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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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

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Table of Contents

February 2022; Volume 48,Issue 3

Active versus Passive: Old Wine in New Wine Skins

  • You have access
    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

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    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

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    Predicting Performance Using Consumer Big Data
    Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
    The Journal of Portfolio Management February 2022, 48 (3) 47-61; DOI: https://doi.org/10.3905/jpm.2021.1.320

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

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    The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time
    Steve Fox and P. Brett Hammond
    The Journal of Portfolio Management February 2022, 48 (3) 63-86; DOI: https://doi.org/10.3905/jpm.2021.1.314

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

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    The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
    Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen
    The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316

Trending Fast and Slow

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    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?

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    Public and Private Equity Returns: Different or Same?
    Alexander Rudin and Daniel Farley
    The Journal of Portfolio Management February 2022, 48 (3) 117-127; DOI: https://doi.org/10.3905/jpm.2021.1.323

The Covariance Structure between Liquid and Illiquid Assets

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    The Covariance Structure between Liquid and Illiquid Assets
    Marielle de Jong
    The Journal of Portfolio Management February 2022, 48 (3) 128-141; DOI: https://doi.org/10.3905/jpm.2021.1.318

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

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    History, Shocks, and Drifts: A New Approach to Portfolio Formation
    Mark Kritzman and David Turkington
    The Journal of Portfolio Management February 2022, 48 (3) 142-152; DOI: https://doi.org/10.3905/jpm.2021.1.321

There Is No Unique Rational Decision Strategy in Financial Markets

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    There Is No Unique Rational Decision Strategy in Financial Markets
    Klaus Schredelseker
    The Journal of Portfolio Management February 2022, 48 (3) 153-163; DOI: https://doi.org/10.3905/jpm.2021.1.326

Intangibles: The Missing Ingredient in Book Value

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    Intangibles: The Missing Ingredient in Book Value
    Feifei Li
    The Journal of Portfolio Management February 2022, 48 (3) 164-184; DOI: https://doi.org/10.3905/jpm.2021.1.322

Changes in Ownership Breadth and Capital Market Anomalies

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    Changes in Ownership Breadth and Capital Market Anomalies
    Yangru Wu and Weike Xu
    The Journal of Portfolio Management February 2022, 48 (3) 185-198; DOI: https://doi.org/10.3905/jpm.2021.1.317

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

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    Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
    Tony Elavia, S. P. Kothari, Xu Li and Haifeng You
    The Journal of Portfolio Management February 2022, 48 (3) 199-218; DOI: https://doi.org/10.3905/jpm.2021.1.319

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

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    Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas
    F. Amir-Ghassemi, A. Papanicolaou and M. Perlow
    The Journal of Portfolio Management February 2022, 48 (3) 220-239; DOI: https://doi.org/10.3905/jpm.2021.1.313
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The Journal of Portfolio Management: 48 (3)
The Journal of Portfolio Management
Vol. 48, Issue 3
February 2022
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