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

May 2021; Volume 47,Issue 6

The Quant Crisis of 2018–2020: Cornered by Big Growth

  • You have access
    The Quant Crisis of 2018–2020: Cornered by Big Growth
    David Blitz
    The Journal of Portfolio Management May 2021, 47 (6) 8-21; DOI: https://doi.org/10.3905/jpm.2021.1.232

Real Economy Portfolio: The Market Risk Premium as a Source of Alpha

  • You have access
    Real Economy Portfolio: The Market Risk Premium as a Source of Alpha
    Gerald Garvey
    The Journal of Portfolio Management May 2021, 47 (6) 22-32; DOI: https://doi.org/10.3905/jpm.2021.1.239

Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns

  • You have access
    Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns
    Bruce I. Jacobs and Kenneth N. Levy
    The Journal of Portfolio Management May 2021, 47 (6) 33-50; DOI: https://doi.org/10.3905/jpm.2021.1.240

Financial Anomalies in Portfolio Construction and Management

  • You have access
    Financial Anomalies in Portfolio Construction and Management
    Harry Markowitz, John Guerard, Ganlin Xu and Bijan Beheshti
    The Journal of Portfolio Management May 2021, 47 (6) 51-64; DOI: https://doi.org/10.3905/jpm.2021.1.242

Value and Interest Rates: Are Rates to Blame for Value’s Torments?

  • You have access
    Value and Interest Rates: Are Rates to Blame for Value’s Torments?
    Thomas Maloney and Tobias J. Moskowitz
    The Journal of Portfolio Management May 2021, 47 (6) 65-87; DOI: https://doi.org/10.3905/jpm.2021.1.236

Bridging the Gap between Strategic Allocation and Investment Risk

  • You have access
    Bridging the Gap between Strategic Allocation and Investment Risk
    Redouane Elkamhi, Jacky S.H. Lee and Sheikh Sadik
    The Journal of Portfolio Management May 2021, 47 (6) 89-100; DOI: https://doi.org/10.3905/jpm.2021.1.235

Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities

  • You have access
    Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities
    Vineer Bhansali and Jeremie Holdom
    The Journal of Portfolio Management May 2021, 47 (6) 101-113; DOI: https://doi.org/10.3905/jpm.2021.1.229

Optimal Strategies for ESG Portfolios

  • You have access
    Optimal Strategies for ESG Portfolios
    Fabio Alessandrini and Eric Jondeau
    The Journal of Portfolio Management May 2021, 47 (6) 114-138; DOI: https://doi.org/10.3905/jpm.2021.1.241

Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 Crisis

  • You have access
    Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 Crisis
    Arik Ben Dor, Stephan Florig, Jingling Guan and Xiaming Zeng
    The Journal of Portfolio Management May 2021, 47 (6) 139-155; DOI: https://doi.org/10.3905/jpm.2021.1.233

Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies

  • You have access
    Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies
    Ryan Poirier
    The Journal of Portfolio Management May 2021, 47 (6) 156-173; DOI: https://doi.org/10.3905/jpm.2021.1.238

Foreign Revenue: A New World of Risk Exposures

  • You have access
    Foreign Revenue: A New World of Risk Exposures
    David Blanchett
    The Journal of Portfolio Management May 2021, 47 (6) 175-193; DOI: https://doi.org/10.3905/jpm.2021.1.237

Calculating Outperformance in Dollars: Introducing the Excess Value Method

  • You have access
    Calculating Outperformance in Dollars: Introducing the Excess Value Method
    Avi Turetsky, Matthew Pyrz, Barry Griffiths, Joaquin Lujan and Isaac Beckel
    The Journal of Portfolio Management May 2021, 47 (6) 194-215; DOI: https://doi.org/10.3905/jpm.2021.1.234
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 (6)
The Journal of Portfolio Management
Vol. 47, Issue 6
May 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