Table of Contents

Multi-Asset Special Issue 2021; Volume 47,Issue 4

Editor’s Introduction for 2021 Special Issue on Multi-Asset Strategies

Deep Value

  • Deep Value
    Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar
    The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215

Turning Tail Risks into Tailwinds

  • Turning Tail Risks into Tailwinds
    Jérôme Gava, Francisco Guevara and Julien Turc
    The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205

Asset Allocation and Private Market Investing

  • Asset Allocation and Private Market Investing
    Junying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong Wong
    The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211

Forecasting Long-Horizon Volatility for Strategic Asset Allocation

Managing Portfolio Volatility

  • Managing Portfolio Volatility
    Michael Stamos and Thomas Zimmerer
    The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 99-109; DOI: https://doi.org/10.3905/jpm.2021.1.207

Fuzzy Factors and Asset Allocation

  • Fuzzy Factors and Asset Allocation
    Alexander Rudin and Daniel Farley
    The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 110-122; DOI: https://doi.org/10.3905/jpm.2021.1.214

Climate Change and Asset Allocation: A Distinction That Makes a Difference

Measuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank Correlation

Expected Surplus Growth Compared with Mean–Variance Optimization

Optimal Allocation to Time-Series and Cross-Sectional Momentum

Tactical Asset Allocation with the Relative Total Return CAPE

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The Journal of Portfolio Management: 47 (4)
The Journal of Portfolio Management
Vol. 47, Issue 4
Multi-Asset Special Issue 2021
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