The Journal of Portfolio Management

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Stocks, Bonds, and Causality
Jamil Baz, Steve Sapra and German Ramirez

The Journal of Portfolio Management April 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037
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What Do Humans Perceive in Asset Returns?
Jasmina Hasanhodzic, Andrew W. Lo and Emanuele Viola

The Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049
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INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching Hockey
Clifford Asness and Aaron Brown

The Journal of Portfolio Management April 2019, 45 (4) 1-6; DOI: https://doi.org/10.3905/jpm.2019.45.4.001
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The Characteristics of Factor Investing
David Blitz and Milan Vidojevic

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 69-86; DOI: https://doi.org/10.3905/jpm.2019.45.3.069
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A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
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Defensive Factor Timing
Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
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Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
Jennifer Bender, Thomas Blackburn and Xiaole Sun

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038
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Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost
Feifei Li and Joseph (Yoseop) Shim

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115
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Extending Fama–French Factors to Corporate Bond Markets
Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
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Factors in Time: Fine-Tuning Hedge Fund Replication
Joseph Simonian and Chenwei Wu

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159

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