The Journal of Portfolio Management

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Small-Cap Allocations: Timing the Entry
Eric Sorensen and Sebastian Lancetti

The Journal of Portfolio Management September 2020, 46 (8) 51-63; DOI: https://doi.org/10.3905/jpm.2020.1.169
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Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)
Megan Czasonis, Mark Kritzman and David Turkington

The Journal of Portfolio Management September 2020, 46 (8) 98-107; DOI: https://doi.org/10.3905/jpm.2020.1.167
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Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a Difference
Xiang Gao, Kees G. Koedijk and Zhan Wang

The Journal of Portfolio Management September 2020, 46 (8) 108-119; DOI: https://doi.org/10.3905/jpm.2020.1.173
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Using CAPE to Forecast Country Returns for Designing an International Country Rotation Portfolio
Sailesh S. Radha

The Journal of Portfolio Management July 2020, 46 (7) 101-117; DOI: https://doi.org/10.3905/jpm.2020.1.160
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Constructing Daily Equity Momentum Portfolios Using Corporate Bond Data
Arik Ben Dor, Jingling Guan and Carlo Rosa

The Journal of Portfolio Management July 2020, 46 (7) 30-45; DOI: https://doi.org/10.3905/jpm.2020.1.156
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Portfolio Construction Matters
Stefano Ciliberti and Stanislao Gualdi

The Journal of Portfolio Management July 2020, 46 (7) 46-57; DOI: https://doi.org/10.3905/jpm.2020.1.155
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What’s Priced? Estimating Market Mispricing of Macroeconomic News
Kevin Ferriter, Pierre Sarrau and Eric Van Nostrand

The Journal of Portfolio Management July 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157
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Time Horizon, Risk, and Implications for Equity Selection
Sunder R. Ramkumar

The Journal of Portfolio Management July 2020, 46 (7) 118-130; DOI: https://doi.org/10.3905/jpm.2020.1.159
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PERSPECTIVES: The New Normal 2.0
Mohamed A. El-Erian

The Journal of Portfolio Management July 2020, 46 (7) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.164
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Stock Characteristics and Stock Returns: A Skeptic’s Look at the Cross Section of Expected Returns
Bradford Cornell

The Journal of Portfolio Management July 2020, 46 (7) 131-142; DOI: https://doi.org/10.3905/jpm.2020.1.154

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