Table of Contents

August 2021; Volume 47,Issue 8

The Best Strategies for Inflationary Times

  • The Best Strategies for Inflationary Times
    Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van Hemert
    The Journal of Portfolio Management August 2021, 47 (8) 8-37; DOI: https://doi.org/10.3905/jpm.2021.1.274

The Quantitative Approach for Sustainable Investing

Tax-Smart Portfolio Valuation and Performance Measurement

Volatility Targeting: It’s Complicated!

A Market Microstructure View of the Informational Efficiency of Security Prices

Long-Term Investing and the Frequency of Investment Decisions

Hedge Funds and Their Prime Brokers: Favorable IPO Allocations

The Myth of Diversification Reconsidered

  • The Myth of Diversification Reconsidered
    William Kinlaw, Mark Kritzman, Sébastien Page and David Turkington
    The Journal of Portfolio Management August 2021, 47 (8) 124-137; DOI: https://doi.org/10.3905/jpm.2021.1.273

A Time-Series Analysis and Forecast of CAPE

The Global Market Portfolio

  • The Global Market Portfolio
    Gregory Gadzinski, Markus Schuller and Andrea Vacchino
    The Journal of Portfolio Management August 2021, 47 (8) 151-163; DOI: https://doi.org/10.3905/jpm.2021.1.259

The P/E Ratio, the Business Cycle, and Timing the Stock Market

Firm-Specific Industries, Volatility, and Return: A Text-Based Network Industrial Classification Approach

Momentum Information Propagation through Global Supply Chain Networks

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