Journal of Portfolio Management

Article	Citations
Inflation-Induced Overearnings	36
Back to the Roots: Three Reflections on Financial Analysis	34
The Cost of Investment Hubris	21
Incremental Volatility and Related Portfolio Analytics	19
How Transitory Is Inflation?	19
Portfolio Concentration and Stock-Specific Risk	19
Interview with Jean-Charles Bertrand of HSBC Asset Management	18
Interview with Jacky S.H. Lee of Total Portfolio at Healthcare of Ontario Pension Plan in Toronto	12
Interview with Vince Childers and Jeffrey Palma of Cohen & Steers	11
ESG Investing: Moderate-Income Rental Housing as a Viable Real Estate Asset Class	10
Portfolio Tilts Using Views on Macroeconomic Regimes	10
Editors’ Introduction: The Birth of Portfolio Theory	10
Customized Risk Analysis through Dynamic Factor Definitions	9
ESG, Fundamentals, and Stock Returns	9
Private Equity Real Estate Fund Performance: A Comparison to REITs and Open-End Core Funds	9
Reversing the Trend of Short-Term Reversal	8
Interview with Jason Hsu of Rayliant Global Advisors	8
Value versus Values: What Is the Sign of the Climate Risk Premium?	8
The Unreasonable Attractiveness of More ESG Data	7
webinar summary Private Equity: Risks and Opportunities	7
Maximizing Capital Efficiency in US Defined Benefit Pension Plan Immunizing Portfolio Construction Using Derivatives and a Power Law Relationship	7
An Infrastructure Investment Primer: From Valuation to Allocation and Manager Selection	7
The Global Market Portfolio	7
Toward Regime-Aware Risk Forecasts	7
Introduction to Investing In Emerging Markets Special Issue	6

Errors and Challenges Associated with Investing in EMU Government Bonds	5
Shared Experience in Top Management Team and Mutual Fund Performance	5
Emerging Market Bonds: Expected Returns and Currency Impact	5
The Implications of Contemporary Research on COVID-19 for Volatility and Portfolio Management	5
A Practitioner Perspective on Trading and the Implementation of Investment Strategies	5
Expected Stock Returns When Interest Rates Are Low	5
Regret and Optimal Portfolio Allocations	5
How Much Information Is Required to Time the Market?	5
A New Predictability Pattern in the US Stock Market Returns	5
The Death of Active Management Has Been Greatly Exaggerated	4
Overview of Investing in Private Corporate Debt	4
Option-Enhanced Tax-Smart Portfolio Value	4
Private Investing: A Survey of Issues and Solutions	4
An Intuitive Guide to Relevance-Based Prediction	4
Crowding and Liquidity Shocks	4
Changes in Ownership Breadth and Capital Market Anomalies	4
A Framework for Attributing Changes in Portfolio Carbon Footprint	4
Intangibles: The Missing Ingredient in Book Value	4
The New Risk and Return of Venture Capital	4
Inflation Risk Premium	4
Trends and Cycles of Style Factors in the 20th and 21st Centuries	4
Risk in Risk Aversion	4
(Re)Balancing Act: The Interplay of Private and Public Assets in Dialing the Asset Allocation	4
Emerging Market Investing: A Multi-Asset, Granular, and Dynamic Portfolio Approach	4
Data Mining Corrections and Mutual Fund Performance	3
Carbon-Tax-Adjusted Value	3
Compound Tail Risk	3
A Market Microstructure View of the Informational Efficiency of Security Prices	3
Editor’s Introduction to the 2023 Special Issue on Performance Analysis	3
A Causal Analysis of the Monetary Transmission Mechanism	3
Multi-Asset Class Factor Premia: A Strategic Asset Allocation Perspective	3
Leveraging the Low-Volatility Effect	3
Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures Market	3
Improving the Accuracy of Tail Risk Forecasts	3
The AI Revolution: From Linear Regression to ChatGPT and beyond and How It All Connects to Finance	3
The Importance of Goals-Based (and Values-Based) Liability Indices: Applied to Impact and Green Investing	3
Personalized Inflation-Hedging Strategies	3
The Psychology of Leadership in Investment Management: Five Research-Backed Principles to Perfect Your Leadership of Individuals and Teams	3
Investor Global Sentiment and Stock Returns Connectedness in Developed Markets	3
Time-Varying Factor Allocation	3
Top-Down Portfolio Implications of Climate Change	3
The Interconnectedness between Green Finance Indexes and Other Important Financial Variables	3
Dual Momentum: Testing the Dual Momentum Strategy and Implications for Lifetime Allocations	3
Do Scope 3 Carbon Emissions Impact Firms’ Cost of Debt?	3
Demystifying Index Rebalancing: An Analysis of the Costs of Liquidity Provision	3
Reconciling Stock Selection and Factor Allocation	3
Estimating Expected Returns: Then and Now	3
The Value of Smoothing	3
Comparing Geopolitical Risk Measures	3
Group Investing	3

Financial Anomalies in Portfolio Construction and Management	2
Building on Finance Theory to Forge the Future of Investment Practice	2
How Misunderstanding Factor Models Set Unreasonable Expectations for Smart Beta	2
Monte Carlo Simulation for Portfolio Analysis	2
Stocks, Bonds, Bills, and Inflation’s Components	2
From Portfolio Selection to Portfolio Choice: Remembering Harry Markowitz	2
Thinking Outside the Benchmark: Part II	2
Four-Fold News Sentiment and Stock Returns	2
Diversification Is Dead, Long Live Diversification!	2
Resurrecting Earnings-to-Price with Robust Control for Outliers	2
Mean–Variance Analysis, the Geometric Mean, and Horizon Mismatch	2
When Is Reversal Strong? Evidence from Developed Markets	2
Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions	2
Investor Sentiment and Asset Returns: Actions Speak Louder than Words	2
Editor’s Introduction to the 50th Anniversary Issue	2
American Exceptionalism: The Long-Term Evidence	2
When Valuation Fails	2
Using Econometrics vs. Machine Learning: What, When, and How	2
Model-Free Market Risk Hedging Using Crowding Networks	2
The Case for Integrating ESG into Fixed-Income Portfolios	2
Interview with Stefano Cavaglia of the State of Wisconsin Investment Board	1
Domesticating the Factor Zoo with Economic Theory	1
Honey, the Fed Shrunk the Equity Premium: Asset Allocation in a Higher-Rate World	1
Macro Risk of Low-Volatility Portfolios	1
Editor’s Introduction for 2023 Special Issue on Quantitative Tools for Asset Management	1
The Future of Fixed Income Is Systematic	1
The Central Paradox of Active Management: Maximizing the Information Ratio Is Counterproductive	1
webinar summary Multi-Asset Strategies Webinar	1
Option Total Return and Active Option Portfolio Management	1
Interview with Gerald Garvey of Blackrock	1
Navigating Insolvency Risks in Emerging Markets	1
Momentum Information Propagation through Global Supply Chain Networks	1
Emerging Markets Currency Factors and US High-Frequency Macroeconomic Shocks	1
Public or Private? Determining the Optimal Ownership Structure	1
Fairy Tails: Lessons from 150 Years of Drawdowns	1
Volatility Timing under Low-Volatility Strategy	1
Quantifying Narratives and Their Impact on Financial Markets	1
Determinants of Portfolio ESG Performance: An Attribution Framework	1
Real Economy Portfolio: The Market Risk Premium as a Source of Alpha	1
Improving Equity Fund Alpha Estimates with a Second Size Factor	1
From Style to Sectional Factors: A New Framework for Systematic Investing	1
Investment Performance of US High-Yield Real Estate Debt: An Empirical Analysis	1
Prolegomena to Any Future Monetary Policy	1
Interview with Mark Anson of Commonfund	1
Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas	1
Maximizing the Probability to Reach the Goal: An Exploration Exercise in Goal-Based Wealth Management	1
Emerging Technologies and the Transformation of Exchange Trading Platforms	1
Venture Capital Financing in Europe: Gender and Ethnic Diversity in Founder Teams	1
Measuring Market Risk in Asset Management	1
Quantifying Long-Term Market Impact	1
Tokenization—The Future of Real Estate Investment?	1
Interview with Ian Toner of Verus	1
More Powerful Tests for Anomalies in the China A-Share Market	1
Corporate Bonds and the Credit Premium: A Distinct Asset Class with a Long History	1
Editors’ Introduction to the 2023 Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management	1
Socially Responsible Investing and Factor Investing, Is There an Opportunity Cost?	1
Integrating Sustainability into Asset Management: Challenges and Opportunities	1
Minimum Downside Risk Portfolios	1
Transaction Cost–Optimized Equity Factors around the World	1
Stock Selection Modeling and Portfolio Selection in Emerging Markets	1
webinar summary Fixed Income Investing	1
Process Alpha: How to Construct and Manage Optimized Venture Portfolios	1
Twenty Years of the Real Estate Special Issue: What Might the Next Twenty Years Bring?	1
Equity Market Structure and the Persistence of Unsolved Problems: A Microstructure Perspective	1
A Holistic Approach to Creating High Income Portfolios That Are Risk–Return Efficient and Tax Aware	1
Using a Life Cycle Model to Design a Target Date Glidepath	1
Equity Convexity under Major Monetary Policy Shift	1
How Valuable Are Target Price Forecasts to Factor Investing?	1
The Effects of Spending Rules and Asset Allocation on Nonprofit Endowments	1
Rehabilitating Mean–Variance Portfolio Selection: Theory and Evidence	1
Putting Credit Factor Investing into Practice	1
Tax-Aware Portfolio Construction: A Multi-Asset Approach	1
Do the Fama–French Factors Proxy Geopolitical Risks?	1
Mutual Fund Illiquidity and Stock Price Fragility: A Study Based on Chinese Mutual Funds	1
Fat and Heavy Tails in Asset Management	1
Performance Evaluation, Factor Models, and Portfolio Strategies: Evidence from Chinese Mutual Funds	1
Cut Your Losses and Let Your Profits Run	1
Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies	1
Editor’s Introduction for the 2024 Special Issue on Quantitative Tools	1
Factor Investing in Sovereign Bond Markets: Deep Sample Evidence	1

Investment Management Post Pandemic, Post Global Warming, Post Resource Depletion	1
Type I and Type II Errors of the Sharpe Ratio under Multiple Testing	1
Unpacking Private Equity Performance	1
Markowitz Remembrance	1
Recent Trends and Perspectives on the Korean Asset Management Industry	1
Personalized Target-Date Funds	1
Tail Risk Hedging: The Search for Cheap Options	1
Assessing Climate Change Impact on Sovereign Bonds	1
An Overview of Machine Learning for Portfolio Optimization	1
Range-Based Volatility Timing	1
Flattering or Really Understanding? Research on Stock Recommendations by Sell-Side Analysts in China	1
Financial Networks and Portfolio Management	1
Scenario-Driven Adaptation to Emergent Risks	1
A Time-Series Analysis and Forecast of CAPE	1
Tactical Asset Allocation, Risk Premia, and the Business Cycle: A Macro Regime Approach	1
Fixed Income Factors: Theory and Practice	1
The Revealed Inefficiencies of the China A-H Premium	1
Who Gains from Place-Based Tax Incentives? Exploring Apartment Sales Prices in Qualified Opportunity Zones	1
Systematic ESG Risk and Passive ESG Investing	1
Portfolio Risk Mitigation without Bonds	1
The Lost Decade: Have Macro Factor Risk Premia Become Irrelevant?	1
Firm-Level Cybersecurity Risk and Idiosyncratic Volatility	1
Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks	1
Decomposing Countries’ Consumption in Active Portfolio Management: A Black–Litterman Application	1
Portfolio Insurance, Portfolio Theory, Market Simulation, and Risks of Portfolio Leverage	1
Toward Tax-Efficient Low-Volatility Investing	1
Increasing the Transparency of Pricing Dynamics in the US Commercial Real Estate Market with Interpretable Machine Learning Algorithms	1
Editor’s Introduction for the 2023 Special Issue on Investing in Non-US Financial Markets	1
Portfolio Construction When Regimes Are Ambiguous	1
Measuring and Managing the Opportunity Cost of Downside Risk Protection	1
Robustness in Portfolio Optimization	1
A CIO’s Perspective on ESG Investing	1
Social Networks, Trading, and Liquidity	1