The Journal of Portfolio Management

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Top-Down Portfolio Implications of Climate Change
Yesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) Jin

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 69-91; DOI: https://doi.org/10.3905/jpm.2021.1.279
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Geopolitical Risk in Investment Research: Allies, Adversaries, and Algorithms
Joseph Simonian

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 92-109; DOI: https://doi.org/10.3905/jpm.2021.1.284
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Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis
Gunther Capelle-Blancard, Adrien Desroziers and Olivier David Zerbib

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 178-197; DOI: https://doi.org/10.3905/jpm.2021.1.288
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The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 54-68; DOI: https://doi.org/10.3905/jpm.2021.1.285
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Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks
Guido Giese, Zoltán Nagy and Bruno Rauis

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 35-53; DOI: https://doi.org/10.3905/jpm.2021.1.283
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Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing
Lionel Martellini and Lou-Salomé Vallée

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 198-223; DOI: https://doi.org/10.3905/jpm.2021.1.290
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Long-Term Investing and the Frequency of Investment Decisions
Ronald J. M. van Loon

The Journal of Portfolio Management August 2021, 47 (8) 86-104; DOI: https://doi.org/10.3905/jpm.2021.1.262
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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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