The Journal of Portfolio Management

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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
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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
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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
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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
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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
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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
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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
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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
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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
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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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