The Journal of Portfolio Management

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Factor Investing in Sovereign Bond Markets: Deep Sample Evidence
Guido Baltussen, Martin Martens and Olaf Penninga

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.311; DOI: https://doi.org/10.3905/jpm.2021.1.311

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Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?
Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani Linnainmaa

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.310; DOI: https://doi.org/10.3905/jpm.2021.1.310
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Investing in US Core Fixed Income with Macro and Style Factors
Eugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew Ang

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.309; DOI: https://doi.org/10.3905/jpm.2021.1.309
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The Future of Factor Investing
Dimitris Melas

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.308; DOI: https://doi.org/10.3905/jpm.2021.1.308

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Socially Responsible Investing and Factor Investing, Is There an Opportunity Cost?
Li Cai, Ricky Cooper and Di He

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.307; DOI: https://doi.org/10.3905/jpm.2021.1.307
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Macro Factor Investing with Style
Alexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay Raol

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.306; DOI: https://doi.org/10.3905/jpm.2021.1.306
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How Valuable Are Target Price Forecasts to Factor Investing?
Hamza Bahaji

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.305; DOI: https://doi.org/10.3905/jpm.2021.1.305

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The Quant Cycle
David Blitz

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.304; DOI: https://doi.org/10.3905/jpm.2021.1.304

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Price Informativeness with Equity Market Factors
Roger Clarke, Harindra de Silva and Steven Thorley

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.303; DOI: https://doi.org/10.3905/jpm.2021.1.303

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Latent Factors in Equity Returns: How Many Are There and What Are They?
Ross French

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.296; DOI: https://doi.org/10.3905/jpm.2021.1.296

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Factor Investing Using Capital Market Assumptions
Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.291; DOI: https://doi.org/10.3905/jpm.2021.1.291

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Finding Value Using Momentum
Bijon Pani and Frank J. Fabozzi

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.272; DOI: https://doi.org/10.3905/jpm.2021.1.272