The Journal of Portfolio Management

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Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies
Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

The Journal of Portfolio Management November 2022, 49 (1) 118-145; DOI: https://doi.org/10.3905/jpm.2022.1.422
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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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The Interconnectedness between Green Finance Indexes and Other Important Financial Variables
Frank J. Fabozzi, Diana E. Tunaru and Radu S. Tunaru

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 60-77; DOI: https://doi.org/10.3905/jpm.2022.1.392
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Assessing Climate Change Impact on Sovereign Bonds
Lera Bowman, Dapeng Hu, Mark Hu, Amit Madaan and Antonio Baldaque da Silva

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 98-118; DOI: https://doi.org/10.3905/jpm.2022.1.420
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Corporate Bonds and Climate Change Risk
Afsaneh Mastouri, Rohit Mendiratta and Guido Giese

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 78-97; DOI: https://doi.org/10.3905/jpm.2022.1.421
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Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses
Nazli Sila Alan, Robert F. Engle and Ahmet K. Karagozoglu

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 12-39; DOI: https://doi.org/10.3905/jpm.2022.1.406
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Scenario-Driven Adaptation to Emergent Risks
Julian N. Abdey, Jared S. Franz and Wesley K. Phoa

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 258-275; DOI: https://doi.org/10.3905/jpm.2022.1.419

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