The Journal of Portfolio Management

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Factor Construction Zoo: Are Factor Exposures Created Equal?
Shaojun Zhang

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 105-118; DOI: https://doi.org/10.3905/jpm.2021.48.2.105
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Editor’s Introduction for 2022 Special Issue on Factor Investing
Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 1-6; DOI: https://doi.org/10.3905/jpm.2021.48.2.001
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Socially Responsible Investing and Factor Investing, Is There an Opportunity Cost?
Li Cai, Ricky Cooper and Di He

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 181-197; DOI: https://doi.org/10.3905/jpm.2021.1.307
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Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?
Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani Linnainmaa

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 144-163; DOI: https://doi.org/10.3905/jpm.2021.1.310
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The Future of Factor Investing
Dimitris Melas

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 15-25; DOI: https://doi.org/10.3905/jpm.2021.1.308
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Investing in US Core Fixed Income with Macro and Style Factors
Eugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew Ang

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309
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Latent Factors in Equity Returns: How Many Are There and What Are They?
Ross French

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 226-263; DOI: https://doi.org/10.3905/jpm.2021.1.296
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Price Informativeness with Equity Market Factors
Roger Clarke, Harindra de Silva and Steven Thorley

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 66-79; DOI: https://doi.org/10.3905/jpm.2021.1.303
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Factor Investing Using Capital Market Assumptions
Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 119-143; DOI: https://doi.org/10.3905/jpm.2021.1.291
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Macro Factor Investing with Style
Alexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay Raol

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 80-104; DOI: https://doi.org/10.3905/jpm.2021.1.306

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