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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Published Ahead of Print

March 05, 2021

  • You have access
    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
  • You have access
    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

  • You have access
    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

March 03, 2021

  • You have access
    Risk Parity: The Democratization of Risk in Asset Allocation
    Francesco A. Fabozzi, Joseph Simonian and Frank J. Fabozzi
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.228; DOI: https://doi.org/10.3905/jpm.2021.1.228

March 02, 2021

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    Strategic Asset Allocation for Endowment Funds
    Kathleen E. Jacobs and Adam Kobor
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.227; DOI: https://doi.org/10.3905/jpm.2021.1.227

March 01, 2021

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    The Canadian Pension Fund Model: A Quantitative Portrait
    Alexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin Spehner
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.226; DOI: https://doi.org/10.3905/jpm.2021.1.226

February 22, 2021

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    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
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    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

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    Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management
    Petter N. Kolm, Gordon Ritter and Joseph Simonian
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.222; DOI: https://doi.org/10.3905/jpm.2021.1.222

February 18, 2021

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    The Role of Factors in Asset Allocation
    Mark Kritzman
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.223; DOI: https://doi.org/10.3905/jpm.2021.1.223

February 16, 2021

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    Don’t Give Up the Ship: The Future of the Endowment Model
    Laurence B. Siegel
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.221; DOI: https://doi.org/10.3905/jpm.2021.1.221
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    Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process
    Dimitris Melas
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.220; DOI: https://doi.org/10.3905/jpm.2021.1.220

February 12, 2021

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    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

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    Failure of the Endowment Model
    Richard M. Ennis
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.217; DOI: https://doi.org/10.3905/jpm.2021.1.217
  • You have access
    The Canadian Pension Model: Past, Present, and Future
    Keith Ambachtsheer
    The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.216; DOI: https://doi.org/10.3905/jpm.2021.1.216
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