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The Journal of Portfolio Management
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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

February 2021; Volume 47,Issue 3
  • 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. Baz, Jamil

    1. You have access
      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

C

  1. Copeland, Maggie

    1. You have access
      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
  2. Copeland, Thomas

    1. You have access
      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
  3. Czasonis, Megan

    1. You have access
      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

D

  1. Davis, Paul L.

    1. 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

G

  1. Giese, Guido

    1. You have access
      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
  2. Görgen, Maximilian

    1. You have access
      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

J

  1. Jacob, Andrea

    1. You have access
      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
  2. Jansen, Kristy

    1. You have access
      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

K

  1. Khang, Kevin

    1. You have access
      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
  2. Kritzman, Mark

    1. You have access
      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

L

  1. Lee, Linda-Eling

    1. You have access
      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
  2. Lee, Wai

    1. You have access
      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
  3. Liu, Pai

    1. You have access
      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

M

  1. McQuinn, Nicholas

    1. You have access
      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

N

  1. Nagy, Zoltán

    1. You have access
      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
  2. Nerlinger, Martin

    1. You have access
      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

S

  1. Sapra, Steve

    1. You have access
      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
  2. Schwartz, Robert A.

    1. 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
  3. Song, Koda

    1. You have access
      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
  4. Stracke, Christian

    1. You have access
      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

T

  1. Thapar, Ashwin

    1. You have access
      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
  2. Tuijp, Patrick

    1. You have access
      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
  3. Turkington, David

    1. You have access
      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

V

  1. Villalon, Dan

    1. You have access
      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

W

  1. Waser, Otto

    1. You have access
      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

Z

  1. Zhao, Wentao

    1. You have access
      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
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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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