Performance measurement
- Two Types of Factors: A Return Decomposition for Factor PortfoliosJoseph KushnerThe Journal of Portfolio Management July 2017, 43 (4) 17-32; DOI: https://doi.org/10.3905/jpm.2017.43.4.017
- IPOs: The Third Year OnJessica West, Giovanni Fernandez and K.C. MaThe Journal of Portfolio Management July 2017, 43 (4) 137-151; DOI: https://doi.org/10.3905/jpm.2017.43.4.137
- Improving Investment Operations through Data Science: A Case Study of Innovation in ValuationArthur Guimarães, Ashby Monk and Sidney PorterThe Journal of Portfolio Management October 2018, 45 (1) 125-140; DOI: https://doi.org/10.3905/jpm.2018.1.083
- The Covariance Matrix between Real AssetsMarielle de JongThe Journal of Portfolio Management October 2018, 45 (1) 85-95; DOI: https://doi.org/10.3905/jpm.2018.45.1.085
- The Folly of Hiring Winners and Firing LosersRob Arnott, Vitali Kalesnik and Lillian WuThe Journal of Portfolio Management October 2018, 45 (1) 71-84; DOI: https://doi.org/10.3905/jpm.2018.45.1.071
- Tax Optimization of Municipal Bond Portfolios: Investment Selection and Tax Rate ArbitrageAndrew KalotayThe Journal of Portfolio Management October 2018, 45 (1) 118-124; DOI: https://doi.org/10.3905/jpm.2018.45.1.118
- Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 CrisisGunther Capelle-Blancard, Adrien Desroziers and Olivier David ZerbibThe Journal of Portfolio Management September 2021, 47 (9) 178-197; DOI: https://doi.org/10.3905/jpm.2021.1.288
- Investment Management Post Pandemic, Post Global Warming, Post Resource DepletionFrank J. Fabozzi, Sergio Focardi and Zenu SharmaThe Journal of Portfolio Management September 2021, 47 (9) 141-158; DOI: https://doi.org/10.3905/jpm.2021.1.280
- Optimal Allocation to Time-Series and Cross-Sectional MomentumOlivier Schmid and Patrick WirthThe Journal of Portfolio Management February 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213
- Forecasting Long-Horizon Volatility for Strategic Asset AllocationMirko Cardinale, Narayan Y. Naik and Varun SharmaThe Journal of Portfolio Management February 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212
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