The Journal of Portfolio Management

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Optimal Strategies for ESG Portfolios
Fabio Alessandrini and Eric Jondeau

The Journal of Portfolio Management May 2021, 47 (6) 114-138; DOI: https://doi.org/10.3905/jpm.2021.1.241
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The Role of Factors in Asset Allocation
Mark Kritzman

The Journal of Portfolio Management Investment Models 2021, 47 (5) 58-64; DOI: https://doi.org/10.3905/jpm.2021.1.223
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New Perspective on Investment Models
Kees Koedijk and Alfred Slager

The Journal of Portfolio Management Investment Models 2021, 47 (5) 15-23; DOI: https://doi.org/10.3905/jpm.2021.1.224
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Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process
Dimitris Melas

The Journal of Portfolio Management Investment Models 2021, 47 (5) 51-57; DOI: https://doi.org/10.3905/jpm.2021.1.220
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Editors’ Introduction to the Special Issue on Investment Models
Frank J. Fabozzi and Kees Koedijk

The Journal of Portfolio Management Investment Models 2021, 47 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2021.47.5.001
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Risk Parity: The Democratization of Risk in Asset Allocation
Francesco A. Fabozzi, Joseph Simonian and Frank J. Fabozzi

The Journal of Portfolio Management Investment Models 2021, 47 (5) 41-50; DOI: https://doi.org/10.3905/jpm.2021.1.228
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Mean–Variance Optimization for Asset Allocation
Jang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. Fabozzi

The Journal of Portfolio Management Investment Models 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219
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Failure of the Endowment Model
Richard M. Ennis

The Journal of Portfolio Management Investment Models 2021, 47 (5) 128-143; DOI: https://doi.org/10.3905/jpm.2021.1.217
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The Canadian Pension Fund Model: A Quantitative Portrait
Alexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin Spehner

The Journal of Portfolio Management Investment Models 2021, 47 (5) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.226
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Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management
Petter N. Kolm, Gordon Ritter and Joseph Simonian

The Journal of Portfolio Management Investment Models 2021, 47 (5) 91-113; DOI: https://doi.org/10.3905/jpm.2021.1.222

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