ Investment and Management Decisions on Illiquid Assets

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    A Survey of Institutional Investors’ Investment and Management Decisions on Illiquid Assets
    Kristy Jansen and Patrick Tuijp
    The Journal of Portfolio Management February 2021, 47 (3) 135-153; DOI: https://doi.org/10.3905/jpm.2020.1.202

Modelling the Shiller CAPE Ratio, Mean Reversion, and Return Forecasts

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    Modelling the Shiller CAPE Ratio, Mean Reversion, and Return Forecasts
    Otto Waser
    The Journal of Portfolio Management February 2021, 47 (3) 155-171; DOI: https://doi.org/10.3905/jpm.2021.1.210
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The Journal of Portfolio Management: 47 (3)
The Journal of Portfolio Management
Vol. 47, Issue 3
February 2021
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