The Journal of Portfolio Management

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Editor’s Introduction for the 2022 Special Issue on Multi-Asset Strategies
Frank J. Fabozzi

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 1-6; DOI: https://doi.org/10.3905/jpm.2022.48.4.001
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When to Diversify Differently
Brian Jacobsen and Matthias Scheiber

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 91-107; DOI: https://doi.org/10.3905/jpm.2022.1.328
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Risk Parity and Beyond—From Asset Allocation to Risk Allocation Decisions
Romain Deguest, Lionel Martellini and Attilio Meucci

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 108-135; DOI: https://doi.org/10.3905/jpm.2022.1.340
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Workhorse or Trojan Horse? The Alternative Risk Premium Conundrum in Multi-Asset Portfolios
Stephen A. Gorman and Frank J. Fabozzi

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 147-182; DOI: https://doi.org/10.3905/jpm.2022.1.342
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Cross-Asset Skew
Nick Baltas and Gabriel Salinas

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 194-219; DOI: https://doi.org/10.3905/jpm.2022.1.335
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Dual Momentum: Testing the Dual Momentum Strategy and Implications for Lifetime Allocations
Seokkeun Ha and Frank J. Fabozzi

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 282-301; DOI: https://doi.org/10.3905/jpm.2022.1.336
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Downside Risk-Parity Portfolio
Ronghua Luo, Haohan Wang and Weiyi Liu

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 261-281; DOI: https://doi.org/10.3905/jpm.2022.1.332
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Portfolio Risk Mitigation without Bonds
Michael Stamos

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 136-146; DOI: https://doi.org/10.3905/jpm.2022.1.329
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Net-Zero Investing for Multi-Asset Portfolios Seeking to Satisfy Paris-Aligned Benchmark Requirements with Climate Alpha Signals
Philip Hodges, He Ren, Katharina Schwaiger and Andrew Ang

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 33-58; DOI: https://doi.org/10.3905/jpm.2022.1.334
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Dual-Horizon Strategic Asset Allocation
Alexander Rudin and Daniel Farley

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 59-72; DOI: https://doi.org/10.3905/jpm.2022.1.331

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