Table of Contents

July 2022; Volume 48,Issue 7

Portfolio Factory

  • Portfolio Factory
    Bernd Scherer
    The Journal of Portfolio Management July 2022, 48 (7) 7-13; DOI: https://doi.org/10.3905/jpm.2022.1.364

Fund Concentration: A Magnifier of Manager Skill

Shared Experience in Top Management Team and Mutual Fund Performance

Sector Rotation in Times of Crises

  • Sector Rotation in Times of Crises
    Pratiksha Sharma, Dhruvi Nishar, Vedant Kabra, Peyasha Sehgal, Debashis Guha and Larry Pohlman
    The Journal of Portfolio Management July 2022, 48 (7) 59-74; DOI: https://doi.org/10.3905/jpm.2022.1.379

Is Incorporating ESG Considerations Costly?

The Impact of Intangible Capital on Factor Performance Efficacy

Expected Stock Returns When Interest Rates Are Low

Consumer Spending and the Cross-Section of Stock Returns

Understanding the Stable Components of Seasonality in the Size Effect

How Have ETFs Changed Market Macro Efficiency and Risk Structure?

Predicting Stock Index Changes

  • Predicting Stock Index Changes
    Sascha Wilkens
    The Journal of Portfolio Management July 2022, 48 (7) 175-194; DOI: https://doi.org/10.3905/jpm.2022.1.359

Alternative Risk Premium Fund Analysis

  • Alternative Risk Premium Fund Analysis
    Stephen A. Gorman and Frank J. Fabozzi
    The Journal of Portfolio Management July 2022, 48 (7) 195-207; DOI: https://doi.org/10.3905/jpm.2022.1.356
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