The Journal of Portfolio Management

Latest Articles

Article Type

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
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
Emerging Market Stock Momentum Returns during US Economic Regimes
Anna Martirosyan and Joseph Simonian

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 27-45; DOI: https://doi.org/10.3905/jpm.2021.1.246

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