The Journal of Portfolio Management

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Risk in Risk Aversion
Jarrod Wilcox and Steven Satchell

The Journal of Portfolio Management November 2022, 49 (1) 10-21; DOI: https://doi.org/10.3905/jpm.2022.1.407
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Where’s Tobin? Protecting Intergenerational Equity for Endowments: A New Benchmarking Approach
M. Barton Waring and Laurence B. Siegel

The Journal of Portfolio Management November 2022, 49 (1) 47-80; DOI: https://doi.org/10.3905/jpm.2022.1.424
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Type I and Type II Errors of the Sharpe Ratio under Multiple Testing
Marcos López de Prado

The Journal of Portfolio Management November 2022, 49 (1) 39-46; DOI: https://doi.org/10.3905/jpm.2022.1.403
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Value for Equity Index Options: Expected—Not Realized—Volatility and the Distribution of Forecasts
J. Benson Durham

The Journal of Portfolio Management November 2022, 49 (1) 213-251; DOI: https://doi.org/10.3905/jpm.2022.1.427
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Investment Decisions under Almost Complete Causal Ignorance
Joseph Simonian

The Journal of Portfolio Management November 2022, 49 (1) 33-38; DOI: https://doi.org/10.3905/jpm.2022.1.426
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The Modern Endowment Story: A Ubiquitous US Equity Factor
Richard M. Ennis

The Journal of Portfolio Management November 2022, 49 (1) 107-117; DOI: https://doi.org/10.3905/jpm.2022.1.402
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ESG, Fundamentals, and Stock Returns
Eric Sorensen, George Mussalli, Sebastian Lancetti and Daniel Belanger

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 193-205; DOI: https://doi.org/10.3905/jpm.2022.1.408
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Do Corporate Carbon Emissions Data Enable Investors to Mitigate Climate Change?
Vitali Kalesnik, Marco Wilkens and Jonas Zink

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 119-147; DOI: https://doi.org/10.3905/jpm.2022.1.410
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Why Should Asset Management Be Interested in New Economic Thinking?
Sergio Focardi and Frank J. Fabozzi

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 276-295; DOI: https://doi.org/10.3905/jpm.2022.1.413
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Comparing Geopolitical Risk Measures
Ahmet K. Karagozoglu, Na Wang and Tianpeng Zhou

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 226-257; DOI: https://doi.org/10.3905/jpm.2022.1.415

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