The Journal of Portfolio Management

Published Ahead of Print

October 21, 2021

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The Unreasonable Attractiveness of More ESG Data
Mike Chen, Robert von Behren and George Mussalli

The Journal of Portfolio Management November 2021, jpm.2021.1.281; DOI: https://doi.org/10.3905/jpm.2021.1.281

October 13, 2021

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A Tale of Two Tails: Mortality, Size, Volatility, and EPU
Maggie Copeland, Thomas Copeland and Zhitong Lai

The Journal of Portfolio Management November 2021, jpm.2021.1.302; DOI: https://doi.org/10.3905/jpm.2021.1.302
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Measuring and Managing the Opportunity Cost of Downside Risk Protection
Nicole Beevers, Hannes Du Plessis, Lionel Martellini and Vincent Milhau

The Journal of Portfolio Management November 2021, jpm.2021.1.301; DOI: https://doi.org/10.3905/jpm.2021.1.301
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How Much Information Is Required to Time the Market?
Rongju Zhang and Henry Wong

The Journal of Portfolio Management November 2021, jpm.2021.1.299; DOI: https://doi.org/10.3905/jpm.2021.1.299

October 12, 2021

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The Efficient Frontier: A Note on the Curious Difference between Variance and Standard Deviation
Richard Roll

The Journal of Portfolio Management November 2021, jpm.2021.1.300; DOI: https://doi.org/10.3905/jpm.2021.1.300

October 07, 2021

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Developing Practical Investment Resilience
Jarrod Wilcox

The Journal of Portfolio Management November 2021, jpm.2021.1.298; DOI: https://doi.org/10.3905/jpm.2021.1.298
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Should Equity Factors Be Betting on Industries?
Krishna Vyas and Michael van Baren

The Journal of Portfolio Management November 2021, jpm.2021.1.297; DOI: https://doi.org/10.3905/jpm.2021.1.297

October 06, 2021

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Latent Factors in Equity Returns: How Many Are There and What Are They?
Ross French

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.296; DOI: https://doi.org/10.3905/jpm.2021.1.296

October 05, 2021

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Volatility-Dependent Skewness Preference
Xiang Gao, Kees G. Koedijk and Zhan Wang

The Journal of Portfolio Management November 2021, jpm.2021.1.295; DOI: https://doi.org/10.3905/jpm.2021.1.295

October 02, 2021

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Fund Success and Assurance Frontiers
Martin L. Leibowitz and Stanley Kogelman

The Journal of Portfolio Management November 2021, jpm.2021.1.294; DOI: https://doi.org/10.3905/jpm.2021.1.294

October 01, 2021

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Volatility Timing under Low-Volatility Strategy
Poh Ling Neo and Chyng Wen Tee

The Journal of Portfolio Management November 2021, jpm.2021.1.293; DOI: https://doi.org/10.3905/jpm.2021.1.293

September 30, 2021

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Factor Investing Using Capital Market Assumptions
Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.291; DOI: https://doi.org/10.3905/jpm.2021.1.291

September 29, 2021

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Risky Corporate Bonds in 2021: A Bubble, or Rational Underwriting in a Low-Rate Environment?
Edward I. Altman and Mike Harmon

The Journal of Portfolio Management November 2021, jpm.2021.1.292; DOI: https://doi.org/10.3905/jpm.2021.1.292

July 01, 2021

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Finding Value Using Momentum
Bijon Pani and Frank J. Fabozzi

The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.272; DOI: https://doi.org/10.3905/jpm.2021.1.272

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The Journal of Portfolio Management

Published Ahead of Print

October 21, 2021

October 13, 2021

October 12, 2021

October 07, 2021

October 06, 2021

October 05, 2021

October 02, 2021

October 01, 2021

September 30, 2021

September 29, 2021

July 01, 2021

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Published Ahead of Print

October 21, 2021

October 13, 2021

October 12, 2021

October 07, 2021

October 06, 2021

October 05, 2021

October 02, 2021

October 01, 2021

September 30, 2021

September 29, 2021

July 01, 2021

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