The Journal of Portfolio Management

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Editor’s Introduction to the Special Issue on Market Microstructure
Frank J. Fabozzi and Robert A. Schwartz

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 1-5; DOI: https://doi.org/10.3905/jpm.2022.1.391
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Equity Market Structure and the Persistence of Unsolved Problems: A Microstructure Perspective
Robert A. Schwartz, James Ross and Deniz Ozenbas

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 12-29; DOI: https://doi.org/10.3905/jpm.2022.1.384
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Emerging Technologies and the Transformation of Exchange Trading Platforms
Andy Novocin and Bruce Weber

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 45-57; DOI: https://doi.org/10.3905/jpm.2022.1.390
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The Return of the Call Auction
Deniz Ozenbas and Robert A. Schwartz

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 110-126; DOI: https://doi.org/10.3905/jpm.2022.1.387
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Option-Enhanced Tax-Smart Portfolio Value
Andrew Kalotay

The Journal of Portfolio Management April 2022, 48 (5) 182-188; DOI: https://doi.org/10.3905/jpm.2022.1.341
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Stock-Market Risk Factors and Manager Performance
Peter Mladina and Steven Germani

The Journal of Portfolio Management April 2022, 48 (5) 40-48; DOI: https://doi.org/10.3905/jpm.2022.1.348
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The Performance Life Cycle of Hedge Funds: Can Investors Achieve Lasting Performance?
Chao Gao, Timothy D. Haight, Chengdong Yin and Chengsi Zhang

The Journal of Portfolio Management April 2022, 48 (5) 189-217; DOI: https://doi.org/10.3905/jpm.2021.1.315
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Systematic ESG Risk and Passive ESG Investing
Ick Jin

The Journal of Portfolio Management April 2022, 48 (5) 71-86; DOI: https://doi.org/10.3905/jpm.2022.1.344
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The Data Dilemma in Alternative Risk Premium: Why Is a Benchmark So Elusive?
Stephen A. Gorman and Frank J. Fabozzi

The Journal of Portfolio Management April 2022, 48 (5) 219-265; DOI: https://doi.org/10.3905/jpm.2022.1.353
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Performance, Perception, and Manager Selection
Scott D. Stewart

The Journal of Portfolio Management April 2022, 48 (5) 87-103; DOI: https://doi.org/10.3905/jpm.2022.1.351

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