The Journal of Portfolio Management

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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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Great Expectations: A Tactical Asset Allocation Framework for Diversified Real Asset Portfolios
Joseph Simonian and Chenwei Wu

The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 38-45; DOI: https://doi.org/10.3905/jpm.2018.45.2.038
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Preparing a Multi-Asset Class Portfolio for Shocks to Economic Growth
Eugene Podkaminer, Wylie Tollette and Laurence Siegel

The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 106-116; DOI: https://doi.org/10.3905/jpm.2018.45.2.106
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Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?
Jennifer Bender, Jerry Le Sun and Ric Thomas

The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 9-22; DOI: https://doi.org/10.3905/jpm.2018.45.2.009
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Do Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market Timing
Stan Beckers

The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 58-67; DOI: https://doi.org/10.3905/jpm.2018.45.2.058
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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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