The Journal of Portfolio Management

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A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation
Gueorgui Konstantinov, Andreas Chorus and Jonas Rebmann

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 54-71; DOI: https://doi.org/10.3905/jpm.2020.1.147
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Buy-and-Hold and Constant-Mix May Be Better Allocation Strategies Than You Think
Thomas J. O’Brien

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 159-171; DOI: https://doi.org/10.3905/jpm.2020.1.138
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Does Factor Investing Improve Investor Welfare? A Multi-Asset Perspective
Lionel Martellini and Vincent Milhau

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 32-53; DOI: https://doi.org/10.3905/jpm.2020.1.152
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Mixed Ag: A Regime-Based Analysis of Multi-Asset Agriculture Portfolios
Joseph Simonian

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 135-146; DOI: https://doi.org/10.3905/jpm.2020.1.144
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Fact and Fiction about Low-Risk Investing
Ron Alquist, Andrea Frazzini, Antti Ilmanen and Lasse Heje Pedersen

The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 72-92; DOI: https://doi.org/10.3905/jpm.2020.1.146
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Identifying Performance Persistence in Hedge Funds Using a Measure of Manager Skill
Arik Ben Dor, Jingling Guan and Xiaming Zeng

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 63-78; DOI: https://doi.org/10.3905/jpm.2020.1.139
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Assessing Mutual Fund Performance in China
Bradford Cornell, Jason Hsu, Patrick Kiefer and Phillip Wool

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 118-127; DOI: https://doi.org/10.3905/jpm.2020.1.140
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Mutual Funds: Skill and Performance
Jonathan B. Berk, Jules H. van Binsbergen and Max Miller

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 17-31; DOI: https://doi.org/10.3905/jpm.2020.1.143
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Manager Selection, Deselection, and Termination
Mark Anson

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 6-16; DOI: https://doi.org/10.3905/jpm.2020.1.137
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Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 90-103; DOI: https://doi.org/10.3905/jpm.2020.1.142

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