The Journal of Portfolio Management

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Carry-Based Expected Returns for Strategic Asset Allocation
Michael Schnetzer

The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 68-81; DOI: https://doi.org/10.3905/jpm.2018.45.2.068
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Introduction: Special Issue on Multi-Asset Strategies
The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2018.45.2.001
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Scaling and Adaptive Asset Allocation
Jarrod Wilcox

The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 82-92; DOI: https://doi.org/10.3905/jpm.2018.45.2.082
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Tactical and Tax Aware GTAA
Michael Aked, Robert Arnott, Paul Bouchey, Tianchuan Li and Omid Shakernia

The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 23-37; DOI: https://doi.org/10.3905/jpm.2018.45.2.023
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The Impact of Volatility Targeting
Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van Hemert

The Journal of Portfolio Management Fall 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
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Being Honest in Backtest Reporting: A Template for Disclosing Multiple Tests
Frank J. Fabozzi and Marcos López de Prado

The Journal of Portfolio Management Fall 2018, 45 (1) 141-147; DOI: https://doi.org/10.3905/jpm.2018.45.1.141
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Nonlinear Trading Rules for Portfolio Management
Richard Grinold

The Journal of Portfolio Management Fall 2018, 45 (1) 62-70; DOI: https://doi.org/10.3905/jpm.2018.45.1.062
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Improving Investment Operations through Data Science: A Case Study of Innovation in Valuation
Arthur Guimarães, Ashby Monk and Sidney Porter

The Journal of Portfolio Management Fall 2018, 45 (1) 125-140; DOI: https://doi.org/10.3905/jpm.2018.1.083
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Tax Optimization of Municipal Bond Portfolios: Investment Selection and Tax Rate Arbitrage
Andrew Kalotay

The Journal of Portfolio Management Fall 2018, 45 (1) 118-124; DOI: https://doi.org/10.3905/jpm.2018.45.1.118
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The Folly of Hiring Winners and Firing Losers
Rob Arnott, Vitali Kalesnik and Lillian Wu

The Journal of Portfolio Management Fall 2018, 45 (1) 71-84; DOI: https://doi.org/10.3905/jpm.2018.45.1.071

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