The Journal of Portfolio Management

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Cost, Performance, and Benchmark Bias of Public Pension Funds in the United States: An Unflattering Portrait
Richard M. Ennis

The Journal of Portfolio Management April 2022, 48 (5) 138-150; DOI: https://doi.org/10.3905/jpm.2022.1.349
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Portfolio Decisions within a Generalized Funding Ratio Framework
Martin L. Leibowitz and Stanley Kogelman

The Journal of Portfolio Management April 2022, 48 (5) 151-165; DOI: https://doi.org/10.3905/jpm.2022.1.347
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Tail Risk Hedging Performance: Measuring What Counts
Linda Chang, Jeremie Holdom and Vineer Bhansali

The Journal of Portfolio Management April 2022, 48 (5) 25-39; DOI: https://doi.org/10.3905/jpm.2022.1.345
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Maximizing Capital Efficiency in US Defined Benefit Pension Plan Immunizing Portfolio Construction Using Derivatives and a Power Law Relationship
Scott McDermott

The Journal of Portfolio Management April 2022, 48 (5) 166-181; DOI: https://doi.org/10.3905/jpm.2022.1.350
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Toward Regime-Aware Risk Forecasts
Kevin Khang

The Journal of Portfolio Management April 2022, 48 (5) 49-70; DOI: https://doi.org/10.3905/jpm.2022.48.5.049
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On the Benefits of Scale Economies in Asset Management
Shreya Adiraju, Dalia Blass, Samara Cohen, Ananth Madhavan and Salim Ramji

The Journal of Portfolio Management April 2022, 48 (5) 9-24; DOI: https://doi.org/10.3905/jpm.2022.1.352
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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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Risk Parity and Beyond—From Asset Allocation to Risk Allocation Decisions
Romain Deguest, Lionel Martellini and Attilio Meucci

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 108-135; DOI: https://doi.org/10.3905/jpm.2022.1.340

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