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The Journal of Portfolio Management

The Journal of Portfolio Management

Advanced Search

  • Home
  • Current Issue
  • Past Issues
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  • Submit an article
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    • About JPM
    • Editorial Board
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Latest Articles

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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