The Journal of Portfolio Management

Latest Articles

You have access
Risk Parity: The Democratization of Risk in Asset Allocation
Francesco A. Fabozzi, Joseph Simonian and Frank J. Fabozzi

The Journal of Portfolio Management Investment Models 2021, 47 (5) 41-50; DOI: https://doi.org/10.3905/jpm.2021.1.228
You have access
Mean–Variance Optimization for Asset Allocation
Jang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. Fabozzi

The Journal of Portfolio Management Investment Models 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219
You have access
Failure of the Endowment Model
Richard M. Ennis

The Journal of Portfolio Management Investment Models 2021, 47 (5) 128-143; DOI: https://doi.org/10.3905/jpm.2021.1.217
You have access
The Canadian Pension Fund Model: A Quantitative Portrait
Alexander D. Beath, Sebastien Betermier, Chris Flynn and Quentin Spehner

The Journal of Portfolio Management Investment Models 2021, 47 (5) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.226
You have access
Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management
Petter N. Kolm, Gordon Ritter and Joseph Simonian

The Journal of Portfolio Management Investment Models 2021, 47 (5) 91-113; DOI: https://doi.org/10.3905/jpm.2021.1.222
You have access
Strategic Asset Allocation for Endowment Funds
Kathleen E. Jacobs and Adam Kobor

The Journal of Portfolio Management Investment Models 2021, 47 (5) 114-127; DOI: https://doi.org/10.3905/jpm.2021.1.227
You have access
The Canadian Pension Model: Past, Present, and Future
Keith Ambachtsheer

The Journal of Portfolio Management Investment Models 2021, 47 (5) 150-158; DOI: https://doi.org/10.3905/jpm.2021.1.216
You have access
Macro Factor Model: Application to Liquid Private Portfolios
Scott Gladstone, Ananth Madhavan, Anita Rana and Andrew Ang

The Journal of Portfolio Management Investment Models 2021, 47 (5) 72-90; DOI: https://doi.org/10.3905/jpm.2021.1.231
You have access
Measuring Investment Skill in Multi-Asset Strategies: An Empirical Study of the Information Coefficient as Weighted Rank Correlation
Steve Q. Xia and Joseph Simonian

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 135-144; DOI: https://doi.org/10.3905/jpm.2021.1.208
You have access
Asset Allocation and Private Market Investing
Junying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong Wong

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211

Main menu

User menu

Search

The Journal of Portfolio Management

Latest Articles

Pages

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Latest Articles

Pages

Stay Connected