Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Portfolio Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Portfolio Management

The Journal of Portfolio Management

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

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

November 2021; Volume 48,Issue 1

Risky Corporate Bonds in 2021: A Bubble, or Rational Underwriting in a Low-Rate Environment?

  • You have access
    Risky Corporate Bonds in 2021: A Bubble, or Rational Underwriting in a Low-Rate Environment?
    Edward I. Altman and Mike Harmon
    The Journal of Portfolio Management November 2021, 48 (1) 7-20; DOI: https://doi.org/10.3905/jpm.2021.1.292

Measuring and Managing the Opportunity Cost of Downside Risk Protection

  • You have access
    Measuring and Managing the Opportunity Cost of Downside Risk Protection
    Nicole Beevers, Hannes Du Plessis, Lionel Martellini and Vincent Milhau
    The Journal of Portfolio Management November 2021, 48 (1) 21-42; DOI: https://doi.org/10.3905/jpm.2021.1.301

Volatility-Dependent Skewness Preference

  • You have access
    Volatility-Dependent Skewness Preference
    Xiang Gao, Kees G. Koedijk and Zhan Wang
    The Journal of Portfolio Management November 2021, 48 (1) 43-58; DOI: https://doi.org/10.3905/jpm.2021.1.295

Fund Success and Assurance Frontiers

  • You have access
    Fund Success and Assurance Frontiers
    Martin L. Leibowitz and Stanley Kogelman
    The Journal of Portfolio Management November 2021, 48 (1) 59-72; DOI: https://doi.org/10.3905/jpm.2021.1.294

Should Equity Factors Be Betting on Industries?

  • You have access
    Should Equity Factors Be Betting on Industries?
    Krishna Vyas and Michael van Baren
    The Journal of Portfolio Management November 2021, 48 (1) 73-92; DOI: https://doi.org/10.3905/jpm.2021.1.297

The Efficient Frontier: A Note on the Curious Difference between Variance and Standard Deviation

  • You have access
    The Efficient Frontier: A Note on the Curious Difference between Variance and Standard Deviation
    Richard Roll
    The Journal of Portfolio Management November 2021, 48 (1) 93-97; DOI: https://doi.org/10.3905/jpm.2021.1.300

A Tale of Two Tails: Mortality, Size, Volatility, and EPU

  • You have access
    A Tale of Two Tails: Mortality, Size, Volatility, and EPU
    Maggie Copeland, Thomas Copeland and Zhitong Lai
    The Journal of Portfolio Management November 2021, 48 (1) 98-114; DOI: https://doi.org/10.3905/jpm.2021.1.302

Developing Practical Investment Resilience

  • You have access
    Developing Practical Investment Resilience
    Jarrod Wilcox
    The Journal of Portfolio Management November 2021, 48 (1) 115-132; DOI: https://doi.org/10.3905/jpm.2021.1.298

Volatility Timing under Low-Volatility Strategy

  • You have access
    Volatility Timing under Low-Volatility Strategy
    Poh Ling Neo and Chyng Wen Tee
    The Journal of Portfolio Management November 2021, 48 (1) 133-146; DOI: https://doi.org/10.3905/jpm.2021.1.293

The Unreasonable Attractiveness of More ESG Data

  • You have access
    The Unreasonable Attractiveness of More ESG Data
    Mike Chen, Robert von Behren and George Mussalli
    The Journal of Portfolio Management November 2021, 48 (1) 147-162; DOI: https://doi.org/10.3905/jpm.2021.1.281

How Much Information Is Required to Time the Market?

  • You have access
    How Much Information Is Required to Time the Market?
    Rongju Zhang and Henry Wong
    The Journal of Portfolio Management November 2021, 48 (1) 163-187; DOI: https://doi.org/10.3905/jpm.2021.1.299
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Portfolio Management: 48 (1)
The Journal of Portfolio Management
Vol. 48, Issue 1
November 2021
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • News
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies