The Journal of Portfolio Management

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Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
Tony Elavia, S. P. Kothari, Xu Li and Haifeng You

The Journal of Portfolio Management February 2022, 48 (3) 199-218; DOI: https://doi.org/10.3905/jpm.2021.1.319
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The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen

The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316
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Active versus Passive: Old Wine in New Wine Skins
Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger

The Journal of Portfolio Management February 2022, 48 (3) 8-24; DOI: https://doi.org/10.3905/jpm.2021.1.325
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Predicting Performance Using Consumer Big Data
Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka

The Journal of Portfolio Management February 2022, 48 (3) 47-61; DOI: https://doi.org/10.3905/jpm.2021.1.320
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History, Shocks, and Drifts: A New Approach to Portfolio Formation
Mark Kritzman and David Turkington

The Journal of Portfolio Management February 2022, 48 (3) 142-152; DOI: https://doi.org/10.3905/jpm.2021.1.321
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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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Investing in US Core Fixed Income with Macro and Style Factors
Eugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew Ang

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309

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