The Journal of Portfolio Management

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Shared Experience in Top Management Team and Mutual Fund Performance
ZhengAi He and Eric K. M. Tan

The Journal of Portfolio Management July 2022, 48 (7) 39-58; DOI: https://doi.org/10.3905/jpm.2022.1.360
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How Have ETFs Changed Market Macro Efficiency and Risk Structure?
Santiago Guzman, Joseph Peteul and Amir Rezaee

The Journal of Portfolio Management July 2022, 48 (7) 156-174; DOI: https://doi.org/10.3905/jpm.2022.1.361
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Sector Rotation in Times of Crises
Pratiksha Sharma, Dhruvi Nishar, Vedant Kabra, Peyasha Sehgal, Debashis Guha and Larry Pohlman

The Journal of Portfolio Management July 2022, 48 (7) 59-74; DOI: https://doi.org/10.3905/jpm.2022.1.379
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Portfolio Factory
Bernd Scherer

The Journal of Portfolio Management July 2022, 48 (7) 7-13; DOI: https://doi.org/10.3905/jpm.2022.1.364
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Expected Stock Returns When Interest Rates Are Low
David Blitz

The Journal of Portfolio Management July 2022, 48 (7) 104-116; DOI: https://doi.org/10.3905/jpm.2022.1.362
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Is Incorporating ESG Considerations Costly?
Arik Ben Dor, Jingling Guan and Yunpeng Sun

The Journal of Portfolio Management July 2022, 48 (7) 75-87; DOI: https://doi.org/10.3905/jpm.2022.1.377
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Predicting Stock Index Changes
Sascha Wilkens

The Journal of Portfolio Management July 2022, 48 (7) 175-194; DOI: https://doi.org/10.3905/jpm.2022.1.359
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Consumer Spending and the Cross-Section of Stock Returns
Tarun Gupta, Edward Leung and Viorel Roscovan

The Journal of Portfolio Management July 2022, 48 (7) 117-137; DOI: https://doi.org/10.3905/jpm.2022.1.365
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The Impact of Intangible Capital on Factor Performance Efficacy
Andrew L. Berkin, Amitabh Dugar and Jacob Pozharny

The Journal of Portfolio Management July 2022, 48 (7) 88-103; DOI: https://doi.org/10.3905/jpm.2022.1.358
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Understanding the Stable Components of Seasonality in the Size Effect
Boris Fays, Georges Hübner and Marie Lambert

The Journal of Portfolio Management July 2022, 48 (7) 138-155; DOI: https://doi.org/10.3905/jpm.2022.1.363

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