The Journal of Portfolio Management

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Dual Momentum: Testing the Dual Momentum Strategy and Implications for Lifetime Allocations
Seokkeun Ha and Frank J. Fabozzi

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 282-301; DOI: https://doi.org/10.3905/jpm.2022.1.336
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Downside Risk-Parity Portfolio
Ronghua Luo, Haohan Wang and Weiyi Liu

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 261-281; DOI: https://doi.org/10.3905/jpm.2022.1.332
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Portfolio Risk Mitigation without Bonds
Michael Stamos

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 136-146; DOI: https://doi.org/10.3905/jpm.2022.1.329
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Net-Zero Investing for Multi-Asset Portfolios Seeking to Satisfy Paris-Aligned Benchmark Requirements with Climate Alpha Signals
Philip Hodges, He Ren, Katharina Schwaiger and Andrew Ang

The Journal of Portfolio Management Multi-Asset Special Issue 2022, 48 (4) 33-58; DOI: https://doi.org/10.3905/jpm.2022.1.334
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Intangibles: The Missing Ingredient in Book Value
Feifei Li

The Journal of Portfolio Management February 2022, 48 (3) 164-184; DOI: https://doi.org/10.3905/jpm.2021.1.322
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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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