Table of Contents

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

A

  1. Asness, Cliff

    1. 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

C

  1. Cardinale, Mirko

    1. Forecasting Long-Horizon Volatility for Strategic Asset Allocation
      Mirko Cardinale, Narayan Y. Naik and Varun Sharma
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212

  2. Cheng, Eddie

    1. Climate Change and Asset Allocation: A Distinction That Makes a Difference
      Brian Jacobsen, Eddie Cheng and Wai Lee
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218

F

  1. Fabozzi, Frank J.

    1. Editor’s Introduction for 2021 Special Issue on Multi-Asset Strategies
      Frank J. Fabozzi
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2021.47.4.001

  2. Farley, Daniel

    1. 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

G

  1. Gava, Jérôme

    1. 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

  2. Guevara, Francisco

    1. 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

J

  1. Jacobsen, Brian

    1. Climate Change and Asset Allocation: A Distinction That Makes a Difference
      Brian Jacobsen, Eddie Cheng and Wai Lee
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218

  2. Jeet, Vishv

    1. 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

L

  1. Lee, Wai

    1. Climate Change and Asset Allocation: A Distinction That Makes a Difference
      Brian Jacobsen, Eddie Cheng and Wai Lee
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218

  2. Li, Ding

    1. 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

  3. Liew, John

    1. 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

N

  1. Naik, Narayan Y.

    1. Forecasting Long-Horizon Volatility for Strategic Asset Allocation
      Mirko Cardinale, Narayan Y. Naik and Varun Sharma
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212

P

  1. Pedersen, Lasse Heje

    1. 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

  2. Peláez, Rolando F.

    1. Tactical Asset Allocation with the Relative Total Return CAPE
      Rolando F. Peláez
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 180-191; DOI: https://doi.org/10.3905/jpm.2021.1.206

Q

  1. Qiu, Grace (Tiantian)

    1. 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

R

  1. Rudin, Alexander

    1. 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

S

  1. Satchell, Stephen

    1. Expected Surplus Growth Compared with Mean–Variance Optimization
      Jarrod Wilcox and Stephen Satchell
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 145-159; DOI: https://doi.org/10.3905/jpm.2021.1.209

  2. Schmid, Olivier

    1. Optimal Allocation to Time-Series and Cross-Sectional Momentum
      Olivier Schmid and Patrick Wirth
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213

  3. Sharma, Varun

    1. Forecasting Long-Horizon Volatility for Strategic Asset Allocation
      Mirko Cardinale, Narayan Y. Naik and Varun Sharma
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212

  4. Shen, Junying

    1. 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

  5. Simonian, Joseph

    1. Measuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank Correlation
      Steve Q. Xia and Joseph Simonian
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 135-144; DOI: https://doi.org/10.3905/jpm.2021.1.208

  6. Stamos, Michael

    1. 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

T

  1. Teng, Michelle (Yu)

    1. 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

  2. Thapar, Ashwin

    1. 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

  3. Turc, Julien

    1. 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

W

  1. Wilcox, Jarrod

    1. Expected Surplus Growth Compared with Mean–Variance Optimization
      Jarrod Wilcox and Stephen Satchell
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 145-159; DOI: https://doi.org/10.3905/jpm.2021.1.209

  2. Wirth, Patrick

    1. Optimal Allocation to Time-Series and Cross-Sectional Momentum
      Olivier Schmid and Patrick Wirth
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213

  3. Wong, Ki Cheong

    1. 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

X

  1. Xia, Steve Q.

    1. Measuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank Correlation
      Steve Q. Xia and Joseph Simonian
      The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 135-144; DOI: https://doi.org/10.3905/jpm.2021.1.208

Z

  1. Zimmerer, Thomas

    1. 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
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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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