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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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

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Table of Contents

August 2021; Volume 47,Issue 8

The Best Strategies for Inflationary Times

  • You have access
    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

  • You have access
    The Quantitative Approach for Sustainable Investing
    Eric Sorensen, Mike Chen and George Mussalli
    The Journal of Portfolio Management August 2021, 47 (8) 38-49; DOI: https://doi.org/10.3905/jpm.2021.1.267

Tax-Smart Portfolio Valuation and Performance Measurement

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    Tax-Smart Portfolio Valuation and Performance Measurement
    Andrew Kalotay
    The Journal of Portfolio Management August 2021, 47 (8) 50-56; DOI: https://doi.org/10.3905/jpm.2021.1.256

Volatility Targeting: It’s Complicated!

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    Volatility Targeting: It’s Complicated!
    George Mylnikov
    The Journal of Portfolio Management August 2021, 47 (8) 57-74; DOI: https://doi.org/10.3905/jpm.2021.1.258

A Market Microstructure View of the Informational Efficiency of Security Prices

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    A Market Microstructure View of the Informational Efficiency of Security Prices
    Robert A. Schwartz
    The Journal of Portfolio Management August 2021, 47 (8) 75-84; DOI: https://doi.org/10.3905/jpm.2021.1.268

Long-Term Investing and the Frequency of Investment Decisions

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    Long-Term Investing and the Frequency of Investment Decisions
    Ronald J. M. van Loon
    The Journal of Portfolio Management August 2021, 47 (8) 86-104; DOI: https://doi.org/10.3905/jpm.2021.1.262

Hedge Funds and Their Prime Brokers: Favorable IPO Allocations

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    Hedge Funds and Their Prime Brokers: Favorable IPO Allocations
    Xiaohui Yang, Hossein B. Kazemi and Mila Getmansky Sherman
    The Journal of Portfolio Management August 2021, 47 (8) 105-123; DOI: https://doi.org/10.3905/jpm.2021.1.261

The Myth of Diversification Reconsidered

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    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

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    A Time-Series Analysis and Forecast of CAPE
    Marc Fandetti
    The Journal of Portfolio Management August 2021, 47 (8) 138-150; DOI: https://doi.org/10.3905/jpm.2021.1.265

The Global Market Portfolio

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    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

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    The P/E Ratio, the Business Cycle, and Timing the Stock Market
    Sangkyun Park
    The Journal of Portfolio Management August 2021, 47 (8) 165-183; DOI: https://doi.org/10.3905/jpm.2021.1.270

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

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    Firm-Specific Industries, Volatility, and Return: A Text-Based Network Industrial Classification Approach
    Hussein Abdoh
    The Journal of Portfolio Management August 2021, 47 (8) 184-196; DOI: https://doi.org/10.3905/jpm.2021.1.253

Momentum Information Propagation through Global Supply Chain Networks

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    Momentum Information Propagation through Global Supply Chain Networks
    Rei Yamamoto, Naoya Kawadai and Hiroki Miyahara
    The Journal of Portfolio Management August 2021, 47 (8) 197-211; DOI: https://doi.org/10.3905/jpm.2021.1.264
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The Journal of Portfolio Management: 47 (8)
The Journal of Portfolio Management
Vol. 47, Issue 8
August 2021
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