Security analysis and valuation
- The Revealed Inefficiencies of the China A-H PremiumFujun Li, Xiaoyang Liu and Vivek ViswanathanThe Journal of Portfolio Management May 2021, jpm.2021.1.251; DOI: https://doi.org/10.3905/jpm.2021.1.251
- Analyzing Markets with a Large Public Company: The Case of South KoreaJang Ho Kim, Taehyeon Kang, Jaeyong Yu and Frank J. FabozziThe Journal of Portfolio Management May 2021, jpm.2021.1.250; DOI: https://doi.org/10.3905/jpm.2021.1.250
- Recent Trends and Perspectives on the Korean Asset Management IndustryJang Ho Kim, Yongjae Lee, Jaekyu Bae and Woo Chang KimThe Journal of Portfolio Management May 2021, jjpm.2021.1.248; DOI: https://doi.org/10.3905/jpm.2021.1.248
- Overnight Return Momentum: Evidence from European MarketsArik Ben Dor and Xiaming ZengThe Journal of Portfolio Management May 2021, jpm.2021.1.247; DOI: https://doi.org/10.3905/jpm.2021.1.247
- Emerging Market Stock Momentum Returns during US Economic RegimesAnna Martirosyan and Joseph SimonianThe Journal of Portfolio Management May 2021, jpm.2021.1.246; DOI: https://doi.org/10.3905/jpm.2021.1.246
- China A-Shares: Strategic Allocation to Market and Factor PremiumsWilma de Groot, Laurens Swinkels and Weili ZhouThe Journal of Portfolio Management May 2021, jpm.2021.1.245; DOI: https://doi.org/10.3905/jpm.2021.1.245
- Financial Anomalies in Portfolio Construction and ManagementHarry Markowitz, John Guerard, Ganlin Xu and Bijan BeheshtiThe Journal of Portfolio Management April 2021, 47 (6) 51-64; DOI: https://doi.org/10.3905/jpm.2021.1.242
- Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock ReturnsBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management April 2021, 47 (6) 33-50; DOI: https://doi.org/10.3905/jpm.2021.1.240
- Real Economy Portfolio: The Market Risk Premium as a Source of AlphaGerald GarveyThe Journal of Portfolio Management April 2021, 47 (6) 22-32; DOI: https://doi.org/10.3905/jpm.2021.1.239
- Value and Interest Rates: Are Rates to Blame for Value’s Torments?Thomas Maloney and Tobias J. MoskowitzThe Journal of Portfolio Management April 2021, 47 (6) 65-87; DOI: https://doi.org/10.3905/jpm.2021.1.236
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