Table of Contents

Novel Risks 2021; Volume 47,Issue 9

A

  1. Aiolfi, Marco

    1. 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

  2. Alan, Nazli Sila

    1. 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

C

  1. Capelle-Blancard, Gunther

    1. 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

D

  1. Desroziers, Adrien

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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
    2. 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

  2. Focardi, Sergio

    1. 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

G

  1. Giese, Guido

    1. 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

  2. Guenedal, Théo Le

    1. 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

H

  1. Hall, John

    1. 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

J

  1. Jin, Jessica (Yiwen)

    1. 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

  2. Johnson, Lorne

    1. 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

K

  1. Karagozoglu, Ahmet K.

    1. 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
    2. 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
    3. 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

L

  1. Lepetit, Frédéric

    1. 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

M

  1. Martellini, Lionel

    1. 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

N

  1. Nagy, Zoltán

    1. 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

O

  1. Outlaw, Dominique

    1. 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

R

  1. Rauis, Bruno

    1. 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

  2. Roncalli, Thierry

    1. 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

  3. Roncalli, Théo

    1. 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

S

  1. Sekine, Takaya

    1. 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

  2. Sharma, Zenu

    1. 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

  3. Simonian, Joseph

    1. 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

  4. Smith, Aimee Hoffmann

    1. 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

T

  1. Tokat-Acikel, Yesim

    1. 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

V

  1. Vallée, Lou-Salomé

    1. 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

W

  1. Wang, Na

    1. 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

Z

  1. Zerbib, Olivier David

    1. 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

  2. Zhou, Tianpeng

    1. 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
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