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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
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  • Submit an article
  • More
    • About JPM
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    • Editorial Board
    • Published Ahead of Print (PAP)
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Latest Articles

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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