The Journal of Portfolio Management

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Momentum Information Propagation through Global Supply Chain Networks
Rei Yamamoto, Naoya Kawadai and Hiroki Miyahara

The Journal of Portfolio Management August 2021, 47 (8) 197-211; DOI: https://doi.org/10.3905/jpm.2021.1.264
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Long-Term Investing and the Frequency of Investment Decisions
Ronald J. M. van Loon

The Journal of Portfolio Management August 2021, 47 (8) 86-104; DOI: https://doi.org/10.3905/jpm.2021.1.262
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Tax-Smart Portfolio Valuation and Performance Measurement
Andrew Kalotay

The Journal of Portfolio Management August 2021, 47 (8) 50-56; DOI: https://doi.org/10.3905/jpm.2021.1.256
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Volatility Targeting: It’s Complicated!
George Mylnikov

The Journal of Portfolio Management August 2021, 47 (8) 57-74; DOI: https://doi.org/10.3905/jpm.2021.1.258
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Hedge Funds and Their Prime Brokers: Favorable IPO Allocations
Xiaohui Yang, Hossein B. Kazemi and Mila Getmansky Sherman

The Journal of Portfolio Management August 2021, 47 (8) 105-123; DOI: https://doi.org/10.3905/jpm.2021.1.261
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A Market Microstructure View of the Informational Efficiency of Security Prices
Robert A. Schwartz

The Journal of Portfolio Management August 2021, 47 (8) 75-84; DOI: https://doi.org/10.3905/jpm.2021.1.268
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A Time-Series Analysis and Forecast of CAPE
Marc Fandetti

The Journal of Portfolio Management August 2021, 47 (8) 138-150; DOI: https://doi.org/10.3905/jpm.2021.1.265
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The P/E Ratio, the Business Cycle, and Timing the Stock Market
Sangkyun Park

The Journal of Portfolio Management August 2021, 47 (8) 165-183; DOI: https://doi.org/10.3905/jpm.2021.1.270
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The Quantitative Approach for Sustainable Investing
Eric Sorensen, Mike Chen and George Mussalli

The Journal of Portfolio Management August 2021, 47 (8) 38-49; DOI: https://doi.org/10.3905/jpm.2021.1.267
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The Revealed Inefficiencies of the China A-H Premium
Fujun Li, Xiaoyang Liu and Vivek Viswanathan

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 150-161; DOI: https://doi.org/10.3905/jpm.2021.1.251

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