The Journal of Portfolio Management

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Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step
Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep Ahluwalia

The Journal of Portfolio Management March 2020, 46 (4) 39-51; DOI: https://doi.org/10.3905/jpm.2020.1.127
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Smart Beta: The Good, the Bad, and the Muddy
James White and Victor Haghani

The Journal of Portfolio Management March 2020, 46 (4) 11-21; DOI: https://doi.org/10.3905/jpm.2020.1.126
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Measuring Portfolio Rebalancing Benefits in Equity Markets
Jean-Michel Maeso and Lionel Martellini

The Journal of Portfolio Management March 2020, 46 (4) 94-109; DOI: https://doi.org/10.3905/jpm.2020.1.130
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Enhanced Scenario Analysis
Megan Czasonis, Mark Kritzman, Baykan Pamir and David Turkington

The Journal of Portfolio Management March 2020, 46 (4) 69-79; DOI: https://doi.org/10.3905/jpm.2020.1.125
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You Can’t Always Trend When You Want
Abhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik Stamelos

The Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133
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Escaping the Backtesting Illusion
Thorsten Hens, Klaus Reiner Schenk-Hoppé and Mathis-Hendrik Woesthoff

The Journal of Portfolio Management March 2020, 46 (4) 81-93; DOI: https://doi.org/10.3905/jpm.2019.1.123
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Demystifying ESG Investing Considerations for Institutional Cash Investors
Lance Pan

The Journal of Portfolio Management Ethical Investing 2020, 46 (3) 153-156; DOI: https://doi.org/10.3905/jpm.2020.46.3.153
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Climate Change and Asset Management
Sergio M. Focardi and Frank J. Fabozzi

The Journal of Portfolio Management Ethical Investing 2020, 46 (3) 95-107; DOI: https://doi.org/10.3905/jpm.2020.46.3.095
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An Integrated Approach to Quantitative ESG Investing
Mike Chen and George Mussalli

The Journal of Portfolio Management Ethical Investing 2020, 46 (3) 65-74; DOI: https://doi.org/10.3905/jpm.2020.46.3.065
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Have Investors Paid a Performance Price? Examining the Behavior of ESG Equity Funds
Jan-Carl Plagge and Douglas M. Grim

The Journal of Portfolio Management Ethical Investing 2020, 46 (3) 123-140; DOI: https://doi.org/10.3905/jpm.2020.46.3.123

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