The Journal of Portfolio Management

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A Century of Evidence on Trend-Following Investing
Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen

The Journal of Portfolio Management Fall 2017, 44 (1) 15-29; DOI: https://doi.org/10.3905/jpm.2017.44.1.015
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Strategic Asset Allocation: Combining Science and Judgment to Balance Short-Term and Long-Term Goals
Peng Wang and Jon Spinney

The Journal of Portfolio Management Fall 2017, 44 (1) 69-82; DOI: https://doi.org/10.3905/jpm.2017.44.1.069
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Deconstructing the Low-Vol Anomaly
Alexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume Simon

The Journal of Portfolio Management Fall 2014, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
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U.S. Company Earnings, Earnings Growth, and Equity Performance in the New Millennium
Francis Gupta

The Journal of Portfolio Management Fall 2017, 44 (1) 112-125; DOI: https://doi.org/10.3905/jpm.2017.44.1.112
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Sin Stocks Revisited: Resolving the Sin Stock Anomaly
David Blitz and Frank J. Fabozzi

The Journal of Portfolio Management Fall 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105
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INVITED EDITORIAL COMMENT
Marcos López de Prado and Frank J. Fabozzi

The Journal of Portfolio Management Fall 2017, 44 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2017.44.1.001
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Factor Timing with Cross-Sectional and Time-Series Predictors
Philip Hodges, Ked Hogan, Justin R. Peterson and Andrew Ang

The Journal of Portfolio Management Fall 2017, 44 (1) 30-43; DOI: https://doi.org/10.3905/jpm.2017.44.1.030
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From Risk Premia to Smart Betas: A Unified Framework
Alexandre S. Da Silva and Wai Lee

The Journal of Portfolio Management Fall 2017, 44 (1) 44-54; DOI: https://doi.org/10.3905/jpm.2017.44.1.044
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Using Simulation to Better Understand Price Determination in a Nonfrictionless Equity Market
Jian Hua, Robert A. Schwartz and Gregory Sipress

The Journal of Portfolio Management Fall 2017, 44 (1) 142-159; DOI: https://doi.org/10.3905/jpm.2017.44.1.142
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Some Thoughts on Real Estate Pricing
Joseph L. Pagliari

The Journal of Portfolio Management Special Real Estate Issue 2017, 43 (6) 44-61; DOI: https://doi.org/10.3905/jpm.2017.43.6.044

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