The Journal of Portfolio Management

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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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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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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, 48 (1) 7-20; DOI: https://doi.org/10.3905/jpm.2021.1.292
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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, 48 (1) 163-187; DOI: https://doi.org/10.3905/jpm.2021.1.299
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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, 48 (1) 21-42; DOI: https://doi.org/10.3905/jpm.2021.1.301
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Volatility-Dependent Skewness Preference
Xiang Gao, Kees G. Koedijk and Zhan Wang

The Journal of Portfolio Management November 2021, 48 (1) 43-58; DOI: https://doi.org/10.3905/jpm.2021.1.295

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