The Journal of Portfolio Management

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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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Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
Tony Elavia, S. P. Kothari, Xu Li and Haifeng You

The Journal of Portfolio Management February 2022, 48 (3) 199-218; DOI: https://doi.org/10.3905/jpm.2021.1.319
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The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen

The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316
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Active versus Passive: Old Wine in New Wine Skins
Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger

The Journal of Portfolio Management February 2022, 48 (3) 8-24; DOI: https://doi.org/10.3905/jpm.2021.1.325
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Predicting Performance Using Consumer Big Data
Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka

The Journal of Portfolio Management February 2022, 48 (3) 47-61; DOI: https://doi.org/10.3905/jpm.2021.1.320
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History, Shocks, and Drifts: A New Approach to Portfolio Formation
Mark Kritzman and David Turkington

The Journal of Portfolio Management February 2022, 48 (3) 142-152; DOI: https://doi.org/10.3905/jpm.2021.1.321
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How Valuable Are Target Price Forecasts to Factor Investing?
Hamza Bahaji

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 164-180; DOI: https://doi.org/10.3905/jpm.2021.1.305

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