Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Portfolio Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Investment Models 2021; Volume 47,Issue 5
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Ambachtsheer, Keith

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. 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
    2. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. 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
  5. Kolm, Petter N.

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Portfolio Management: 47 (5)
The Journal of Portfolio Management
Vol. 47, Issue 5
Investment Models 2021
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • News
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies