The Journal of Portfolio Management

Published Ahead of Print

June 19, 2021

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The P/E Ratio, the Business Cycle, and Timing the Stock Market
Sangkyun Park

The Journal of Portfolio Management August 2021, jpm.2021.1.270; DOI: https://doi.org/10.3905/jpm.2021.1.270

June 18, 2021

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Investment Performance of US High-Yield Real Estate Debt: An Empirical Analysis
Michael Giliberto

The Journal of Portfolio Management Real Estate 2021, jpm.2021.1.269; DOI: https://doi.org/10.3905/jpm.2021.1.269

June 17, 2021

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The Quantitative Approach for Sustainable Investing
Eric Sorensen, Mike Chen and George Mussalli

The Journal of Portfolio Management August 2021, jpm.2021.1.267; DOI: https://doi.org/10.3905/jpm.2021.1.267
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A Market Microstructure View of the Informational Efficiency of Security Prices
Robert A. Schwartz

The Journal of Portfolio Management August 2021, jpm.2021.1.268; DOI: https://doi.org/10.3905/jpm.2021.1.268

June 15, 2021

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Global Risk Premiums on Direct Office Real Estate Returns
Ivo de Wit and Christopher Mayer

The Journal of Portfolio Management Real Estate 2021, jpm.2021.1.266; DOI: https://doi.org/10.3905/jpm.2021.1.266

June 12, 2021

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A Time Series Analysis and Forecast of CAPE
Marc Fandetti

The Journal of Portfolio Management August 2021, jpm.2021.1.265; DOI: https://doi.org/10.3905/jpm.2021.1.265

June 10, 2021

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Momentum Information Propagation through Global Supply Chain Networks
Rei Yamamoto, Naoya Kawadai and Hiroki Miyahara

The Journal of Portfolio Management August 2021, jpm.2021.1.264; DOI: https://doi.org/10.3905/jpm.2021.1.264

June 05, 2021

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Portfolio Upside and Downside Risk—Both Matter!
Jeffrey D. Fisher and Joseph D’Alessandro

The Journal of Portfolio Management Real Estate 2021, jpm.2021.1.263; DOI: https://doi.org/10.3905/jpm.2021.1.263

June 03, 2021

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Long-Term Investing and the Frequency of Investment Decisions
Ronald J. M. van Loon

The Journal of Portfolio Management August 2021, jpm.2021.1.262; DOI: https://doi.org/10.3905/jpm.2021.1.262
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Hedge Funds and Their Prime Brokers: Favorable IPO Allocations
Xiaohui Yang, Hossein B. Kazemi and Mila Getmansky Sherman

The Journal of Portfolio Management August 2021, jpm.2021.1.261; DOI: https://doi.org/10.3905/jpm.2021.1.261

June 02, 2021

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Tokenization—The Future of Real Estate Investment?
Andrew Baum

The Journal of Portfolio Management Real Estate 2021, jpm.2021.1.260; DOI: https://doi.org/10.3905/jpm.2021.1.260

May 31, 2021

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The Global Market Portfolio
Gregory Gadzinski, Markus Schuller and Andrea Vacchino

The Journal of Portfolio Management August 2021, jpm.2021.1.259; DOI: https://doi.org/10.3905/jpm.2021.1.259
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Volatility Targeting: It’s Complicated!
George Mylnikov

The Journal of Portfolio Management August 2021, jpm.2021.1.258; DOI: https://doi.org/10.3905/jpm.2021.1.258
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American Exceptionalism: The Long-Term Evidence
Elroy Dimson, Paul Marsh and Mike Staunton

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.257; DOI: https://doi.org/10.3905/jpm.2021.1.257

May 27, 2021

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Tax-Smart Portfolio Valuation and Performance Measurement
Andrew Kalotay

The Journal of Portfolio Management August 2021, jpm.2021.1.256; DOI: https://doi.org/10.3905/jpm.2021.1.256

May 25, 2021

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Benefits of Open Architecture and Multi-Management in Real Estate Markets—Evidence from French Nonlisted Investment Trusts
Béatrice Guedj, Lionel Martellini and Shahyar Safaee

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.254; DOI: https://doi.org/10.3905/jpm.2021.1.254
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Who Gains from Place-Based Tax Incentives? Exploring Apartment Sales Prices in Qualified Opportunity Zones
Edward F. Pierzak

The Journal of Portfolio Management Real Estate 2021, jpm.2021.1.255; DOI: https://doi.org/10.3905/jpm.2021.1.255

May 22, 2021

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Firm-Specific Industries, Volatility, and Return: A Text-Based Network Industrial Classification Approach
Hussein Abdoh

The Journal of Portfolio Management August 2021, jpm.2021.1.253; DOI: https://doi.org/10.3905/jpm.2021.1.253

May 20, 2021

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The European ETF Market: Growth, Trends, and Impact on Underlying Instruments
Véronique Le Sourd and Shahyar Safaee

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.252; DOI: https://doi.org/10.3905/jpm.2021.1.252

May 12, 2021

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The Revealed Inefficiencies of the China A-H Premium
Fujun Li, Xiaoyang Liu and Vivek Viswanathan

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.251; DOI: https://doi.org/10.3905/jpm.2021.1.251
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Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures Market
Shean-Bii Chiu, Jason Hsu, Hsing-Kuo Lai and Phillip Wool

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.249; DOI: https://doi.org/10.3905/jpm.2021.1.249

May 11, 2021

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Analyzing Markets with a Large Public Company: The Case of South Korea
Jang Ho Kim, Taehyeon Kang, Jaeyong Yu and Frank J. Fabozzi

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.250; DOI: https://doi.org/10.3905/jpm.2021.1.250
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Recent Trends and Perspectives on the Korean Asset Management Industry
Jang Ho Kim, Yongjae Lee, Jaekyu Bae and Woo Chang Kim

The Journal of Portfolio Management Non-US Financial Markets 2021, jjpm.2021.1.248; DOI: https://doi.org/10.3905/jpm.2021.1.248

May 08, 2021

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Overnight Return Momentum: Evidence from European Markets
Arik Ben Dor and Xiaming Zeng

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.247; DOI: https://doi.org/10.3905/jpm.2021.1.247
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Emerging Market Stock Momentum Returns during US Economic Regimes
Anna Martirosyan and Joseph Simonian

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.246; DOI: https://doi.org/10.3905/jpm.2021.1.246

May 07, 2021

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China A-Shares: Strategic Allocation to Market and Factor Premiums
Wilma de Groot, Laurens Swinkels and Weili Zhou

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.245; DOI: https://doi.org/10.3905/jpm.2021.1.245

May 01, 2021

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Euro Stoxx 50 Dividends—Reconciling Analyst Estimates and Dividend Future Prices
Arik Ben Dor and Stephan Florig

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.244; DOI: https://doi.org/10.3905/jpm.2021.1.244

April 30, 2021

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What Portfolio in Europe Makes Sense?
Gueorgui S. Konstantinov

The Journal of Portfolio Management Non-US Financial Markets 2021, jpm.2021.1.243; DOI: https://doi.org/10.3905/jpm.2021.1.243

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The Journal of Portfolio Management

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June 19, 2021

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Published Ahead of Print

June 19, 2021

June 18, 2021

June 17, 2021

June 15, 2021

June 12, 2021

June 10, 2021

June 05, 2021

June 03, 2021

June 02, 2021

May 31, 2021

May 27, 2021

May 25, 2021

May 22, 2021

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