The Journal of Portfolio Management

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Fund Concentration: A Magnifier of Manager Skill
Chris Tidmore

The Journal of Portfolio Management July 2022, 48 (7) 14-38; DOI: https://doi.org/10.3905/jpm.2022.48.7.014
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Corporate Bond Trading: Finding the Customers’ Yachts
Maureen O’Hara and Xing (Alex) Zhou

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 96-109; DOI: https://doi.org/10.3905/jpm.2022.1.373
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A Primer on Liquidity from an Asset Management and Asset Allocation Perspective
Harshdeep Ahluwalia, Anatoly Shtekhman, Venky Venkatesh and Yu Zhang

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 77-95; DOI: https://doi.org/10.3905/jpm.2022.48.6.077
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Market Impact Decay and Capacity
Hector Chan

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 127-144; DOI: https://doi.org/10.3905/jpm.2022.1.382
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Endogenous Dynamics of Intraday Liquidity
Mikołaj Bińkowski and Charles-Albert Lehalle

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 145-169; DOI: https://doi.org/10.3905/jpm.2022.1.380
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Social Networks, Trading, and Liquidity
Lin Peng, Qiguang Wang and Dexin Zhou

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 196-215; DOI: https://doi.org/10.3905/jpm.2022.1.367
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Mean-Variance Optimization for Simulation of Order Flow
Petter N. Kolm and Nicholas Westray

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 185-195; DOI: https://doi.org/10.3905/jpm.2022.1.376
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A Practitioner Perspective on Trading and the Implementation of Investment Strategies
Joseph A. Cerniglia and Frank J. Fabozzi

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 30-44; DOI: https://doi.org/10.3905/jpm.2022.1.371
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Market Design—A Practitioner’s Perspective
Martin Reck

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 58-76; DOI: https://doi.org/10.3905/jpm.2022.1.383
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Demystifying Index Rebalancing: An Analysis of the Costs of Liquidity Provision
Ananth Madhavan, Jason Ribando and Nogie Udevbulu

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 171-184; DOI: https://doi.org/10.3905/jpm.2022.1.366

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