Table of Contents

February 2021; Volume 47,Issue 3

B

  1. Baz, Jamil

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