Table of Contents

Investment Models 2021; Volume 47,Issue 5

A

  1. Ambachtsheer, Keith

    1. 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

  2. Ang, Andrew

    1. 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

B

  1. Beath, Alexander D.

    1. 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

  2. Betermier, Sebastien

    1. 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

C

  1. Chambers, David

    1. 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

D

  1. Dimson, Elroy

    1. 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

E

  1. Ennis, Richard M.

    1. 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

F

  1. Fabozzi, Francesco A.

    1. 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

  2. Fabozzi, Frank J.

    1. 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
    2. 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
    3. 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

  3. Flynn, Chris

    1. 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

G

  1. Gladstone, Scott

    1. 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

I

  1. Ilmanen, Antti

    1. 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

J

  1. Jacobs, Kathleen E.

    1. 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

K

  1. Kim, Jang Ho

    1. 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

  2. Kim, Woo Chang

    1. 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

  3. Kobor, Adam

    1. 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

  4. Koedijk, Kees

    1. 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
    2. 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

  5. Kolm, Petter N.

    1. 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

  6. Kritzman, Mark

    1. 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

L

  1. Lee, Yongjae

    1. 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

M

  1. Madhavan, Ananth

    1. 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

  2. Melas, Dimitris

    1. 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

R

  1. Rana, Anita

    1. 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

  2. Ritter, Gordon

    1. 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

S

  1. Scott, Cathy

    1. 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

  2. Siegel, Laurence B.

    1. 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

  3. Simonian, Joseph

    1. 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
    2. 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
    3. 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

  4. Slager, Alfred

    1. 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

  5. Spehner, Quentin

    1. 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
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