The Journal of Portfolio Management

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Improving Equity Fund Alpha Estimates with a Second Size Factor
Nanqing Dong, Luka Jankovic, Anne Stewart and Scott Stewart

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 175-187; DOI: https://doi.org/10.3905/jpm.2022.1.435
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Factor Investing: The Best Is Yet to Come
David Blitz

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 10-18; DOI: https://doi.org/10.3905/jpm.2022.1.445
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Editor’s Introduction for 2023 Special Issue on Factor Investing
Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 1-3; DOI: https://doi.org/10.3905/jpm.2022.49.2.001
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On Factor Purity in Investment Portfolios
Harindra de Silva

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 26-32; DOI: https://doi.org/10.3905/jpm.2022.1.447
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Mitigating the Hidden Risks of Factor Investing
Rob Arnott, Vitali Kalesnik and Lillian Wu

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 111-124; DOI: https://doi.org/10.3905/jpm.2022.1.454
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The Lost Decade: Have Macro Factor Risk Premia Become Irrelevant?
Chenfei Ma, Eddie Cheng and Wai Lee

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 95-110; DOI: https://doi.org/10.3905/jpm.2022.1.439
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Fact, Fiction, and Factor Investing
Michele Aghassi, Cliff Asness, Charles Fattouche and Tobias J. Moskowitz

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 57-94; DOI: https://doi.org/10.3905/jpm.2022.1.453
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Putting Credit Factor Investing into Practice
Hendrik Kaufmann, Philip Messow and Frederik Wisser

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 188-215; DOI: https://doi.org/10.3905/jpm.2022.1.436
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Brinson-Style Attribution over Continuous Factors
Vishv Jeet and Amit Partani

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 216-223; DOI: https://doi.org/10.3905/jpm.2022.1.446
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Factor Information Decay: A Global Study
Emlyn Flint and Rademeyer Vermaak

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 125-140; DOI: https://doi.org/10.3905/jpm.2022.1.433

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