Quantitative methods
- Introduction: Quantitative Special IssueThe Journal of Portfolio Management February 2019, 45 (3) 1-3; DOI: https://doi.org/10.3905/jpm.2019.45.3.001
- Nonlinear Trading Rules for Portfolio ManagementRichard GrinoldThe Journal of Portfolio Management October 2018, 45 (1) 62-70; DOI: https://doi.org/10.3905/jpm.2018.45.1.062
- Deep ValueCliff Asness, John Liew, Lasse Heje Pedersen and Ashwin ThaparThe Journal of Portfolio Management February 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
- Fuzzy Factors and Asset AllocationAlexander Rudin and Daniel FarleyThe Journal of Portfolio Management February 2021, 47 (4) 110-122; DOI: https://doi.org/10.3905/jpm.2021.1.214
- The Myth of Diversification ReconsideredWilliam Kinlaw, Mark Kritzman, Sébastien Page and David TurkingtonThe Journal of Portfolio Management July 2021, 47 (8) 124-137; DOI: https://doi.org/10.3905/jpm.2021.1.273
- A Time-Series Analysis and Forecast of CAPEMarc FandettiThe Journal of Portfolio Management July 2021, 47 (8) 138-150; DOI: https://doi.org/10.3905/jpm.2021.1.265
- Volatility Targeting: It’s Complicated!George MylnikovThe Journal of Portfolio Management July 2021, 47 (8) 57-74; DOI: https://doi.org/10.3905/jpm.2021.1.258
- Firm-Specific Industries, Volatility, and Return: A Text-Based Network Industrial Classification ApproachHussein AbdohThe Journal of Portfolio Management July 2021, 47 (8) 184-196; DOI: https://doi.org/10.3905/jpm.2021.1.253
- The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet SentimentsJim Liew and Tamas BudavariThe Journal of Portfolio Management April 2017, 43 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2017.43.3.102
- 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
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