Journal Information
Editor-in-Chief: Frank J. Fabozzi
ISSN: 0095-4918
E-ISSN: 2168-8656
Frequency: 6 issues per year
Impact Factor (2017): 0.812 (2017 Journal Citation Reports® Clarivate Analytics, 2018)
Coverage: Content available from Vol 1 Issue 1 (1974)
AUDIENCE
Institutional portfolio managers (CFA®), fund managers, plan sponsors, chief investment officers, investment consultants, financial advisors, researchers, and analysts.
ABOUT THE JOURNAL
The Journal of Portfolio Management (JPM) is a definitive source of thought-leading analyses and practical techniques that many institutional investors turn to for insight on the financial markets. Every issue of the JPM features articles by highly-renowned academics, researchers, and practitioners—including Nobel laureates—whose works define modern portfolio theory. The JPM offers cutting-edge research on all major topics in investments, including asset allocation, performance measurement, market trends, portfolio optimization, and risk management. The topics to be included, but are not limited to, asset allocation, portfolio construction, security selection, risk management, performance measurement, controlling transaction costs, portfolio optimization, quantitative asset techniques, factor-based investing, and back testing methodologies. The purpose of the invited editorials in each quarterly issue is to cover important issues facing the profession. Periodically the journal publishes a special issue on topics of current interest to the investment community.
MISSION
To be the definitive source of thought-provoking analyses and practical techniques in institutional asset management. The journal provides an opportunity for practitioners and academics to provide cutting-edge empirical, methodological, and theoretical papers on a wide range of topics of interest to institutional asset managers. The focus is on investing by institutions, not individual wealth management.
VISION
The Journal of Portfolio Management strives to be the leading publication in bringing revolutionary developments in financial theory and its applications to the academic and practitioner communities.
HISTORY
The Journal of Portfolio Management was founded in 1974 by Peter L. Bernstein, who was joined by Frank J. Fabozzi as managing editor in 1984. Mr. Fabozzi became the editor in 1986. JPM’s maiden issue included articles authored by prominent academics and practitioners, including Paul Samuelson, Fischer Black, Dean LeBaron, James Vertin, Keith P. Ambachtsheer, and Wayne Wagner. Read the inaugural editor's letter by Bernstein here. John Bogle, founder of Vanguard and frequent contributor to JPM, cites Paul Samuelson’s article in the first issue, “Challenge to Judgment,” as being a critical force in his creation of the first index mutual fund. Professor Samuelson went on to be a regular contributor to JPM from 1984 to 2014. Other Nobel Laureates who have been published in the JPM include Harry Markowitz, Robert Shiller, Robert Engle, Merton Miller, Daniel Kahneman, Robert Merton, and Franco Modigliani.
In addition to the quarterly offering, JPM also produces several special issues, including its anniversary issue. Since 2003, JPM has published an issue on real estate every two years. Starting in 2015, JPM began to publish a special issue on factor-based investing.
INDEXED IN
Google Scholar, EconLit, Scopus
AGGREGATORS
The Journal of Portfolio Management is also available through:
EBSCO, ProQuest and Gale – 10-year rolling archive with 18 month embargo