The Journal of Portfolio Management
Latest Publications

TOTAL DOCUMENTS

3009
(FIVE YEARS 130)

H-INDEX

79
(FIVE YEARS 0)

Published By Pageant Media Us

2168-8656, 0095-4918
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Dual-Horizon Strategic Asset Allocation

2022 ◽  
pp. jpm.2022.1.331
Author(s):  
Alexander Rudin ◽  
Daniel Farley
Keyword(s):  
Asset Allocation ◽  
Strategic Asset Allocation

Diversification—A Free Starbucks Cup of Coffee?

2022 ◽  
pp. jpm.2022.1.330
Author(s):  
Mark Anson

Portfolio Risk Mitigation without Bonds

2022 ◽  
pp. jpm.2022.1.329
Author(s):  
Michael Stamos
Keyword(s):  
Risk Mitigation ◽  
Portfolio Risk

When to Diversify Differently

2022 ◽  
pp. jpm.2022.1.328
Author(s):  
Brian Jacobsen ◽  
Matthias Scheiber

A Novel Approach to Risk Parity: Diversification across Risk Factors and Market Regimes

2022 ◽  
pp. jpm.2022.1.327
Author(s):  
Chris Kelliher ◽  
Avishek Hazrachoudhury ◽  
Bill Irving
Keyword(s):  
Risk Factors ◽  
Novel Approach ◽  
Risk Parity ◽  
Market Regimes

There Is No Unique Rational Decision Strategy in Financial Markets

2022 ◽  
pp. jpm.2021.1.326
Author(s):  
Klaus Schredelseker
Keyword(s):  
Financial Markets ◽  
Rational Decision ◽  
Decision Strategy

The Covariance Structure between Liquid and Illiquid Assets

2022 ◽  
pp. jpm.2021.1.318
Author(s):  
Marielle de Jong
Keyword(s):  
Covariance Structure ◽  
Illiquid Assets

scholarly journals Editor’s Introduction for 2022 Special Issue on Factor Investing

2021 ◽  
Vol 48 (2) ◽  
pp. 1-6
Author(s):  
Frank J. Fabozzi
Keyword(s):  
Special Issue ◽  
Factor Investing

Factor Construction Zoo: Are Factor Exposures Created Equal?

2021 ◽  
Vol 48 (2) ◽  
pp. 105-118
Author(s):  
Shaojun Zhang

Toward Tax-Efficient Low-Volatility Investing

2021 ◽  
Vol 48 (2) ◽  
pp. 198-207
Author(s):  
Shaojun Zhang
Load More ...
Sign in / Sign up

Export Citation Format

Share Document