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The Journal of Portfolio Management
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The Journal of Portfolio Management

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Table of Contents

Novel Risks 2021; Volume 47,Issue 9

Editors’ Introduction to the Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management

  • Open Access
    Editors’ Introduction to the Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management
    Frank J. Fabozzi and Ahmet K. Karagozoglu
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 1-4; DOI: https://doi.org/10.3905/jpm.2021.1.289

Novel Risks: A Research and Policy Overview

  • You have access
    Novel Risks: A Research and Policy Overview
    Ahmet K. Karagozoglu
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 11-34; DOI: https://doi.org/10.3905/jpm.2021.1.287

Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks

  • You have access
    Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks
    Guido Giese, Zoltán Nagy and Bruno Rauis
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 35-53; DOI: https://doi.org/10.3905/jpm.2021.1.283

The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio

  • You have access
    The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
    Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 54-68; DOI: https://doi.org/10.3905/jpm.2021.1.285

Top-Down Portfolio Implications of Climate Change

  • You have access
    Top-Down Portfolio Implications of Climate Change
    Yesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) Jin
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 69-91; DOI: https://doi.org/10.3905/jpm.2021.1.279

Geopolitical Risk in Investment Research: Allies, Adversaries, and Algorithms

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    Geopolitical Risk in Investment Research: Allies, Adversaries, and Algorithms
    Joseph Simonian
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 92-109; DOI: https://doi.org/10.3905/jpm.2021.1.284

Firm-Level Cybersecurity Risk and Idiosyncratic Volatility

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    Firm-Level Cybersecurity Risk and Idiosyncratic Volatility
    Nazli Sila Alan, Ahmet K. Karagozoglu and Tianpeng Zhou
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 110-140; DOI: https://doi.org/10.3905/jpm.2021.1.286

Investment Management Post Pandemic, Post Global Warming, Post Resource Depletion

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    Investment Management Post Pandemic, Post Global Warming, Post Resource Depletion
    Frank J. Fabozzi, Sergio Focardi and Zenu Sharma
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 141-158; DOI: https://doi.org/10.3905/jpm.2021.1.280

The Implications of Contemporary Research on COVID-19 for Volatility and Portfolio Management

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    The Implications of Contemporary Research on COVID-19 for Volatility and Portfolio Management
    Dominique Outlaw, Aimee Hoffmann Smith and Na Wang
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.282

Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis

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    Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis
    Gunther Capelle-Blancard, Adrien Desroziers and Olivier David Zerbib
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 178-197; DOI: https://doi.org/10.3905/jpm.2021.1.288

Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing

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    Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing
    Lionel Martellini and Lou-Salomé Vallée
    The Journal of Portfolio Management Novel Risks 2021, 47 (9) 198-223; DOI: https://doi.org/10.3905/jpm.2021.1.290
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The Journal of Portfolio Management: 47 (9)
The Journal of Portfolio Management
Vol. 47, Issue 9
Novel Risks 2021
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