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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
    Is Smart Beta Still Smart under the Lens of the Diversification Return?
    Wenguang Lin and Gary C. Sanger
    The Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
  • You have access
    Divergent ESG Ratings
    Elroy Dimson, Paul Marsh and Mike Staunton
    The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
  • You have access
    The Profitability of Technical Analysis during Financial Bubbles
    Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
    The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
  • You have access
    Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
    Nuria Alemany, Vicent Aragó and Enrique Salvador
    The Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
  • You have access
    PERSPECTIVES: Seeking Sustainability in American Public Employee Pension Systems
    Clive Lipshitz and Ingo Walter
    The Journal of Portfolio Management November 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
  • You have access
    Better Betas
    Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
    The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
  • You have access
    Selecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?
    Joseph A. Cerniglia and Frank J. Fabozzi
    The Journal of Portfolio Management November 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184
  • You have access
    Sharpe Ratios, Target Ratios, and Return Goals
    Martin L. Leibowitz and Stanley Kogelman
    The Journal of Portfolio Management November 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179
  • You have access
    Are Long-Duration Treasuries the Best Hedge for Equities?
    Sunder Ramkumar and Andrew Bates
    The Journal of Portfolio Management November 2020, 47 (1) 137-153; DOI: https://doi.org/10.3905/jpm.2020.1.182
  • You have access
    The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
    Tony Barchetto, Razvan Pascalau and Ryan Poirier
    The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183

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