The Journal of Portfolio Management

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The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
Tony Barchetto, Razvan Pascalau and Ryan Poirier

The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
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Perspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity Markets
Deniz Ozenbas and Robert A. Schwartz

The Journal of Portfolio Management November 2020, 47 (1) 5-10; DOI: https://doi.org/10.3905/jpm.2020.1.178
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Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport

The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181
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Short-Term Trend: A Jewel Hidden in Daily Returns
Marat Molyboga, Larry Swedroe and Junkai Qian

The Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186
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Is Smart Beta Still Smart under the Lens of the Diversification Return?
Wenguang Lin and Gary C. Sanger

The Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
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Divergent ESG Ratings
Elroy Dimson, Paul Marsh and Mike Staunton

The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
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The Profitability of Technical Analysis during Financial Bubbles
Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak

The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
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Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
Nuria Alemany, Vicent Aragó and Enrique Salvador

The Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
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PERSPECTIVES: Seeking Sustainability in American Public Employee Pension Systems
Clive Lipshitz and Ingo Walter

The Journal of Portfolio Management November 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
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Better Betas
Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam

The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119

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