The Journal of Portfolio Management

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Multi-Asset Strategies Webinar
Frank J. Fabozzi, Stefano Cavaglia, Stephen A. Gorman, Brian Jacobsen and Eugene Podkaminer

The Journal of Portfolio Management Multi-Asset Special Issue 2023, 49 (4) 9-19; DOI: https://doi.org/10.3905/jpm.2023.1.462
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Investing in Interesting Times
Antti Ilmanen

The Journal of Portfolio Management Multi-Asset Special Issue 2023, 49 (4) 21-35; DOI: https://doi.org/10.3905/jpm.2023.1.461
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A Changing Stock–Bond Correlation: Drivers and Implications
Alfie Brixton, Jordan Brooks, Pete Hecht, Antti Ilmanen, Thomas Maloney and Nicholas McQuinn

The Journal of Portfolio Management Multi-Asset Special Issue 2023, 49 (4) 64-80; DOI: https://doi.org/10.3905/jpm.2023.1.459
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An ICAPM Framework for Asset Allocation
Peter Mladina

The Journal of Portfolio Management Multi-Asset Special Issue 2023, 49 (4) 155-167; DOI: https://doi.org/10.3905/jpm.2023.1.457
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Where Are the Factors in Factor Investing?
Marcos López de Prado

The Journal of Portfolio Management April 2023, jpm.2023.1.477; DOI: https://doi.org/10.3905/jpm.2023.1.477
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Incremental Volatility and Related Portfolio Analytics
Domenico Mignacca and Gianluca Fusai

The Journal of Portfolio Management April 2023, jpm.2023.1.476; DOI: https://doi.org/10.3905/jpm.2023.1.476
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Time Series Techniques: Estimating Volatility
Stephen Marra

The Journal of Portfolio Management Quantitative Tools 2023, jpm.2023.1.475; DOI: https://doi.org/10.3905/jpm.2023.1.475
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Stock Vulnerability and Resilience
Megan Czasonis, Huili Song and David Turkington

The Journal of Portfolio Management April 2023, jpm.2023.1.474; DOI: https://doi.org/10.3905/jpm.2023.1.474
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In Search of a Defensive Equity Factor
Ross French and Niklas Gärtner

The Journal of Portfolio Management April 2023, jpm.2023.1.473; DOI: https://doi.org/10.3905/jpm.2023.1.473
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Quantifying Narratives and Their Impact on Financial Markets
Rajeev Bhargava, Xiaoxia Lou, Gideon Ozik, Ronnie Sadka and Travis Whitmore

The Journal of Portfolio Management April 2023, jpm.2023.1.472; DOI: https://doi.org/10.3905/jpm.2023.1.472

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