Table of Contents

February 2023; Volume 49,Issue 3

A

  1. Abergel, Frédéric

    1. 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

  2. Akar, Adrien

    1. 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

  3. Antczak, Stephen

    1. Use CARMa to Price Your Stock: Equity Risk Premiums Reinvented with Exchange-Traded Funds
      Stephen Antczak
      The Journal of Portfolio Management February 2023, 49 (3) 185-199; DOI: https://doi.org/10.3905/jpm.2022.1.442

  4. Aw, Edward N. W.

    1. The Death of Active Management Has Been Greatly Exaggerated
      Edward N. W. Aw
      The Journal of Portfolio Management February 2023, 49 (3) 62-71; DOI: https://doi.org/10.3905/jpm.2022.1.449

B

  1. Blitz, David

    1. Macro Risk of Low-Volatility Portfolios
      David Blitz
      The Journal of Portfolio Management February 2023, 49 (3) 25-35; DOI: https://doi.org/10.3905/jpm.2022.1.434

C

  1. Chan, Hector

    1. 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

  2. Cheema-Fox, Alexander

    1. 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

E

  1. Elkamhi, Redouane

    1. Portfolio Tilts Using Views on Macroeconomic Regimes
      Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno
      The Journal of Portfolio Management February 2023, 49 (3) 7-24; DOI: https://doi.org/10.3905/jpm.2022.1.438

K

  1. Koedijk, Kees

    1. Putting the Long Term to Work: Shaping the Prudent Society Investment Model
      Kees Koedijk and Alfred Slager
      The Journal of Portfolio Management February 2023, 49 (3) 97-105; DOI: https://doi.org/10.3905/jpm.2022.1.451

  2. Kogelman, Stanley

    1. 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

L

  1. Lee, Jacky S. H.

    1. Portfolio Tilts Using Views on Macroeconomic Regimes
      Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno
      The Journal of Portfolio Management February 2023, 49 (3) 7-24; DOI: https://doi.org/10.3905/jpm.2022.1.438

  2. Leibowitz, Martin L.

    1. 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

  3. Li, Xi

    1. Selecting Investment Analytic Framework for Both Top-Down and Bottom-Up Investors: Using Global Equity as the Example
      Xi Li
      The Journal of Portfolio Management February 2023, 49 (3) 106-128; DOI: https://doi.org/10.3905/jpm.2022.1.444

S

  1. Salerno, Marco

    1. Portfolio Tilts Using Views on Macroeconomic Regimes
      Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno
      The Journal of Portfolio Management February 2023, 49 (3) 7-24; DOI: https://doi.org/10.3905/jpm.2022.1.438

  2. Serafeim, George

    1. 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

  3. Slager, Alfred

    1. Putting the Long Term to Work: Shaping the Prudent Society Investment Model
      Kees Koedijk and Alfred Slager
      The Journal of Portfolio Management February 2023, 49 (3) 97-105; DOI: https://doi.org/10.3905/jpm.2022.1.451

  4. Stamos, Michael

    1. 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

T

  1. Tan, Tony

    1. 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

W

  1. Wang, Hui (Stacie)

    1. 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

Z

  1. Zakamulin, Valeriy

    1. A New Predictability Pattern in the US Stock Market Returns
      Valeriy Zakamulin
      The Journal of Portfolio Management February 2023, 49 (3) 169-183; DOI: https://doi.org/10.3905/jpm.2022.1.437
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