Table of Contents

May 2021; Volume 47,Issue 6

A

  1. Alessandrini, Fabio

    1. 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

B

  1. Beckel, Isaac

    1. 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

  2. Beheshti, Bijan

    1. 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

  3. Bhansali, Vineer

    1. 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

  4. Blanchett, David

    1. 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

  5. Blitz, David

    1. 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

D

  1. Dor, Arik Ben

    1. 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

E

  1. Elkamhi, Redouane

    1. 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

F

  1. Florig, Stephan

    1. 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

G

  1. Garvey, Gerald

    1. 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

  2. Griffiths, Barry

    1. 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

  3. Guan, Jingling

    1. 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

  4. Guerard, John

    1. 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

H

  1. Holdom, Jeremie

    1. 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

J

  1. Jacobs, Bruce I.

    1. 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

  2. Jondeau, Eric

    1. 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

L

  1. Lee, Jacky S.H.

    1. 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

  2. Levy, Kenneth N.

    1. 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

  3. Lujan, Joaquin

    1. 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

M

  1. Maloney, Thomas

    1. 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

  2. Markowitz, Harry

    1. 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

  3. Moskowitz, Tobias J.

    1. 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

P

  1. Poirier, Ryan

    1. 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

  2. Pyrz, Matthew

    1. 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

S

  1. Sadik, Sheikh

    1. 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

T

  1. Turetsky, Avi

    1. 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

X

  1. Xu, Ganlin

    1. 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

Z

  1. Zeng, Xiaming

    1. 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
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