Submit An Article
Welcome to our online article submission process via EDITORIAL MANAGER (EM). EM enables you to submit an article electronically. Please follow the guidelines below before uploading your article. If you have any questions, please contact Mitchell Gang at m.gang@pageantmedia.com.
If you've never previously submitted an article to EM, you should click on the blue Register Now link. If you have previously registered with EM and are uploading a revised article based upon recommendations from a reviewer, you should enter your user name and password. If you've forgotten your username and/or password, you should click on the blue Send Username/Password link.
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Journal Contact
The Journal of Portfolio Management
Editor: Dr. Frank J. Fabozzi
858 Tower View Circle
New Hope, PA 18938
Email: fabozzi321@aol.com
Instructions for Submitting an article to The Journal of Portfolio Management (JPM)
The aim and objective identified by most journals is to publish papers that will make an important contribution to the finance literature. JPM is no different in this regard. However, JPM does not seek to publish the best papers in finance, per se. Instead, it seeks to publish papers that will have a significant impact on the practice of portfolio management. Our focus is on important contributions that will help chief investment officers, portfolio managers and analysts, trustees, and consultants make the best decisions.
There are approximately 400 papers submitted to JPM each year and only 44 papers are published. Consequently, JPM is highly selective in the papers that are accepted for publication.
There is no submission fee.
REVIEW PROCESS
Once a paper is submitted, the editor either independently, or in consultation with a member of the editorial advisory board, will determine if the paper is a suitable candidate for further consideration. If it is, depending on the topic it is sent to either one or two reviewers. Authors of papers that are not found to be suitable for further review will be notified within two weeks. Papers that are reviewed will typically take between 12 and 16 weeks for the review process to be completed. The review time is considerably greater than in past years because of the large number of submissions and the demands on qualified referees not only from JPM but the increased number of journals that are searching for qualified referees.
Since there is no submission fee, we are not under any obligation to provide referee reports.
PAPER ORIENTATION
Our audience includes institutional investor management teams, their clients, and third-parties service providers. We are often asked about what topics are of interest to JPM readers. Although we cannot answer that question, we can identify the topics that are not of interest. They include:
- papers dealing with retail investors
- papers that are highly quantitative
- papers on real estate (including REITs)
Three examples of the types of paper that fall into the first category are (i) mutual fund performance, (ii) target-date retirement strategies, and (iii) personal wealth management. Papers that fall into (i) and (ii) have in recent years represented about 20% of the papers submitted to JPM. Although in recent issues papers on target-date retirement strategies have been published, they will no longer be considered for publication. Papers covering retail-oriented topics are better sent to The Journal of Investing, Journal of Retirement, or The Journal of Wealth Management.
Three examples of the second type would be papers that propose a complicated portfolio optimization model, advanced statistical models for parameter estimation, and advanced derivative pricing models. Portfolio optimization models are interesting to our readers but their implementation would be the domain of the quant group at an asset management firm, not the portfolio manager or chief investment officer. Consequently, rigorous mathematical programming models are best sent to operations research-type journals. Advanced statistical models for parameter estimation and strategy development would be best sent to academic quantitative finance journals or applied financial econometric journals. Advanced derivative pricing is usually done by specialists within an asset management organization and therefore not of interest to our typical reader who is more interested in how to utilize a derivative as a part of a risk management strategy rather than the nuisances of pricing. The Journal of Derivatives is an excellent forum for derivative papers.
We do, however, find that a good pedagogical paper on an advanced quantitative tools that is finding increased application in portfolio management to be helpful to our readers. However, the presentation must be at the level suitable for our readers. Over the past 15 years, we have received a considerable number of papers on the following topics:
- alternative assets (e.g., artwork, real estate, hedge funds, timberlands)
- enhancements to the Sharpe ratio
- improved methods for estimating equity beta and bond duration
- target date funds
- performance of a specific non-U.S. equity markets
- arguments on the active/passive debate that are already well known in the literature
Such papers are interesting to the investment community, but are less interest to readers of JPM. Given the annual 44 paper constraint, we cannot dominate JPM with these topics. It is probably fair to say that with papers submitted on the above topics over the past four years we could have easily filled five JPM issues.
As for real estate-related papers, every two years JPM publishes a special issue on real estate that has historically been sponsored by PREA.
Submission Guidelines
Download Article Submission Guidelines (View PDF Format)
After the publication
An authorized, watermarked, authors copy of your article is available by request once the article has been published online. This is for archive/non-commercial purposes only.
For more details on that please contact David Rowe, Head of Reprints and Permissions on +1 (646) 891-2157 or D.Rowe@pageantmedia.com or go to our Permissions and Reprints website.