Table of Contents
Investment Models 2021; Volume 47,Issue 5
A
Ambachtsheer, Keith
- You have accessThe Canadian Pension Model: Past, Present, and FutureKeith AmbachtsheerThe Journal of Portfolio Management Investment Models 2021, 47 (5) 150-158; DOI: https://doi.org/10.3905/jpm.2021.1.216
Ang, Andrew
- You have accessMacro Factor Model: Application to Liquid Private PortfoliosScott Gladstone, Ananth Madhavan, Anita Rana and Andrew AngThe Journal of Portfolio Management Investment Models 2021, 47 (5) 72-90; DOI: https://doi.org/10.3905/jpm.2021.1.231
B
Beath, Alexander D.
- You have accessThe Canadian Pension Fund Model: A Quantitative PortraitAlexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin SpehnerThe Journal of Portfolio Management Investment Models 2021, 47 (5) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.226
Betermier, Sebastien
- You have accessThe Canadian Pension Fund Model: A Quantitative PortraitAlexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin SpehnerThe Journal of Portfolio Management Investment Models 2021, 47 (5) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.226
C
Chambers, David
- You have accessThe Norway Model in PerspectiveDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management Investment Models 2021, 47 (5) 178-187; DOI: https://doi.org/10.3905/jpm.2021.1.230
D
Dimson, Elroy
- You have accessThe Norway Model in PerspectiveDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management Investment Models 2021, 47 (5) 178-187; DOI: https://doi.org/10.3905/jpm.2021.1.230
E
Ennis, Richard M.
- You have accessFailure of the Endowment ModelRichard M. EnnisThe Journal of Portfolio Management Investment Models 2021, 47 (5) 128-143; DOI: https://doi.org/10.3905/jpm.2021.1.217
F
Fabozzi, Francesco A.
- You have accessRisk Parity: The Democratization of Risk in Asset AllocationFrancesco A. Fabozzi, Joseph Simonian and Frank J. FabozziThe Journal of Portfolio Management Investment Models 2021, 47 (5) 41-50; DOI: https://doi.org/10.3905/jpm.2021.1.228
Fabozzi, Frank J.
- You have accessEditors’ Introduction to the Special Issue on Investment ModelsFrank J. Fabozzi and Kees KoedijkThe Journal of Portfolio Management Investment Models 2021, 47 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2021.47.5.001
- You have accessRisk Parity: The Democratization of Risk in Asset AllocationFrancesco A. Fabozzi, Joseph Simonian and Frank J. FabozziThe Journal of Portfolio Management Investment Models 2021, 47 (5) 41-50; DOI: https://doi.org/10.3905/jpm.2021.1.228
- You have accessMean–Variance Optimization for Asset AllocationJang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. FabozziThe Journal of Portfolio Management Investment Models 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219
Flynn, Chris
- You have accessThe Canadian Pension Fund Model: A Quantitative PortraitAlexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin SpehnerThe Journal of Portfolio Management Investment Models 2021, 47 (5) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.226
G
Gladstone, Scott
- You have accessMacro Factor Model: Application to Liquid Private PortfoliosScott Gladstone, Ananth Madhavan, Anita Rana and Andrew AngThe Journal of Portfolio Management Investment Models 2021, 47 (5) 72-90; DOI: https://doi.org/10.3905/jpm.2021.1.231
I
Ilmanen, Antti
- You have accessThe Norway Model in PerspectiveDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management Investment Models 2021, 47 (5) 178-187; DOI: https://doi.org/10.3905/jpm.2021.1.230
J
Jacobs, Kathleen E.
- You have accessStrategic Asset Allocation for Endowment FundsKathleen E. Jacobs and Adam KoborThe Journal of Portfolio Management Investment Models 2021, 47 (5) 114-127; DOI: https://doi.org/10.3905/jpm.2021.1.227
K
Kim, Jang Ho
- You have accessMean–Variance Optimization for Asset AllocationJang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. FabozziThe Journal of Portfolio Management Investment Models 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219
Kim, Woo Chang
- You have accessMean–Variance Optimization for Asset AllocationJang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. FabozziThe Journal of Portfolio Management Investment Models 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219
Kobor, Adam
- You have accessStrategic Asset Allocation for Endowment FundsKathleen E. Jacobs and Adam KoborThe Journal of Portfolio Management Investment Models 2021, 47 (5) 114-127; DOI: https://doi.org/10.3905/jpm.2021.1.227
Koedijk, Kees
- You have accessNew Perspective on Investment ModelsKees Koedijk and Alfred SlagerThe Journal of Portfolio Management Investment Models 2021, 47 (5) 15-23; DOI: https://doi.org/10.3905/jpm.2021.1.224
- You have accessEditors’ Introduction to the Special Issue on Investment ModelsFrank J. Fabozzi and Kees KoedijkThe Journal of Portfolio Management Investment Models 2021, 47 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2021.47.5.001
Kolm, Petter N.
- You have accessBlack–Litterman and Beyond: The Bayesian Paradigm in Investment ManagementPetter N. Kolm, Gordon Ritter and Joseph SimonianThe Journal of Portfolio Management Investment Models 2021, 47 (5) 91-113; DOI: https://doi.org/10.3905/jpm.2021.1.222
Kritzman, Mark
- You have accessThe Role of Factors in Asset AllocationMark KritzmanThe Journal of Portfolio Management Investment Models 2021, 47 (5) 58-64; DOI: https://doi.org/10.3905/jpm.2021.1.223
L
Lee, Yongjae
- You have accessMean–Variance Optimization for Asset AllocationJang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. FabozziThe Journal of Portfolio Management Investment Models 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219
M
Madhavan, Ananth
- You have accessMacro Factor Model: Application to Liquid Private PortfoliosScott Gladstone, Ananth Madhavan, Anita Rana and Andrew AngThe Journal of Portfolio Management Investment Models 2021, 47 (5) 72-90; DOI: https://doi.org/10.3905/jpm.2021.1.231
Melas, Dimitris
- You have accessFactor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation ProcessDimitris MelasThe Journal of Portfolio Management Investment Models 2021, 47 (5) 51-57; DOI: https://doi.org/10.3905/jpm.2021.1.220
R
Rana, Anita
- You have accessMacro Factor Model: Application to Liquid Private PortfoliosScott Gladstone, Ananth Madhavan, Anita Rana and Andrew AngThe Journal of Portfolio Management Investment Models 2021, 47 (5) 72-90; DOI: https://doi.org/10.3905/jpm.2021.1.231
Ritter, Gordon
- You have accessBlack–Litterman and Beyond: The Bayesian Paradigm in Investment ManagementPetter N. Kolm, Gordon Ritter and Joseph SimonianThe Journal of Portfolio Management Investment Models 2021, 47 (5) 91-113; DOI: https://doi.org/10.3905/jpm.2021.1.222
S
Scott, Cathy
- You have accessThe State of Play for Popular Investment Models: A Practical AssessmentCathy ScottThe Journal of Portfolio Management Investment Models 2021, 47 (5) 6-7; DOI: https://doi.org/10.3905/jpm.2021.47.5.006
Siegel, Laurence B.
- You have accessDon’t Give Up the Ship: The Future of the Endowment ModelLaurence B. SiegelThe Journal of Portfolio Management Investment Models 2021, 47 (5) 144-149; DOI: https://doi.org/10.3905/jpm.2021.1.221
Simonian, Joseph
- You have accessFactor Allocation as Reverse AttributionJoseph SimonianThe Journal of Portfolio Management Investment Models 2021, 47 (5) 65-71; DOI: https://doi.org/10.3905/jpm.2021.1.225
- You have accessRisk Parity: The Democratization of Risk in Asset AllocationFrancesco A. Fabozzi, Joseph Simonian and Frank J. FabozziThe Journal of Portfolio Management Investment Models 2021, 47 (5) 41-50; DOI: https://doi.org/10.3905/jpm.2021.1.228
- You have accessBlack–Litterman and Beyond: The Bayesian Paradigm in Investment ManagementPetter N. Kolm, Gordon Ritter and Joseph SimonianThe Journal of Portfolio Management Investment Models 2021, 47 (5) 91-113; DOI: https://doi.org/10.3905/jpm.2021.1.222
Slager, Alfred
- You have accessNew Perspective on Investment ModelsKees Koedijk and Alfred SlagerThe Journal of Portfolio Management Investment Models 2021, 47 (5) 15-23; DOI: https://doi.org/10.3905/jpm.2021.1.224
Spehner, Quentin
- You have accessThe Canadian Pension Fund Model: A Quantitative PortraitAlexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin SpehnerThe 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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Vol. 47, Issue 5
Investment Models 2021