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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
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Latest Articles

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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