The Journal of Portfolio Management

Latest Articles

Article Type

You have access
History, Shocks, and Drifts: A New Approach to Portfolio Formation
Mark Kritzman and David Turkington

The Journal of Portfolio Management February 2022, 48 (3) 142-152; DOI: https://doi.org/10.3905/jpm.2021.1.321
You have access
Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas
F. Amir-Ghassemi, A. Papanicolaou and M. Perlow

The Journal of Portfolio Management February 2022, 48 (3) 220-239; DOI: https://doi.org/10.3905/jpm.2021.1.313
You have access
Quantifying Long-Term Market Impact
Campbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan Zohren

The Journal of Portfolio Management February 2022, 48 (3) 25-46; DOI: https://doi.org/10.3905/jpm.2021.1.324
You have access
Public and Private Equity Returns: Different or Same?
Alexander Rudin and Daniel Farley

The Journal of Portfolio Management February 2022, 48 (3) 117-127; DOI: https://doi.org/10.3905/jpm.2021.1.323
You have access
Trending Fast and Slow
Eddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei Ma

The Journal of Portfolio Management February 2022, 48 (3) 103-116; DOI: https://doi.org/10.3905/jpm.2021.1.312
You have access
The Future of Factor Investing
Dimitris Melas

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 15-25; DOI: https://doi.org/10.3905/jpm.2021.1.308
You have access
Investing in US Core Fixed Income with Macro and Style Factors
Eugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew Ang

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309
You have access
Latent Factors in Equity Returns: How Many Are There and What Are They?
Ross French

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 226-263; DOI: https://doi.org/10.3905/jpm.2021.1.296
You have access
Price Informativeness with Equity Market Factors
Roger Clarke, Harindra de Silva and Steven Thorley

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 66-79; DOI: https://doi.org/10.3905/jpm.2021.1.303
You have access
Factor Investing Using Capital Market Assumptions
Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 119-143; DOI: https://doi.org/10.3905/jpm.2021.1.291

Main menu

User menu

Search

The Journal of Portfolio Management

Latest Articles

Pages

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Latest Articles

Pages

Stay Connected