The Journal of Portfolio Management

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Settling the Size Matter
David Blitz and Matthias X. Hanauer

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 99-112; DOI: https://doi.org/10.3905/jpm.2020.1.187
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Resurrecting the Value Premium
David Blitz and Matthias X. Hanauer

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 63-81; DOI: https://doi.org/10.3905/jpm.2020.1.188
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Is (Systematic) Value Investing Dead?
Ronen Israel, Kristoffer Laursen and Scott Richardson

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194
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Waiting for the Next Factor Wave: Daily Rebalancing around Market Cycle Transitions
Kevin Khang and Antonio Picca

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 127-144; DOI: https://doi.org/10.3905/jpm.2020.47.2.127
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Editor’s Introduction for 2021 Special Issue on Factor Investing
Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 1-3; DOI: https://doi.org/10.3905/jpm.2020.47.2.001
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Implementing Value and Momentum Strategies in Credit Portfolios
Simon Polbennikov, Albert Desclée and Mathieu Dubois

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
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Portfolio Optimization Using Factor Scores as Constraints—Factor Constrained Portfolio Optimization Approach
Teo Jašić, Stoyan Stoyanov and Dubravko Štimac

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 145-156; DOI: https://doi.org/10.3905/jpm.2020.1.189
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Active Factor Completion Strategies
Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 9-37; DOI: https://doi.org/10.3905/jpm.2020.1.193
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Currency Conversion of Fama–French Factors: How and Why
Maximilian Glück, Benjamin Hübel and Hendrik Scholz

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192
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Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio Construction
Petter N. Kolm and Gordon Ritter

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196

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