The Journal of Portfolio Management

Published Ahead of Print

September 17, 2019

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Volatility-Managed Portfolio: Does It Really Work?
Fang Liu, Xiaoxiao Tang and Guofu Zhou

The Journal of Portfolio Management November 2019, jpm.2019.1.107; DOI: https://doi.org/10.3905/jpm.2019.1.107
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Fitting Private Equity into the Total Portfolio Framework
Alexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie Fink

The Journal of Portfolio Management November 2019, jpm.2019.1.106; DOI: https://doi.org/10.3905/jpm.2019.1.106
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Managing the Downside of Active and Passive Strategies—Part 1: Convexity and Fragilities
Raphael Douady

The Journal of Portfolio Management November 2019, jpm.2019.1.112; DOI: https://doi.org/10.3905/jpm.2019.1.112
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Relative Strength over Investment Horizons and Stock Returns
Zhaobo Zhu, Xinrui Duan and Jun Tu

The Journal of Portfolio Management November 2019, jpm.2019.1.111; DOI: https://doi.org/10.3905/jpm.2019.1.111

September 12, 2019

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Dynamic Strategy Migration and the Evolution of Risk Premia
David E. Kuenzi

The Journal of Portfolio Management November 2019, jpm.2019.1.110; DOI: https://doi.org/10.3905/jpm.2019.1.110
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The Golden Age of Quant
Eric H. Sorensen

The Journal of Portfolio Management November 2019, jpm.2019.1.109; DOI: https://doi.org/10.3905/jpm.2019.1.109
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Policy Portfolios and Portfolio Characteristics
Joseph Simonian

The Journal of Portfolio Management November 2019, jpm.2019.1.108; DOI: https://doi.org/10.3905/jpm.2019.1.108

September 05, 2019

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Why Do Enterprise Multiples Predict Expected Stock Returns?
Steven S. Crawford, Wesley R. Gray and Jack Vogel

The Journal of Portfolio Management November 2019, jpm.2019.1.105; DOI: https://doi.org/10.3905/jpm.2019.1.105