The Journal of Portfolio Management

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Short-Term Trend: A Jewel Hidden in Daily Returns
Marat Molyboga, Larry Swedroe and Junkai Qian

The Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186
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Is Smart Beta Still Smart under the Lens of the Diversification Return?
Wenguang Lin and Gary C. Sanger

The Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
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Divergent ESG Ratings
Elroy Dimson, Paul Marsh and Mike Staunton

The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
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The Profitability of Technical Analysis during Financial Bubbles
Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak

The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
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The Risk-Free Asset Implied by the Market: Medium-Term Bonds instead of Short-Term Bills
David Blitz

The Journal of Portfolio Management September 2020, 46 (8) 120-132; DOI: https://doi.org/10.3905/jpm.2020.1.166
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Value in Listed Equities: It’s Just a Story
Gerald T. Garvey

The Journal of Portfolio Management September 2020, 46 (8) 86-97; DOI: https://doi.org/10.3905/jpm.2020.1.165
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ESG in Global Corporate Bonds: The Analysis Behind the Hype
Bhupinder Bahra and Lovjit Thukral

The Journal of Portfolio Management September 2020, 46 (8) 133-147; DOI: https://doi.org/10.3905/jpm.2020.1.171
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Drawdowns
Otto Van Hemert, Mark Ganz, Campbell R. Harvey, Sandy Rattray, Eva Sanchez Martin and Darrel Yawitch

The Journal of Portfolio Management September 2020, 46 (8) 34-50; DOI: https://doi.org/10.3905/jpm.2020.1.170
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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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