The Journal of Portfolio Management

Latest Articles

Article Type

You have access
Performance, Perception, and Manager Selection
Scott D. Stewart

The Journal of Portfolio Management April 2022, 48 (5) 87-103; DOI: https://doi.org/10.3905/jpm.2022.1.351
You have access
Drawdown Measures: Are They All the Same?
Olaf Korn, Philipp M. Möller and Christian Schwehm

The Journal of Portfolio Management April 2022, 48 (5) 104-120; DOI: https://doi.org/10.3905/jpm.2022.1.346
You have access
Inflation Risk Premium
Jamil Baz, Josh Davis, Jerry Tsai and Ziqi Zhang

The Journal of Portfolio Management April 2022, 48 (5) 266-275; DOI: https://doi.org/10.3905/jpm.2022.1.354
You have access
Carbon-Tax-Adjusted Value
David Blitz and Tobias Hoogteijling

The Journal of Portfolio Management April 2022, 48 (5) 121-137; DOI: https://doi.org/10.3905/jpm.2022.1.343
You have access
Cost, Performance, and Benchmark Bias of Public Pension Funds in the United States: An Unflattering Portrait
Richard M. Ennis

The Journal of Portfolio Management April 2022, 48 (5) 138-150; DOI: https://doi.org/10.3905/jpm.2022.1.349
You have access
Portfolio Decisions within a Generalized Funding Ratio Framework
Martin L. Leibowitz and Stanley Kogelman

The Journal of Portfolio Management April 2022, 48 (5) 151-165; DOI: https://doi.org/10.3905/jpm.2022.1.347
You have access
Tail Risk Hedging Performance: Measuring What Counts
Linda Chang, Jeremie Holdom and Vineer Bhansali

The Journal of Portfolio Management April 2022, 48 (5) 25-39; DOI: https://doi.org/10.3905/jpm.2022.1.345
You have access
Maximizing Capital Efficiency in US Defined Benefit Pension Plan Immunizing Portfolio Construction Using Derivatives and a Power Law Relationship
Scott McDermott

The Journal of Portfolio Management April 2022, 48 (5) 166-181; DOI: https://doi.org/10.3905/jpm.2022.1.350
You have access
Toward Regime-Aware Risk Forecasts
Kevin Khang

The Journal of Portfolio Management April 2022, 48 (5) 49-70; DOI: https://doi.org/10.3905/jpm.2022.48.5.049
You have access
On the Benefits of Scale Economies in Asset Management
Shreya Adiraju, Dalia Blass, Samara Cohen, Ananth Madhavan and Salim Ramji

The Journal of Portfolio Management April 2022, 48 (5) 9-24; DOI: https://doi.org/10.3905/jpm.2022.1.352

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