The Journal of Portfolio Management

Latest Articles

Article Type

You have access
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
You have access
Volatility Targeting: It’s Complicated!
George Mylnikov

The Journal of Portfolio Management August 2021, 47 (8) 57-74; DOI: https://doi.org/10.3905/jpm.2021.1.258
You have access
Hedge Funds and Their Prime Brokers: Favorable IPO Allocations
Xiaohui Yang, Hossein B. Kazemi and Mila Getmansky Sherman

The Journal of Portfolio Management August 2021, 47 (8) 105-123; DOI: https://doi.org/10.3905/jpm.2021.1.261
You have access
A Market Microstructure View of the Informational Efficiency of Security Prices
Robert A. Schwartz

The Journal of Portfolio Management August 2021, 47 (8) 75-84; DOI: https://doi.org/10.3905/jpm.2021.1.268
You have access
A Time-Series Analysis and Forecast of CAPE
Marc Fandetti

The Journal of Portfolio Management August 2021, 47 (8) 138-150; DOI: https://doi.org/10.3905/jpm.2021.1.265
You have access
The P/E Ratio, the Business Cycle, and Timing the Stock Market
Sangkyun Park

The Journal of Portfolio Management August 2021, 47 (8) 165-183; DOI: https://doi.org/10.3905/jpm.2021.1.270
You have access
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
You have access
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
You have access
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
You have access
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

Main menu

User menu

Search

The Journal of Portfolio Management

Latest Articles

Pages

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Latest Articles

Pages

Stay Connected