Index by author
Quantitative Special Issue 2022; Volume 48,Issue 2
A
Ang, Andrew
- You have accessInvesting in US Core Fixed Income with Macro and Style FactorsEugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew AngThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309
B
Bahaji, Hamza
- You have accessHow Valuable Are Target Price Forecasts to Factor Investing?Hamza BahajiThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 164-180; DOI: https://doi.org/10.3905/jpm.2021.1.305
Baltussen, Guido
- You have accessFactor Investing in Sovereign Bond Markets: Deep Sample EvidenceGuido Baltussen, Martin Martens and Olaf PenningaThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 209-225; DOI: https://doi.org/10.3905/jpm.2021.1.311
Blitz, David
- You have accessThe Quant CycleDavid BlitzThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 26-43; DOI: https://doi.org/10.3905/jpm.2021.1.304
Brightman, Chris
- You have accessWhy Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani LinnainmaaThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 144-163; DOI: https://doi.org/10.3905/jpm.2021.1.310
C
Cai, Li
- You have accessSocially Responsible Investing and Factor Investing, Is There an Opportunity Cost?Li Cai, Ricky Cooper and Di HeThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 181-197; DOI: https://doi.org/10.3905/jpm.2021.1.307
Clarke, Roger
- You have accessPrice Informativeness with Equity Market FactorsRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 66-79; DOI: https://doi.org/10.3905/jpm.2021.1.303
Cooper, Ricky
- You have accessSocially Responsible Investing and Factor Investing, Is There an Opportunity Cost?Li Cai, Ricky Cooper and Di HeThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 181-197; DOI: https://doi.org/10.3905/jpm.2021.1.307
E
Elkamhi, Redouane
- You have accessFactor Investing Using Capital Market AssumptionsRedouane Elkamhi, Jacky S. H. Lee and Marco SalernoThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 119-143; DOI: https://doi.org/10.3905/jpm.2021.1.291
F
Fabozzi, Frank J.
- You have accessFinding Value Using MomentumBijon Pani and Frank J. FabozziThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 264-283; DOI: https://doi.org/10.3905/jpm.2021.1.272
- Open AccessEditor’s Introduction for 2022 Special Issue on Factor InvestingFrank J. FabozziThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 1-6; DOI: https://doi.org/10.3905/jpm.2021.48.2.001
French, Ross
- You have accessLatent Factors in Equity Returns: How Many Are There and What Are They?Ross FrenchThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 226-263; DOI: https://doi.org/10.3905/jpm.2021.1.296
H
He, Di
- You have accessSocially Responsible Investing and Factor Investing, Is There an Opportunity Cost?Li Cai, Ricky Cooper and Di HeThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 181-197; DOI: https://doi.org/10.3905/jpm.2021.1.307
Henslee, Forrest
- You have accessWhy Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani LinnainmaaThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 144-163; DOI: https://doi.org/10.3905/jpm.2021.1.310
Hixon, Scott
- You have accessMacro Factor Investing with StyleAlexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay RaolThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 80-104; DOI: https://doi.org/10.3905/jpm.2021.1.306
K
Kalesnik, Vitali
- You have accessWhy Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani LinnainmaaThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 144-163; DOI: https://doi.org/10.3905/jpm.2021.1.310
Kaul, Karishma
- You have accessInvesting in US Core Fixed Income with Macro and Style FactorsEugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew AngThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309
L
Lee, Jacky S. H.
- You have accessFactor Investing Using Capital Market AssumptionsRedouane Elkamhi, Jacky S. H. Lee and Marco SalernoThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 119-143; DOI: https://doi.org/10.3905/jpm.2021.1.291
Li, Feifei
- You have accessWhy Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani LinnainmaaThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 144-163; DOI: https://doi.org/10.3905/jpm.2021.1.310
Linnainmaa, Juhani
- You have accessWhy Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani LinnainmaaThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 144-163; DOI: https://doi.org/10.3905/jpm.2021.1.310
Lohre, Harald
- You have accessMacro Factor Investing with StyleAlexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay RaolThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 80-104; DOI: https://doi.org/10.3905/jpm.2021.1.306
M
Martens, Martin
- You have accessFactor Investing in Sovereign Bond Markets: Deep Sample EvidenceGuido Baltussen, Martin Martens and Olaf PenningaThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 209-225; DOI: https://doi.org/10.3905/jpm.2021.1.311
Melas, Dimitris
- You have accessThe Future of Factor InvestingDimitris MelasThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 15-25; DOI: https://doi.org/10.3905/jpm.2021.1.308
N
Nolte, Sandra
- You have accessMacro Factor Investing with StyleAlexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay RaolThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 80-104; DOI: https://doi.org/10.3905/jpm.2021.1.306
P
Pani, Bijon
- You have accessFinding Value Using MomentumBijon Pani and Frank J. FabozziThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 264-283; DOI: https://doi.org/10.3905/jpm.2021.1.272
Parker, Tom
- You have accessInvesting in US Core Fixed Income with Macro and Style FactorsEugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew AngThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309
Pauksta, Eugene
- You have accessInvesting in US Core Fixed Income with Macro and Style FactorsEugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew AngThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309
Penninga, Olaf
- You have accessFactor Investing in Sovereign Bond Markets: Deep Sample EvidenceGuido Baltussen, Martin Martens and Olaf PenningaThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 209-225; DOI: https://doi.org/10.3905/jpm.2021.1.311
R
Radell, Scott
- You have accessInvesting in US Core Fixed Income with Macro and Style FactorsEugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew AngThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309
Raol, Jay
- You have accessMacro Factor Investing with StyleAlexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay RaolThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 80-104; DOI: https://doi.org/10.3905/jpm.2021.1.306
S
Salerno, Marco
- You have accessFactor Investing Using Capital Market AssumptionsRedouane Elkamhi, Jacky S. H. Lee and Marco SalernoThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 119-143; DOI: https://doi.org/10.3905/jpm.2021.1.291
Shackleton, Mark
- You have accessMacro Factor Investing with StyleAlexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay RaolThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 80-104; DOI: https://doi.org/10.3905/jpm.2021.1.306
Silva, Harindra de
- You have accessPrice Informativeness with Equity Market FactorsRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 66-79; DOI: https://doi.org/10.3905/jpm.2021.1.303
Swade, Alexander
- You have accessMacro Factor Investing with StyleAlexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay RaolThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 80-104; DOI: https://doi.org/10.3905/jpm.2021.1.306
T
Thorley, Steven
- You have accessPrice Informativeness with Equity Market FactorsRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 66-79; DOI: https://doi.org/10.3905/jpm.2021.1.303
Z
Zhang, Shaojun
- You have accessToward Tax-Efficient Low-Volatility InvestingShaojun ZhangThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 198-207; DOI: https://doi.org/10.3905/jpm.2021.48.2.198
- You have accessFactor Construction Zoo: Are Factor Exposures Created Equal?Shaojun ZhangThe Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 105-118; DOI: https://doi.org/10.3905/jpm.2021.48.2.105
Explore our content to discover more relevant research
In this issue
The Journal of Portfolio Management
Vol. 48, Issue 2
Quantitative Special Issue 2022