Table of Contents

November 2021; Volume 48,Issue 1

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

Measuring and Managing the Opportunity Cost of Downside Risk Protection

Volatility-Dependent Skewness Preference

  • 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

  • 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?

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

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

Developing Practical Investment Resilience

Volatility Timing under Low-Volatility Strategy

The Unreasonable Attractiveness of More ESG Data

How Much Information Is Required to Time the Market?

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