The Journal of Portfolio Management

Published Ahead of Print

July 24, 2019

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Integrating Factors in Market Indexes and Active Portfolios
Dimitris Melas, Zoltán Nagy, Navneet Kumar and Peter Zangari

The Journal of Portfolio Management September 2019, jpm.2019.1.096; DOI: https://doi.org/10.3905/jpm.2019.1.096

July 18, 2019

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Portfolio Selection: A Game-Theoretic Approach
Joseph Simonian

The Journal of Portfolio Management September 2019, jpm.2019.1.095; DOI: https://doi.org/10.3905/jpm.2019.1.095

July 17, 2019

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International Equity Investing: Is Flexibility the New Diversification?
Sunder R. Ramkumar, Michelle J. Black and Vincent C. Fu

The Journal of Portfolio Management September 2019, jpm.2019.1.094; DOI: https://doi.org/10.3905/jpm.2019.1.094
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The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BET
Preston W. Estep

The Journal of Portfolio Management September 2019, jpm.2019.1.093; DOI: https://doi.org/10.3905/jpm.2019.1.093

July 10, 2019

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Macroeconomic Risks in Equity Factor Investing
Noël Amenc, Mikheil Esakia, Felix Goltz and Ben Luyten

The Journal of Portfolio Management September 2019, jpm.2019.1.092; DOI: https://doi.org/10.3905/jpm.2019.1.092

July 09, 2019

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The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?
Brian Jacobsen, Wai Lee and Chao Ma

The Journal of Portfolio Management September 2019, jpm.2019.1.091; DOI: https://doi.org/10.3905/jpm.2019.1.091

July 04, 2019

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On the Existence of Stock Price Bubbles—The Smoking Gun—Discounts and Premiums on Closed-End Funds and ETFs
Robert Jarrow

The Journal of Portfolio Management September 2019, jpm.2019.1.090; DOI: https://doi.org/10.3905/jpm.2019.1.090
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The Capacity of Factor Strategies
David Blitz and Thom Marchesini

The Journal of Portfolio Management September 2019, jpm.2019.1.089; DOI: https://doi.org/10.3905/jpm.2019.1.089

July 01, 2019

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The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies
David Yechiam Aharon and Mahmoud Qadan

The Journal of Portfolio Management September 2019, jpm.2019.1.088; DOI: https://doi.org/10.3905/jpm.2019.1.088