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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
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  • More
    • About JPM
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Latest Articles

  • You have access
    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
  • You have access
    Tactical Asset Allocation, Risk Premia, and the Business Cycle: A Macro Regime Approach
    Alessio de Longis and Dianne Ellis
    The Journal of Portfolio Management Multi-Asset Special Issue 2023, jpm.2022.1.456; DOI: https://doi.org/10.3905/jpm.2022.1.456
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    False Pretenses in Institutional Asset Management
    John E. Woods
    The Journal of Portfolio Management November 2022, 49 (1) 22-32; DOI: https://doi.org/10.3905/jpm.2022.1.425
  • You have access
    An Investor’s Guide to Crypto
    Campbell R. Harvey, Tarek Abou Zeid, Teun Draaisma, Martin Luk, Henry Neville, Andre Rzym and Otto Van Hemert
    The Journal of Portfolio Management November 2022, 49 (1) 146-171; DOI: https://doi.org/10.3905/jpm.2022.1.428

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