The Journal of Portfolio Management

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Finding Value Using Momentum
Bijon Pani and Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 264-283; DOI: https://doi.org/10.3905/jpm.2021.1.272
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Factor Investing in Sovereign Bond Markets: Deep Sample Evidence
Guido Baltussen, Martin Martens and Olaf Penninga

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 209-225; DOI: https://doi.org/10.3905/jpm.2021.1.311
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The Quant Cycle
David Blitz

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 26-43; DOI: https://doi.org/10.3905/jpm.2021.1.304
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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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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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The Unreasonable Attractiveness of More ESG Data
Mike Chen, Robert von Behren and George Mussalli

The Journal of Portfolio Management November 2021, 48 (1) 147-162; DOI: https://doi.org/10.3905/jpm.2021.1.281
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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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