The Journal of Portfolio Management

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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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Investment Management Post Pandemic, Post Global Warming, Post Resource Depletion
Frank J. Fabozzi, Sergio Focardi and Zenu Sharma

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 141-158; DOI: https://doi.org/10.3905/jpm.2021.1.280
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Firm-Level Cybersecurity Risk and Idiosyncratic Volatility
Nazli Sila Alan, Ahmet K. Karagozoglu and Tianpeng Zhou

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 110-140; DOI: https://doi.org/10.3905/jpm.2021.1.286
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Novel Risks: A Research and Policy Overview
Ahmet K. Karagozoglu

The Journal of Portfolio Management Novel Risks 2021, 47 (9) 11-34; DOI: https://doi.org/10.3905/jpm.2021.1.287
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The Quantitative Approach for Sustainable Investing
Eric Sorensen, Mike Chen and George Mussalli

The Journal of Portfolio Management August 2021, 47 (8) 38-49; DOI: https://doi.org/10.3905/jpm.2021.1.267
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The Best Strategies for Inflationary Times
Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van Hemert

The Journal of Portfolio Management August 2021, 47 (8) 8-37; DOI: https://doi.org/10.3905/jpm.2021.1.274
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The Global Market Portfolio
Gregory Gadzinski, Markus Schuller and Andrea Vacchino

The Journal of Portfolio Management August 2021, 47 (8) 151-163; DOI: https://doi.org/10.3905/jpm.2021.1.259
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Firm-Specific Industries, Volatility, and Return: A Text-Based Network Industrial Classification Approach
Hussein Abdoh

The Journal of Portfolio Management August 2021, 47 (8) 184-196; DOI: https://doi.org/10.3905/jpm.2021.1.253

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