The Journal of Portfolio Management

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The Revealed Inefficiencies of the China A-H Premium
Fujun Li, Xiaoyang Liu and Vivek Viswanathan

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 150-161; DOI: https://doi.org/10.3905/jpm.2021.1.251
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American Exceptionalism: The Long-Term Evidence
Elroy Dimson, Paul Marsh and Mike Staunton

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 14-26; DOI: https://doi.org/10.3905/jpm.2021.1.257
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Benefits of Open Architecture and Multi-Management in Real Estate Markets—Evidence from French Nonlisted Investment Trusts
Béatrice Guedj, Lionel Martellini and Shahyar Safaee

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 112-130; DOI: https://doi.org/10.3905/jpm.2021.1.254
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Euro Stoxx 50 Dividends—Reconciling Analyst Estimates and Dividend Future Prices
Arik Ben Dor and Stephan Florig

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 63-77; DOI: https://doi.org/10.3905/jpm.2021.1.244
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Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures Market
Shean-Bii Chiu, Jason Hsu, Hsing-Kuo Lai and Phillip Wool

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 185-199; DOI: https://doi.org/10.3905/jpm.2021.1.249
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China A-Shares: Strategic Allocation to Market and Factor Premiums
Wilma de Groot, Laurens Swinkels and Weili Zhou

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 131-149; DOI: https://doi.org/10.3905/jpm.2021.1.245
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Overnight Return Momentum: Evidence from European Markets
Arik Ben Dor and Xiaming Zeng

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 46-62; DOI: https://doi.org/10.3905/jpm.2021.1.247
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Calculating Outperformance in Dollars: Introducing the Excess Value Method
Avi Turetsky, Matthew Pyrz, Barry Griffiths, Joaquin Lujan and Isaac Beckel

The Journal of Portfolio Management May 2021, 47 (6) 194-215; DOI: https://doi.org/10.3905/jpm.2021.1.234
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Foreign Revenue: A New World of Risk Exposures
David Blanchett

The Journal of Portfolio Management May 2021, 47 (6) 175-193; DOI: https://doi.org/10.3905/jpm.2021.1.237
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Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies
Ryan Poirier

The Journal of Portfolio Management May 2021, 47 (6) 156-173; DOI: https://doi.org/10.3905/jpm.2021.1.238

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