Table of Contents

February 2021; Volume 47,Issue 3

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

Work Harder: Diligent Rebalancing and Investment Horizon

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

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

The Stock-Bond Correlation

  • 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

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

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

Implied Mortality for the Firm: The Market Tells the Tail

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

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

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