The Journal of Portfolio Management

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Multi-Asset Class Factor Premia: A Strategic Asset Allocation Perspective
Stefano Cavaglia, Louis Scott, Kenneth Blay and Scott Hixon

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 14-32; DOI: https://doi.org/10.3905/jpm.2022.1.338
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A Novel Approach to Risk Parity: Diversification across Risk Factors and Market Regimes
Chris Kelliher, Avishek Hazrachoudhury and Bill Irving

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 73-90; DOI: https://doi.org/10.3905/jpm.2022.1.327
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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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The Covariance Structure between Liquid and Illiquid Assets
Marielle de Jong

The Journal of Portfolio Management February 2022, 48 (3) 128-141; DOI: https://doi.org/10.3905/jpm.2021.1.318
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Changes in Ownership Breadth and Capital Market Anomalies
Yangru Wu and Weike Xu

The Journal of Portfolio Management February 2022, 48 (3) 185-198; DOI: https://doi.org/10.3905/jpm.2021.1.317
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There Is No Unique Rational Decision Strategy in Financial Markets
Klaus Schredelseker

The Journal of Portfolio Management February 2022, 48 (3) 153-163; DOI: https://doi.org/10.3905/jpm.2021.1.326
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The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time
Steve Fox and P. Brett Hammond

The Journal of Portfolio Management February 2022, 48 (3) 63-86; DOI: https://doi.org/10.3905/jpm.2021.1.314
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Intangibles: The Missing Ingredient in Book Value
Feifei Li

The Journal of Portfolio Management February 2022, 48 (3) 164-184; DOI: https://doi.org/10.3905/jpm.2021.1.322

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