The Journal of Portfolio Management

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Deep Value
Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
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Optimal Allocation to Time-Series and Cross-Sectional Momentum
Olivier Schmid and Patrick Wirth

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213
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Tactical Asset Allocation with the Relative Total Return CAPE
Rolando F. Peláez

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 180-191; DOI: https://doi.org/10.3905/jpm.2021.1.206
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Climate Change and Asset Allocation: A Distinction That Makes a Difference
Brian Jacobsen, Eddie Cheng and Wai Lee

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
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Turning Tail Risks into Tailwinds
Jérôme Gava, Francisco Guevara and Julien Turc

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
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Fuzzy Factors and Asset Allocation
Alexander Rudin and Daniel Farley

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 110-122; DOI: https://doi.org/10.3905/jpm.2021.1.214
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Editor’s Introduction for 2021 Special Issue on Multi-Asset Strategies
Frank J. Fabozzi

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2021.47.4.001
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Get Green or Die Trying? Carbon Risk Integration into Portfolio Management
Maximilian Görgen, Andrea Jacob and Martin Nerlinger

The Journal of Portfolio Management February 2021, 47 (3) 77-93; DOI: https://doi.org/10.3905/jpm.2020.1.200
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Model Risk in Risk Models: Quantifying Statistical Uncertainty in Active Risk
Kevin Khang

The Journal of Portfolio Management February 2021, 47 (3) 51-65; DOI: https://doi.org/10.3905/jpm.2021.47.3.051
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A Survey of Institutional Investors’ Investment and Management Decisions on Illiquid Assets
Kristy Jansen and Patrick Tuijp

The Journal of Portfolio Management February 2021, 47 (3) 135-153; DOI: https://doi.org/10.3905/jpm.2020.1.202

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