The Journal of Portfolio Management

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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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Medallion Fund: The Ultimate Counterexample?
Bradford Cornell

The Journal of Portfolio Management March 2020, 46 (4) 156-159; DOI: https://doi.org/10.3905/jpm.2020.1.128
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Agnostic Allocation Portfolios: A Sweet Spot in the Risk-Based Jungle?
Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe Bouchaud

The Journal of Portfolio Management March 2020, 46 (4) 22-38; DOI: https://doi.org/10.3905/jpm.2020.1.129
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The Sustainability Conundrum
Mark Anson, Deborah Spalding, Kristofer Kwait and John Delano

The Journal of Portfolio Management March 2020, 46 (4) 124-138; DOI: https://doi.org/10.3905/jpm.2020.1.132
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Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than Ten
Thomas K. Philips and Adam Kobor

The Journal of Portfolio Management March 2020, 46 (4) 140-155; DOI: https://doi.org/10.3905/jpm.2020.1.124
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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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Environmental, Social, and Governance Proposals and Shareholder Activism
Jiaying Wei

The Journal of Portfolio Management Ethical Investing 2020, 46 (3) 49-64; DOI: https://doi.org/10.3905/jpm.2020.46.3.049

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