Table of Contents
Multi-Asset Special Issue 2021; Volume 47,Issue 4
A
Asness, Cliff
- You have accessDeep ValueCliff Asness, John Liew, Lasse Heje Pedersen and Ashwin ThaparThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
C
Cardinale, Mirko
- You have accessForecasting Long-Horizon Volatility for Strategic Asset AllocationMirko Cardinale, Narayan Y. Naik and Varun SharmaThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212
Cheng, Eddie
- You have accessClimate Change and Asset Allocation: A Distinction That Makes a DifferenceBrian Jacobsen, Eddie Cheng and Wai LeeThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
F
Fabozzi, Frank J.
- You have accessEditor’s Introduction for 2021 Special Issue on Multi-Asset StrategiesFrank J. FabozziThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2021.47.4.001
Farley, Daniel
- You have accessFuzzy Factors and Asset AllocationAlexander Rudin and Daniel FarleyThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 110-122; DOI: https://doi.org/10.3905/jpm.2021.1.214
G
Gava, Jérôme
- You have accessTurning Tail Risks into TailwindsJérôme Gava, Francisco Guevara and Julien TurcThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
Guevara, Francisco
- You have accessTurning Tail Risks into TailwindsJérôme Gava, Francisco Guevara and Julien TurcThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
J
Jacobsen, Brian
- You have accessClimate Change and Asset Allocation: A Distinction That Makes a DifferenceBrian Jacobsen, Eddie Cheng and Wai LeeThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
Jeet, Vishv
- You have accessAsset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
L
Lee, Wai
- You have accessClimate Change and Asset Allocation: A Distinction That Makes a DifferenceBrian Jacobsen, Eddie Cheng and Wai LeeThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
Li, Ding
- You have accessAsset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
Liew, John
- You have accessDeep ValueCliff Asness, John Liew, Lasse Heje Pedersen and Ashwin ThaparThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
N
Naik, Narayan Y.
- You have accessForecasting Long-Horizon Volatility for Strategic Asset AllocationMirko Cardinale, Narayan Y. Naik and Varun SharmaThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212
P
Pedersen, Lasse Heje
- You have accessDeep ValueCliff Asness, John Liew, Lasse Heje Pedersen and Ashwin ThaparThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
Peláez, Rolando F.
- You have accessTactical Asset Allocation with the Relative Total Return CAPERolando F. PeláezThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 180-191; DOI: https://doi.org/10.3905/jpm.2021.1.206
Q
Qiu, Grace (Tiantian)
- You have accessAsset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
R
Rudin, Alexander
- You have accessFuzzy Factors and Asset AllocationAlexander Rudin and Daniel FarleyThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 110-122; DOI: https://doi.org/10.3905/jpm.2021.1.214
S
Satchell, Stephen
- You have accessExpected Surplus Growth Compared with Mean–Variance OptimizationJarrod Wilcox and Stephen SatchellThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 145-159; DOI: https://doi.org/10.3905/jpm.2021.1.209
Schmid, Olivier
- You have accessOptimal Allocation to Time-Series and Cross-Sectional MomentumOlivier Schmid and Patrick WirthThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213
Sharma, Varun
- You have accessForecasting Long-Horizon Volatility for Strategic Asset AllocationMirko Cardinale, Narayan Y. Naik and Varun SharmaThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212
Shen, Junying
- You have accessAsset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
Simonian, Joseph
- You have accessMeasuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank CorrelationSteve Q. Xia and Joseph SimonianThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 135-144; DOI: https://doi.org/10.3905/jpm.2021.1.208
Stamos, Michael
- You have accessManaging Portfolio VolatilityMichael Stamos and Thomas ZimmererThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 99-109; DOI: https://doi.org/10.3905/jpm.2021.1.207
T
Teng, Michelle (Yu)
- You have accessAsset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
Thapar, Ashwin
- You have accessDeep ValueCliff Asness, John Liew, Lasse Heje Pedersen and Ashwin ThaparThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
Turc, Julien
- You have accessTurning Tail Risks into TailwindsJérôme Gava, Francisco Guevara and Julien TurcThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
W
Wilcox, Jarrod
- You have accessExpected Surplus Growth Compared with Mean–Variance OptimizationJarrod Wilcox and Stephen SatchellThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 145-159; DOI: https://doi.org/10.3905/jpm.2021.1.209
Wirth, Patrick
- You have accessOptimal Allocation to Time-Series and Cross-Sectional MomentumOlivier Schmid and Patrick WirthThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213
Wong, Ki Cheong
- You have accessAsset Allocation and Private Market InvestingJunying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong WongThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
X
Xia, Steve Q.
- You have accessMeasuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank CorrelationSteve Q. Xia and Joseph SimonianThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 135-144; DOI: https://doi.org/10.3905/jpm.2021.1.208
Z
Zimmerer, Thomas
- You have accessManaging Portfolio VolatilityMichael Stamos and Thomas ZimmererThe Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 99-109; DOI: https://doi.org/10.3905/jpm.2021.1.207
Explore our content to discover more relevant research
In this issue
The Journal of Portfolio Management
Vol. 47, Issue 4
Multi-Asset Special Issue 2021