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- Editors’ Introduction to the Special Issue on Investment ModelsFrank J. Fabozzi and Kees KoedijkThe Journal of Portfolio Management March 2021, 47 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2021.47.5.001
- The Stock-Bond CorrelationMegan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management January 2021, 47 (3) 67-76; DOI: https://doi.org/10.3905/jpm.2020.1.195
- Model Risk in Risk Models: Quantifying Statistical Uncertainty in Active RiskKevin KhangThe Journal of Portfolio Management January 2021, 47 (3) 51-65; DOI: https://doi.org/10.3905/jpm.2021.47.3.051
- How Good Is Tactical Asset Allocation Using Standard Indicators?Michael SchnetzerThe Journal of Portfolio Management May 2020, 46 (6) 120-134; DOI: https://doi.org/10.3905/jpm.2020.1.145
- Mixed Ag: A Regime-Based Analysis of Multi-Asset Agriculture PortfoliosJoseph SimonianThe Journal of Portfolio Management May 2020, 46 (6) 135-146; DOI: https://doi.org/10.3905/jpm.2020.1.144
- Buy-and-Hold and Constant-Mix May Be Better Allocation Strategies Than You ThinkThomas J. O’BrienThe Journal of Portfolio Management May 2020, 46 (6) 159-171; DOI: https://doi.org/10.3905/jpm.2020.1.138
- INTRODUCTION: Quantitative Strategies: Multi-AssetFrank J. FabozziThe Journal of Portfolio Management May 2020, 46 (6) 1-3; DOI: https://doi.org/10.3905/jpm.2020.46.6.001
- Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management August 2020, 46 (8) 98-107; DOI: https://doi.org/10.3905/jpm.2020.1.167
- Stock Characteristics and Stock Returns: A Skeptic’s Look at the Cross Section of Expected ReturnsBradford CornellThe Journal of Portfolio Management June 2020, 46 (7) 131-142; DOI: https://doi.org/10.3905/jpm.2020.1.154
- Medallion Fund: The Ultimate Counterexample?Bradford CornellThe Journal of Portfolio Management February 2020, 46 (4) 156-159; DOI: https://doi.org/10.3905/jpm.2020.1.128
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