The Journal of Portfolio Management

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A Tour of the Factor Funhouse
Jennifer Bender

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 19-25; DOI: https://doi.org/10.3905/jpm.2022.1.443
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When Do and Which Fama–French Factors Explain Industry Returns?
Nikiforos T. Laopodis

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 141-161; DOI: https://doi.org/10.3905/jpm.2022.1.432
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A Fair Value Approach to Forecasting Value versus Growth Returns
Olga Lepigina, Kevin J. DiCiurcio and Ian Kresnak

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 162-174; DOI: https://doi.org/10.3905/jpm.2022.49.2.162
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William T. Ziemba and a Brief Look at His Journal of Portfolio Management Legacy
John Guerard and John M. Mulvey

The Journal of Portfolio Management November 2022, 49 (1) 7-9; DOI: https://doi.org/10.3905/jpm.2022.1.423
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Using a Mean-Changing Stochastic Processes Exit–Entry Model for Stock Market Long–Short Prediction
Sebastien Lleo, Mikhail Zhitlukhin and William T. Ziemba

The Journal of Portfolio Management November 2022, 49 (1) 172-197; DOI: https://doi.org/10.3905/jpm.2022.1.429
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A Holistic Approach to Creating High Income Portfolios That Are Risk–Return Efficient and Tax Aware
Todd Schlanger, Brennan O’Connor and Harshdeep Ahluwalia

The Journal of Portfolio Management November 2022, 49 (1) 198-212; DOI: https://doi.org/10.3905/jpm.2022.49.1.198
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The Effects of Spending Rules and Asset Allocation on Nonprofit Endowments
Zachery Halem, Andrew W. Lo, Egor Matveyev and Sarah Quraishi

The Journal of Portfolio Management November 2022, 49 (1) 81-106; DOI: https://doi.org/10.3905/jpm.2022.1.431
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Risk in Risk Aversion
Jarrod Wilcox and Steven Satchell

The Journal of Portfolio Management November 2022, 49 (1) 10-21; DOI: https://doi.org/10.3905/jpm.2022.1.407
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Where’s Tobin? Protecting Intergenerational Equity for Endowments: A New Benchmarking Approach
M. Barton Waring and Laurence B. Siegel

The Journal of Portfolio Management November 2022, 49 (1) 47-80; DOI: https://doi.org/10.3905/jpm.2022.1.424
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Type I and Type II Errors of the Sharpe Ratio under Multiple Testing
Marcos López de Prado

The Journal of Portfolio Management November 2022, 49 (1) 39-46; DOI: https://doi.org/10.3905/jpm.2022.1.403

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