The Journal of Portfolio Management

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What’s in Your Benchmark? A Factor Analysis of Major Market Indexes
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 46-59; DOI: https://doi.org/10.3905/jpm.2018.44.4.046
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Mind the Gap: On the Importance of Understanding and Controlling Market Risk in Smart Beta Strategies
Noël Amenc, Felix Goltz and Ashish Lodh

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2018.44.4.060
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LDI-Sensitive Equity Factor Portfolios: The ALM Perspective to Smart Beta Investing
Joseph Simonian, Ognjen Sosa, Satyajit Chandrashekar and Darby Nielson

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 106-112; DOI: https://doi.org/10.3905/jpm.2018.44.4.106
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Optimal Blending of Smart Beta and Multifactor Portfolios
Frederick E. Dopfel and Ashley Lester

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 93-105; DOI: https://doi.org/10.3905/jpm.2018.44.4.093
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Not All Factor Exposures Are Created Equal
Eric Sorensen, Mark Barnes, Nick Alonso and Edward Qian

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 39-45; DOI: https://doi.org/10.3905/jpm.2018.44.4.039
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Style Investing in Fixed Income
Jordan Brooks, Diogo Palhares and Scott Richardson

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 127-139; DOI: https://doi.org/10.3905/jpm.2018.44.4.127
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Five Concerns with the Five-Factor Model
David Blitz, Matthias X. Hanauer, Milan Vidojevic and Pim van Vliet

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 71-78; DOI: https://doi.org/10.3905/jpm.2018.44.4.071
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Academic, Practitioner, and Investor Perspectives on Factor Investing
Joseph Cerniglia and Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 10-16; DOI: https://doi.org/10.3905/jpm.2018.44.4.010
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Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing Framework
Kendro Vincent, Yu-Chin Hsu and Hsiou-Wei Lin

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 113-126; DOI: https://doi.org/10.3905/jpm.2018.44.4.113
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The Promises and Pitfalls of Factor Timing
Jennifer Bender, Xiaole Sun, Ric Thomas and Volodymyr Zdorovtsov

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 79-92; DOI: https://doi.org/10.3905/jpm.2018.44.4.079

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