Table of Contents

Investment Models 2021; Volume 47,Issue 5

Editors’ Introduction to the Special Issue on Investment Models

New Perspective on Investment Models

  • New Perspective on Investment Models
    Kees Koedijk and Alfred Slager
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 15-23; DOI: https://doi.org/10.3905/jpm.2021.1.224

Mean–Variance Optimization for Asset Allocation

  • Mean–Variance Optimization for Asset Allocation
    Jang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. Fabozzi
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219

Risk Parity: The Democratization of Risk in Asset Allocation

Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process

The Role of Factors in Asset Allocation

Factor Allocation as Reverse Attribution

Macro Factor Model: Application to Liquid Private Portfolios

Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management

Strategic Asset Allocation for Endowment Funds

Failure of the Endowment Model

  • Failure of the Endowment Model
    Richard M. Ennis
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 128-143; DOI: https://doi.org/10.3905/jpm.2021.1.217

Don’t Give Up the Ship: The Future of the Endowment Model

The Canadian Pension Model: Past, Present, and Future

The Canadian Pension Fund Model: A Quantitative Portrait

The Norway Model in Perspective

  • The Norway Model in Perspective
    David Chambers, Elroy Dimson and Antti Ilmanen
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 178-187; DOI: https://doi.org/10.3905/jpm.2021.1.230
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