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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

July 2022; Volume 48,Issue 7

Portfolio Factory

  • You have access
    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

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    Fund Concentration: A Magnifier of Manager Skill
    Chris Tidmore
    The Journal of Portfolio Management July 2022, 48 (7) 14-38; DOI: https://doi.org/10.3905/jpm.2022.48.7.014

Shared Experience in Top Management Team and Mutual Fund Performance

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    Shared Experience in Top Management Team and Mutual Fund Performance
    ZhengAi He and Eric K. M. Tan
    The Journal of Portfolio Management July 2022, 48 (7) 39-58; DOI: https://doi.org/10.3905/jpm.2022.1.360

Sector Rotation in Times of Crises

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    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?

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    Is Incorporating ESG Considerations Costly?
    Arik Ben Dor, Jingling Guan and Yunpeng Sun
    The Journal of Portfolio Management July 2022, 48 (7) 75-87; DOI: https://doi.org/10.3905/jpm.2022.1.377

The Impact of Intangible Capital on Factor Performance Efficacy

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    The Impact of Intangible Capital on Factor Performance Efficacy
    Andrew L. Berkin, Amitabh Dugar and Jacob Pozharny
    The Journal of Portfolio Management July 2022, 48 (7) 88-103; DOI: https://doi.org/10.3905/jpm.2022.1.358

Expected Stock Returns When Interest Rates Are Low

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    Expected Stock Returns When Interest Rates Are Low
    David Blitz
    The Journal of Portfolio Management July 2022, 48 (7) 104-116; DOI: https://doi.org/10.3905/jpm.2022.1.362

Consumer Spending and the Cross-Section of Stock Returns

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    Consumer Spending and the Cross-Section of Stock Returns
    Tarun Gupta, Edward Leung and Viorel Roscovan
    The Journal of Portfolio Management July 2022, 48 (7) 117-137; DOI: https://doi.org/10.3905/jpm.2022.1.365

Understanding the Stable Components of Seasonality in the Size Effect

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    Understanding the Stable Components of Seasonality in the Size Effect
    Boris Fays, Georges Hübner and Marie Lambert
    The Journal of Portfolio Management July 2022, 48 (7) 138-155; DOI: https://doi.org/10.3905/jpm.2022.1.363

How Have ETFs Changed Market Macro Efficiency and Risk Structure?

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    How Have ETFs Changed Market Macro Efficiency and Risk Structure?
    Santiago Guzman, Joseph Peteul and Amir Rezaee
    The Journal of Portfolio Management July 2022, 48 (7) 156-174; DOI: https://doi.org/10.3905/jpm.2022.1.361

Predicting Stock Index Changes

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    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

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    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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The Journal of Portfolio Management: 48 (7)
The Journal of Portfolio Management
Vol. 48, Issue 7
July 2022
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