Performance measurement
- The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van HemertThe Journal of Portfolio Management June 2019, 45 (5) 7-28; DOI: https://doi.org/10.3905/jpm.2019.45.5.007
- Risk and Reward in the Orphan Drug IndustryAndrew W. Lo and Richard T. ThakorThe Journal of Portfolio Management June 2019, 45 (5) 30-45; DOI: https://doi.org/10.3905/jpm.2019.45.5.030
- Accelerating Learning in Active Management: The Alpha-Brier ProcessJoseph A. Cerniglia and Philip E. TetlockThe Journal of Portfolio Management June 2019, 45 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2019.45.5.125
- Uncertainty, Momentum, and ProfitabilityClaire Y.C. Liang, Zhenyang (David) Tang and Xiaowei XuThe Journal of Portfolio Management March 2019, 45 (4) 91-104; DOI: https://doi.org/10.3905/jpm.2019.1.085
- When Short Sellers and Corporate Insiders Agree on Stock PricingChune Young Chung, Hong Kee Sul and Kainan WangThe Journal of Portfolio Management March 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084
- A Guide to ESG Portfolio ConstructionMichael Branch, Lisa R. Goldberg and Pete HandThe Journal of Portfolio Management March 2019, 45 (4) 61-66; DOI: https://doi.org/10.3905/jpm.2019.45.4.061
- Alice’s Adventures in Factorland: Three Blunders That Plague Factor InvestingRob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani LinnainmaaThe Journal of Portfolio Management March 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018
- Return Predictability: Evidence from the US–China Supply ChainRui Chen, Zhennan Gao and Xueyong ZhangThe Journal of Portfolio Management March 2019, 45 (4) 143-151; DOI: https://doi.org/10.3905/jpm.2019.45.4.143
- P/E Ratios, Risk Premiums, and the g* AdjustmentMartin L. Leibowitz, Stanley Kogelman and Anthony BovaThe Journal of Portfolio Management March 2019, 45 (4) 119-128; DOI: https://doi.org/10.3905/jpm.2019.45.4.119
- INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching HockeyClifford Asness and Aaron BrownThe Journal of Portfolio Management March 2019, 45 (4) 1-6; DOI: https://doi.org/10.3905/jpm.2019.45.4.001
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