Table of Contents

February 2022; Volume 48,Issue 3

Active versus Passive: Old Wine in New Wine Skins

  • Active versus Passive: Old Wine in New Wine Skins
    Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger
    The Journal of Portfolio Management February 2022, 48 (3) 8-24; DOI: https://doi.org/10.3905/jpm.2021.1.325

Quantifying Long-Term Market Impact

  • Quantifying Long-Term Market Impact
    Campbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan Zohren
    The Journal of Portfolio Management February 2022, 48 (3) 25-46; DOI: https://doi.org/10.3905/jpm.2021.1.324

Predicting Performance Using Consumer Big Data

The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time

The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization

  • Trending Fast and Slow
    Eddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei Ma
    The Journal of Portfolio Management February 2022, 48 (3) 103-116; DOI: https://doi.org/10.3905/jpm.2021.1.312

Public and Private Equity Returns: Different or Same?

The Covariance Structure between Liquid and Illiquid Assets

History, Shocks, and Drifts: A New Approach to Portfolio Formation

There Is No Unique Rational Decision Strategy in Financial Markets

Intangibles: The Missing Ingredient in Book Value

Changes in Ownership Breadth and Capital Market Anomalies

Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings

Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas

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