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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
    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
  • You have access
    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
  • You have access
    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
  • You have access
    Risk-Parity Optimality Even with Negative Sharpe Ratio Assets
    Brian Jacobsen and Wai Lee
    The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 110-119; DOI: https://doi.org/10.3905/jpm.2020.1.151
  • You have access
    Strategic Rebalancing
    Sandy Rattray, Nick Granger, Campbell R. Harvey and Otto Van Hemert
    The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 10-31; DOI: https://doi.org/10.3905/jpm.2020.1.150
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    How Good Is Tactical Asset Allocation Using Standard Indicators?
    Michael Schnetzer
    The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 120-134; DOI: https://doi.org/10.3905/jpm.2020.1.145
  • You have access
    Adaptive Optimal Risk Budgeting
    Alexander Rudin, Vikas Mor and Daniel Farley
    The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 147-158; DOI: https://doi.org/10.3905/jpm.2020.1.148
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    Harvesting Macroeconomic Risk Premia
    Kyriakos Chousakos and Daniel Giamouridis
    The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 93-109; DOI: https://doi.org/10.3905/jpm.2020.1.149
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    INTRODUCTION: Quantitative Strategies: Multi-Asset
    Frank J. Fabozzi
    The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 1-3; DOI: https://doi.org/10.3905/jpm.2020.46.6.001
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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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