The Journal of Portfolio Management

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A Primer on Liquidity from an Asset Management and Asset Allocation Perspective
Harshdeep Ahluwalia, Anatoly Shtekhman, Venky Venkatesh and Yu Zhang

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 77-95; DOI: https://doi.org/10.3905/jpm.2022.48.6.077
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Market Impact Decay and Capacity
Hector Chan

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 127-144; DOI: https://doi.org/10.3905/jpm.2022.1.382
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Endogenous Dynamics of Intraday Liquidity
Mikołaj Bińkowski and Charles-Albert Lehalle

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 145-169; DOI: https://doi.org/10.3905/jpm.2022.1.380
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Social Networks, Trading, and Liquidity
Lin Peng, Qiguang Wang and Dexin Zhou

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 196-215; DOI: https://doi.org/10.3905/jpm.2022.1.367
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Drawdown Measures: Are They All the Same?
Olaf Korn, Philipp M. Möller and Christian Schwehm

The Journal of Portfolio Management April 2022, 48 (5) 104-120; DOI: https://doi.org/10.3905/jpm.2022.1.346
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Inflation Risk Premium
Jamil Baz, Josh Davis, Jerry Tsai and Ziqi Zhang

The Journal of Portfolio Management April 2022, 48 (5) 266-275; DOI: https://doi.org/10.3905/jpm.2022.1.354
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Carbon-Tax-Adjusted Value
David Blitz and Tobias Hoogteijling

The Journal of Portfolio Management April 2022, 48 (5) 121-137; DOI: https://doi.org/10.3905/jpm.2022.1.343
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Cost, Performance, and Benchmark Bias of Public Pension Funds in the United States: An Unflattering Portrait
Richard M. Ennis

The Journal of Portfolio Management April 2022, 48 (5) 138-150; DOI: https://doi.org/10.3905/jpm.2022.1.349
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Portfolio Decisions within a Generalized Funding Ratio Framework
Martin L. Leibowitz and Stanley Kogelman

The Journal of Portfolio Management April 2022, 48 (5) 151-165; DOI: https://doi.org/10.3905/jpm.2022.1.347
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Tail Risk Hedging Performance: Measuring What Counts
Linda Chang, Jeremie Holdom and Vineer Bhansali

The Journal of Portfolio Management April 2022, 48 (5) 25-39; DOI: https://doi.org/10.3905/jpm.2022.1.345

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