The Journal of Portfolio Management

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Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
George O. Aragon, Rajnish Mehra and Sunil Wahal

The Journal of Portfolio Management July 2020, 46 (7) 144-159; DOI: https://doi.org/10.3905/jpm.2020.1.158
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Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?
Noël Amenc, Felix Goltz and Ben Luyten

The Journal of Portfolio Management July 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
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Downside Volatility-Managed Portfolios
Xiao Qiao, Sibo Yan and Binbin Deng

The Journal of Portfolio Management July 2020, 46 (7) 13-29; DOI: https://doi.org/10.3905/jpm.2020.1.162
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Using CAPE to Forecast Country Returns for Designing an International Country Rotation Portfolio
Sailesh S. Radha

The Journal of Portfolio Management July 2020, 46 (7) 101-117; DOI: https://doi.org/10.3905/jpm.2020.1.160
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Harvesting Macroeconomic Risk Premia
Kyriakos Chousakos and Daniel Giamouridis

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 93-109; DOI: https://doi.org/10.3905/jpm.2020.1.149
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INTRODUCTION: Quantitative Strategies: Multi-Asset
Frank J. Fabozzi

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 1-3; DOI: https://doi.org/10.3905/jpm.2020.46.6.001
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A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation
Gueorgui Konstantinov, Andreas Chorus and Jonas Rebmann

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 54-71; DOI: https://doi.org/10.3905/jpm.2020.1.147
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Buy-and-Hold and Constant-Mix May Be Better Allocation Strategies Than You Think
Thomas J. O’Brien

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 159-171; DOI: https://doi.org/10.3905/jpm.2020.1.138
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Does Factor Investing Improve Investor Welfare? A Multi-Asset Perspective
Lionel Martellini and Vincent Milhau

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 32-53; DOI: https://doi.org/10.3905/jpm.2020.1.152
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Mixed Ag: A Regime-Based Analysis of Multi-Asset Agriculture Portfolios
Joseph Simonian

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 135-146; DOI: https://doi.org/10.3905/jpm.2020.1.144

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