The Journal of Portfolio Management

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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
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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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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
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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
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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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