The Journal of Portfolio Management

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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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Who Gains from Place-Based Tax Incentives? Exploring Apartment Sales Prices in Qualified Opportunity Zones
Edward F. Pierzak

The Journal of Portfolio Management Special Real Estate Issue 2021, 47 (10) 145-157; DOI: https://doi.org/10.3905/jpm.2021.1.255
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Portfolio Upside and Downside Risk—Both Matter!
Jeffrey D. Fisher and Joseph D’Alessandro

The Journal of Portfolio Management Special Real Estate Issue 2021, 47 (10) 158-171; DOI: https://doi.org/10.3905/jpm.2021.1.263
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Global Risk Premiums on Direct Office Real Estate Returns
Ivo de Wit and Christopher Mayer

The Journal of Portfolio Management Special Real Estate Issue 2021, 47 (10) 91-106; DOI: https://doi.org/10.3905/jpm.2021.1.266
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Investment Performance of US High-Yield Real Estate Debt: An Empirical Analysis
Michael Giliberto

The Journal of Portfolio Management Special Real Estate Issue 2021, 47 (10) 127-144; DOI: https://doi.org/10.3905/jpm.2021.1.269
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Three Decades of Global Institutional Investment in Commercial Real Estate
Alexander Carlo, Piet Eichholtz and Nils Kok

The Journal of Portfolio Management Special Real Estate Issue 2021, 47 (10) 25-40; DOI: https://doi.org/10.3905/jpm.2021.1.275

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