The Journal of Portfolio Management

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Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies
Ryan Poirier

The Journal of Portfolio Management May 2021, 47 (6) 156-173; DOI: https://doi.org/10.3905/jpm.2021.1.238
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Financial Anomalies in Portfolio Construction and Management
Harry Markowitz, John Guerard, Ganlin Xu and Bijan Beheshti

The Journal of Portfolio Management May 2021, 47 (6) 51-64; DOI: https://doi.org/10.3905/jpm.2021.1.242
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Value and Interest Rates: Are Rates to Blame for Value’s Torments?
Thomas Maloney and Tobias J. Moskowitz

The Journal of Portfolio Management May 2021, 47 (6) 65-87; DOI: https://doi.org/10.3905/jpm.2021.1.236
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Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities
Vineer Bhansali and Jeremie Holdom

The Journal of Portfolio Management May 2021, 47 (6) 101-113; DOI: https://doi.org/10.3905/jpm.2021.1.229
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Optimal Strategies for ESG Portfolios
Fabio Alessandrini and Eric Jondeau

The Journal of Portfolio Management May 2021, 47 (6) 114-138; DOI: https://doi.org/10.3905/jpm.2021.1.241
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Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns
Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management May 2021, 47 (6) 33-50; DOI: https://doi.org/10.3905/jpm.2021.1.240
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The Quant Crisis of 2018–2020: Cornered by Big Growth
David Blitz

The Journal of Portfolio Management May 2021, 47 (6) 8-21; DOI: https://doi.org/10.3905/jpm.2021.1.232
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Bridging the Gap between Strategic Allocation and Investment Risk
Redouane Elkamhi, Jacky S.H. Lee and Sheikh Sadik

The Journal of Portfolio Management May 2021, 47 (6) 89-100; DOI: https://doi.org/10.3905/jpm.2021.1.235
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Real Economy Portfolio: The Market Risk Premium as a Source of Alpha
Gerald Garvey

The Journal of Portfolio Management May 2021, 47 (6) 22-32; DOI: https://doi.org/10.3905/jpm.2021.1.239
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Mean–Variance Optimization for Asset Allocation
Jang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. Fabozzi

The Journal of Portfolio Management Investment Models 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219

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