The Journal of Portfolio Management

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Forecasting Stock Market Volatility
Michael Stamos

The Journal of Portfolio Management February 2023, 49 (3) 129-137; DOI: https://doi.org/10.3905/jpm.2022.1.452
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Putting the Long Term to Work: Shaping the Prudent Society Investment Model
Kees Koedijk and Alfred Slager

The Journal of Portfolio Management February 2023, 49 (3) 97-105; DOI: https://doi.org/10.3905/jpm.2022.1.451
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Macro Risk of Low-Volatility Portfolios
David Blitz

The Journal of Portfolio Management February 2023, 49 (3) 25-35; DOI: https://doi.org/10.3905/jpm.2022.1.434
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Crowding and Liquidity Shocks
Hector Chan and Tony Tan

The Journal of Portfolio Management February 2023, 49 (3) 36-61; DOI: https://doi.org/10.3905/jpm.2022.1.448
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Portfolio Tilts Using Views on Macroeconomic Regimes
Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

The Journal of Portfolio Management February 2023, 49 (3) 7-24; DOI: https://doi.org/10.3905/jpm.2022.1.438
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The Death of Active Management Has Been Greatly Exaggerated
Edward N. W. Aw

The Journal of Portfolio Management February 2023, 49 (3) 62-71; DOI: https://doi.org/10.3905/jpm.2022.1.449
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Climate Solutions Investments
Alexander Cheema-Fox, George Serafeim and Hui (Stacie) Wang

The Journal of Portfolio Management February 2023, 49 (3) 72-96; DOI: https://doi.org/10.3905/jpm.2022.1.450
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Margin Forecasts by Managers and Analysts
Shai Levi, Joshua Livnat and Kate Suslava

The Journal of Portfolio Management April 2023, jpm.2023.1.463; DOI: https://doi.org/10.3905/jpm.2023.1.463
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How Can Machine Learning Advance Quantitative Asset Management?
David Blitz, Tobias Hoogteijling, Harald Lohre and Philip Messow

The Journal of Portfolio Management Quantitative Tools 2023, jpm.2023.1.460; DOI: https://doi.org/10.3905/jpm.2023.1.460
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Putting Credit Factor Investing into Practice
Hendrik Kaufmann, Philip Messow and Frederik Wisser

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 188-215; DOI: https://doi.org/10.3905/jpm.2022.1.436

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