The Journal of Portfolio Management

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Diversification—A Free Starbucks Cup of Coffee?
Mark Anson

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 220-227; DOI: https://doi.org/10.3905/jpm.2022.1.330
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The Long and the Short of Risk Parity
Alexandre Rubesam

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 241-260; DOI: https://doi.org/10.3905/jpm.2022.1.333
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Sharpe Parity Redux
Joseph Simonian and Anna Martirosyan

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 183-193; DOI: https://doi.org/10.3905/jpm.2022.1.339
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Using a Life Cycle Model to Design a Target Date Glidepath
Ilia Lanski, Raj Paramaguru, Wesley Phoa, Yung Wang and P. Brett Hammond

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 228-240; DOI: https://doi.org/10.3905/jpm.2022.1.337
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Multi-Asset Class Factor Premia: A Strategic Asset Allocation Perspective
Stefano Cavaglia, Louis Scott, Kenneth Blay and Scott Hixon

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 14-32; DOI: https://doi.org/10.3905/jpm.2022.1.338
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Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas
F. Amir-Ghassemi, A. Papanicolaou and M. Perlow

The Journal of Portfolio Management February 2022, 48 (3) 220-239; DOI: https://doi.org/10.3905/jpm.2021.1.313
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Quantifying Long-Term Market Impact
Campbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan Zohren

The Journal of Portfolio Management February 2022, 48 (3) 25-46; DOI: https://doi.org/10.3905/jpm.2021.1.324
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Public and Private Equity Returns: Different or Same?
Alexander Rudin and Daniel Farley

The Journal of Portfolio Management February 2022, 48 (3) 117-127; DOI: https://doi.org/10.3905/jpm.2021.1.323
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Trending Fast and Slow
Eddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei Ma

The Journal of Portfolio Management February 2022, 48 (3) 103-116; DOI: https://doi.org/10.3905/jpm.2021.1.312
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The Covariance Structure between Liquid and Illiquid Assets
Marielle de Jong

The Journal of Portfolio Management February 2022, 48 (3) 128-141; DOI: https://doi.org/10.3905/jpm.2021.1.318

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