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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Investment Models 2021; Volume 47,Issue 5

Editors’ Introduction to the Special Issue on Investment Models

  • You have access
    Editors’ Introduction to the Special Issue on Investment Models
    Frank J. Fabozzi and Kees Koedijk
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2021.47.5.001

The State of Play for Popular Investment Models: A Practical Assessment

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    The State of Play for Popular Investment Models: A Practical Assessment
    Cathy Scott
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 6-7; DOI: https://doi.org/10.3905/jpm.2021.47.5.006

New Perspective on Investment Models

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    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

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    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

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    Risk Parity: The Democratization of Risk in Asset Allocation
    Francesco A. Fabozzi, Joseph Simonian and Frank J. Fabozzi
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 41-50; DOI: https://doi.org/10.3905/jpm.2021.1.228

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

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    Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process
    Dimitris Melas
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 51-57; DOI: https://doi.org/10.3905/jpm.2021.1.220

The Role of Factors in Asset Allocation

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    The Role of Factors in Asset Allocation
    Mark Kritzman
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 58-64; DOI: https://doi.org/10.3905/jpm.2021.1.223

Factor Allocation as Reverse Attribution

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    Factor Allocation as Reverse Attribution
    Joseph Simonian
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 65-71; DOI: https://doi.org/10.3905/jpm.2021.1.225

Macro Factor Model: Application to Liquid Private Portfolios

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    Macro Factor Model: Application to Liquid Private Portfolios
    Scott Gladstone, Ananth Madhavan, Anita Rana and Andrew Ang
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 72-90; DOI: https://doi.org/10.3905/jpm.2021.1.231

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

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    Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management
    Petter N. Kolm, Gordon Ritter and Joseph Simonian
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 91-113; DOI: https://doi.org/10.3905/jpm.2021.1.222

Strategic Asset Allocation for Endowment Funds

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    Strategic Asset Allocation for Endowment Funds
    Kathleen E. Jacobs and Adam Kobor
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 114-127; DOI: https://doi.org/10.3905/jpm.2021.1.227

Failure of the Endowment Model

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    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

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    Don’t Give Up the Ship: The Future of the Endowment Model
    Laurence B. Siegel
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 144-149; DOI: https://doi.org/10.3905/jpm.2021.1.221

The Canadian Pension Model: Past, Present, and Future

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    The Canadian Pension Model: Past, Present, and Future
    Keith Ambachtsheer
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 150-158; DOI: https://doi.org/10.3905/jpm.2021.1.216

The Canadian Pension Fund Model: A Quantitative Portrait

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    The Canadian Pension Fund Model: A Quantitative Portrait
    Alexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin Spehner
    The Journal of Portfolio Management Investment Models 2021, 47 (5) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.226

The Norway Model in Perspective

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    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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The Journal of Portfolio Management: 47 (5)
The Journal of Portfolio Management
Vol. 47, Issue 5
Investment Models 2021
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