Published Ahead of Print

March 05, 2021

  • Macro Factor Model: Application to Liquid Private Portfolios
    Scott Gladstone, Ananth Madhavan, Anita Rana and Andrew Ang
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.231; DOI: https://doi.org/10.3905/jpm.2021.1.231
  • The Norway Model in Perspective
    David Chambers, Elroy Dimson and Antti Ilmanen
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.230; DOI: https://doi.org/10.3905/jpm.2021.1.230

March 04, 2021

March 03, 2021

March 02, 2021

March 01, 2021

February 22, 2021

  • Factor Allocation as Reverse Attribution
    Joseph Simonian
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.225; DOI: https://doi.org/10.3905/jpm.2021.1.225
  • New Perspective on Investment Models
    Kees Koedijk and Alfred Slager
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.224; DOI: https://doi.org/10.3905/jpm.2021.1.224

February 19, 2021

February 18, 2021

February 16, 2021

February 12, 2021

  • Mean–Variance Optimization for Asset Allocation
    Jang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. Fabozzi
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.219; DOI: https://doi.org/10.3905/jpm.2021.1.219

February 03, 2021