The Journal of Portfolio Management

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Changes in Ownership Breadth and Capital Market Anomalies
Yangru Wu and Weike Xu

The Journal of Portfolio Management February 2022, 48 (3) 185-198; DOI: https://doi.org/10.3905/jpm.2021.1.317
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There Is No Unique Rational Decision Strategy in Financial Markets
Klaus Schredelseker

The Journal of Portfolio Management February 2022, 48 (3) 153-163; DOI: https://doi.org/10.3905/jpm.2021.1.326
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The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time
Steve Fox and P. Brett Hammond

The Journal of Portfolio Management February 2022, 48 (3) 63-86; DOI: https://doi.org/10.3905/jpm.2021.1.314
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Intangibles: The Missing Ingredient in Book Value
Feifei Li

The Journal of Portfolio Management February 2022, 48 (3) 164-184; DOI: https://doi.org/10.3905/jpm.2021.1.322
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Macro Factor Investing with Style
Alexander Swade, Harald Lohre, Mark Shackleton, Sandra Nolte, Scott Hixon and Jay Raol

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 80-104; DOI: https://doi.org/10.3905/jpm.2021.1.306
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Finding Value Using Momentum
Bijon Pani and Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 264-283; DOI: https://doi.org/10.3905/jpm.2021.1.272
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Factor Investing in Sovereign Bond Markets: Deep Sample Evidence
Guido Baltussen, Martin Martens and Olaf Penninga

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 209-225; DOI: https://doi.org/10.3905/jpm.2021.1.311
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The Quant Cycle
David Blitz

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 26-43; DOI: https://doi.org/10.3905/jpm.2021.1.304
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Toward Tax-Efficient Low-Volatility Investing
Shaojun Zhang

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 198-207; DOI: https://doi.org/10.3905/jpm.2021.48.2.198
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How Valuable Are Target Price Forecasts to Factor Investing?
Hamza Bahaji

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 164-180; DOI: https://doi.org/10.3905/jpm.2021.1.305

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