The Journal of Portfolio Management

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A Survey of Institutional Investors’ Investment and Management Decisions on Illiquid Assets
Kristy Jansen and Patrick Tuijp

The Journal of Portfolio Management February 2021, 47 (3) 135-153; DOI: https://doi.org/10.3905/jpm.2020.1.202
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Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and Weighting
Guido Giese, Zoltán Nagy and Linda-Eling Lee

The Journal of Portfolio Management February 2021, 47 (3) 94-111; DOI: https://doi.org/10.3905/jpm.2020.1.198
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Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount
Jamil Baz, Steve Sapra, Christian Stracke and Wentao Zhao

The Journal of Portfolio Management February 2021, 47 (3) 112-121; DOI: https://doi.org/10.3905/jpm.2020.1.197
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Portfolio Protection? It’s a Long (Term) Story…
Nicholas McQuinn, Ashwin Thapar and Dan Villalon

The Journal of Portfolio Management February 2021, 47 (3) 35-50; DOI: https://doi.org/10.3905/jpm.2020.1.203
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Implied Mortality for the Firm: The Market Tells the Tail
Maggie Copeland, Thomas Copeland and Koda Song

The Journal of Portfolio Management February 2021, 47 (3) 122-134; DOI: https://doi.org/10.3905/jpm.2020.1.199
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The Stock-Bond Correlation
Megan Czasonis, Mark Kritzman and David Turkington

The Journal of Portfolio Management February 2021, 47 (3) 67-76; DOI: https://doi.org/10.3905/jpm.2020.1.195
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Modelling the Shiller CAPE Ratio, Mean Reversion, and Return Forecasts
Otto Waser

The Journal of Portfolio Management February 2021, 47 (3) 155-171; DOI: https://doi.org/10.3905/jpm.2021.1.210
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PERSPECTIVES: Plato or Aristotle: Who Got It Right? Evidence from the Equity Markets
Paul L. Davis and Robert A. Schwartz

The Journal of Portfolio Management February 2021, 47 (3) 1-8; DOI: https://doi.org/10.3905/jpm.2020.1.204
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Work Harder: Diligent Rebalancing and Investment Horizon
Wai Lee and Pai Liu

The Journal of Portfolio Management February 2021, 47 (3) 17-34; DOI: https://doi.org/10.3905/jpm.2020.1.201
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Get Green or Die Trying? Carbon Risk Integration into Portfolio Management
Maximilian Görgen, Andrea Jacob and Martin Nerlinger

The Journal of Portfolio Management February 2021, 47 (3) 77-93; DOI: https://doi.org/10.3905/jpm.2020.1.200

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