Performance measurement
- The Role of Factors in Asset AllocationMark KritzmanThe Journal of Portfolio Management March 2021, 47 (5) 58-64; DOI: https://doi.org/10.3905/jpm.2021.1.223
- Black–Litterman and Beyond: The Bayesian Paradigm in Investment ManagementPetter N. Kolm, Gordon Ritter and Joseph SimonianThe Journal of Portfolio Management March 2021, 47 (5) 91-113; DOI: https://doi.org/10.3905/jpm.2021.1.222
- Don’t Give Up the Ship: The Future of the Endowment ModelLaurence B. SiegelThe Journal of Portfolio Management March 2021, 47 (5) 144-149; DOI: https://doi.org/10.3905/jpm.2021.1.221
- Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation ProcessDimitris MelasThe Journal of Portfolio Management March 2021, 47 (5) 51-57; DOI: https://doi.org/10.3905/jpm.2021.1.220
- Mean–Variance Optimization for Asset AllocationJang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. FabozziThe Journal of Portfolio Management March 2021, 47 (5) 24-40; DOI: https://doi.org/10.3905/jpm.2021.1.219
- Failure of the Endowment ModelRichard M. EnnisThe Journal of Portfolio Management March 2021, 47 (5) 128-143; DOI: https://doi.org/10.3905/jpm.2021.1.217
- The Canadian Pension Model: Past, Present, and FutureKeith AmbachtsheerThe Journal of Portfolio Management March 2021, 47 (5) 150-158; DOI: https://doi.org/10.3905/jpm.2021.1.216
- Currency Conversion of Fama–French Factors: How and WhyMaximilian Glück, Benjamin Hübel and Hendrik ScholzThe Journal of Portfolio Management December 2020, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192
- Implementing Value and Momentum Strategies in Credit PortfoliosSimon Polbennikov, Albert Desclée and Mathieu DuboisThe Journal of Portfolio Management December 2020, 47 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2020.1.190
- Short-Term Trend: A Jewel Hidden in Daily ReturnsMarat Molyboga, Larry Swedroe and Junkai QianThe Journal of Portfolio Management October 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186
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