The Journal of Portfolio Management

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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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What Portfolio in Europe Makes Sense?
Gueorgui S. Konstantinov

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 79-94; DOI: https://doi.org/10.3905/jpm.2021.1.243
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The European ETF Market: Growth, Trends, and Impact on Underlying Instruments
Véronique Le Sourd and Shahyar Safaee

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 95-111; DOI: https://doi.org/10.3905/jpm.2021.1.252
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Analyzing Markets with a Large Public Company: The Case of South Korea
Jang Ho Kim, Taehyeon Kang, Jaeyong Yu and Frank J. Fabozzi

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 162-171; DOI: https://doi.org/10.3905/jpm.2021.1.250
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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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American Exceptionalism: The Long-Term Evidence
Elroy Dimson, Paul Marsh and Mike Staunton

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 14-26; DOI: https://doi.org/10.3905/jpm.2021.1.257

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