Table of Contents

February 2023; Volume 49,Issue 3

Portfolio Tilts Using Views on Macroeconomic Regimes

Macro Risk of Low-Volatility Portfolios

Crowding and Liquidity Shocks

  • Crowding and Liquidity Shocks
    Hector Chan and Tony Tan
    The Journal of Portfolio Management February 2023, 49 (3) 36-61; DOI: https://doi.org/10.3905/jpm.2022.1.448

The Death of Active Management Has Been Greatly Exaggerated

Climate Solutions Investments

  • Climate Solutions Investments
    Alexander Cheema-Fox, George Serafeim and Hui (Stacie) Wang
    The Journal of Portfolio Management February 2023, 49 (3) 72-96; DOI: https://doi.org/10.3905/jpm.2022.1.450

Putting the Long Term to Work: Shaping the Prudent Society Investment Model

Selecting Investment Analytic Framework for Both Top-Down and Bottom-Up Investors: Using Global Equity as the Example

Forecasting Stock Market Volatility

  • Forecasting Stock Market Volatility
    Michael Stamos
    The Journal of Portfolio Management February 2023, 49 (3) 129-137; DOI: https://doi.org/10.3905/jpm.2022.1.452

Supply Chain and Correlations

  • Supply Chain and Correlations
    Frédéric Abergel and Adrien Akar
    The Journal of Portfolio Management February 2023, 49 (3) 138-158; DOI: https://doi.org/10.3905/jpm.2022.1.440

Operating Leverage and Inflation

  • Operating Leverage and Inflation
    Martin L. Leibowitz and Stanley Kogelman
    The Journal of Portfolio Management February 2023, 49 (3) 159-168; DOI: https://doi.org/10.3905/jpm.2022.1.441

A New Predictability Pattern in the US Stock Market Returns

Use CARMa to Price Your Stock: Equity Risk Premiums Reinvented with Exchange-Traded Funds

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