The Journal of Portfolio Management

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Toward Tax-Efficient Low-Volatility Investing
Shaojun Zhang

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 198-207; DOI: https://doi.org/10.3905/jpm.2021.48.2.198
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How Valuable Are Target Price Forecasts to Factor Investing?
Hamza Bahaji

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 164-180; DOI: https://doi.org/10.3905/jpm.2021.1.305
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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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A Tale of Two Tails: Mortality, Size, Volatility, and EPU
Maggie Copeland, Thomas Copeland and Zhitong Lai

The Journal of Portfolio Management November 2021, 48 (1) 98-114; DOI: https://doi.org/10.3905/jpm.2021.1.302
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Fund Success and Assurance Frontiers
Martin L. Leibowitz and Stanley Kogelman

The Journal of Portfolio Management November 2021, 48 (1) 59-72; DOI: https://doi.org/10.3905/jpm.2021.1.294
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Developing Practical Investment Resilience
Jarrod Wilcox

The Journal of Portfolio Management November 2021, 48 (1) 115-132; 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, 48 (1) 73-92; DOI: https://doi.org/10.3905/jpm.2021.1.297
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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, 48 (1) 93-97; DOI: https://doi.org/10.3905/jpm.2021.1.300
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Volatility Timing under Low-Volatility Strategy
Poh Ling Neo and Chyng Wen Tee

The Journal of Portfolio Management November 2021, 48 (1) 133-146; DOI: https://doi.org/10.3905/jpm.2021.1.293

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