The Journal of Portfolio Management

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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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Should Equity Factors Be Betting on Industries?
Krishna Vyas and Michael van Baren

The Journal of Portfolio Management November 2021, 48 (1) 73-92; DOI: https://doi.org/10.3905/jpm.2021.1.297
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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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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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