The Journal of Portfolio Management

Published Ahead of Print

April 15, 2021

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Financial Anomalies in Portfolio Construction and Management
Harry Markowitz, John Guerard, Ganlin Xu and Bijan Beheshti

The Journal of Portfolio Management May 2021, jpm.2021.1.242; DOI: https://doi.org/10.3905/jpm.2021.1.242

April 08, 2021

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Optimal Strategies for ESG Portfolios
Fabio Alessandrini and Eric Jondeau

The Journal of Portfolio Management May 2021, jpm.2021.1.241; DOI: https://doi.org/10.3905/jpm.2021.1.241

April 07, 2021

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Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns
Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management May 2021, jpm.2021.1.240; DOI: https://doi.org/10.3905/jpm.2021.1.240
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Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies
Ryan Poirier

The Journal of Portfolio Management May 2021, jpm.2021.1.238; DOI: https://doi.org/10.3905/jpm.2021.1.238
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Real Economy Portfolio: The Market Risk Premium as a Source of Alpha
Gerald Garvey

The Journal of Portfolio Management May 2021, jpm.2021.1.239; DOI: https://doi.org/10.3905/jpm.2021.1.239

March 31, 2021

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Foreign Revenue: A New World of Risk Exposures
David Blanchett

The Journal of Portfolio Management May 2021, jpm.2021.1.237; DOI: https://doi.org/10.3905/jpm.2021.1.237

March 26, 2021

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Bridging the Gap between Strategic Allocation and Investment Risk
Redouane Elkamhi, Jacky S.H. Lee and Sheikh Sadik

The Journal of Portfolio Management May 2021, jpm.2021.1.235; DOI: https://doi.org/10.3905/jpm.2021.1.235

March 25, 2021

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Value and Interest Rates: Are Rates to Blame for Value’s Torments?
Thomas Maloney and Tobias J. Moskowitz

The Journal of Portfolio Management May 2021, jpm.2021.1.236; DOI: https://doi.org/10.3905/jpm.2021.1.236

March 13, 2021

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Calculating Outperformance in Dollars: Introducing the Excess Value Method
Avi Turetsky, Matthew Pyrz, Barry Griffiths, Joaquin Lujan and Isaac Beckel

The Journal of Portfolio Management May 2021, jpm.2021.1.234; DOI: https://doi.org/10.3905/jpm.2021.1.234

March 12, 2021

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Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 Crisis
Arik Ben Dor, Stephan Florig, Jingling Guan and Xiaming Zeng

The Journal of Portfolio Management May 2021, jpm.2021.1.233; DOI: https://doi.org/10.3905/jpm.2021.1.233

March 09, 2021

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The Quant Crisis of 2018–2020: Cornered by Big Growth
David Blitz

The Journal of Portfolio Management May 2021, jpm.2021.1.232; DOI: https://doi.org/10.3905/jpm.2021.1.232

March 04, 2021

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Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities
Vineer Bhansali and Jeremie Holdom

The Journal of Portfolio Management May 2021, jpm.2021.1.229; DOI: https://doi.org/10.3905/jpm.2021.1.229

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The Journal of Portfolio Management

Published Ahead of Print

April 15, 2021

April 08, 2021

April 07, 2021

March 31, 2021

March 26, 2021

March 25, 2021

March 13, 2021

March 12, 2021

March 09, 2021

March 04, 2021

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Published Ahead of Print

April 15, 2021

April 08, 2021

April 07, 2021

March 31, 2021

March 26, 2021

March 25, 2021

March 13, 2021

March 12, 2021

March 09, 2021

March 04, 2021

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