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Main navigation Topics All Topics Portfolio Management in Theory and Practice Risk Management in Theory and Practice Quantitative Finance Regulation, Taxation, Governance, and Compliance Economics and Financial History Asset Classes Journals All Journals The Journal of Portfolio Management The Journal of Investing The Journal of Alternative Investments The Journal of Financial Data Science The Journal of Impact and ESG Investing The Journal of Fixed Income The Journal of Wealth Management The Journal of Retirement The Journal of Derivatives The Journal of Beta Investment Strategies The Journal of Structured Finance (Retired) The Journal of Private Equity (Retired) The Journal of Trading (Retired) Practical Applications Collections Top Picks More Videos Awards Experts Publish Promotional Opportunities Become A Member FAQsMy Account Request a Demo Menu The Journal of Portfolio Management Edited by Frank Fabozzi 4 regular issues and 6 special topical issues , First published in 1974, ISSN: 0095-4918, E-ISSN: 2168-8656 Upcoming articles Latest issue Add to Favorites Please log-in to or register for your personal account in order to save a bookmark. Log-in/register Share Close Share this journal Close Alerts You must be logged in as an individual apply an alert. Log-in/register Latest issue Volume 50, Issue 6 April 2024 Download issue PDF To download content, you need to H. Lee Marco Salerno 06 April 2024 - The Journal of Portfolio Management A Private Equity Valuation Primer Jeffrey Hooke 04 April 2024 - The Journal of Portfolio Management How Should the Long-Term Investor Harvest Variance Risk Premiums? Julian Dörries Olaf Korn Gabriel J. Power 31 March 2024 - The Journal of Portfolio Management Impact of ESG Objectives on a Portfolio François Soupe Guillaume Kovarcik 31 March 2024 - The Journal of Portfolio Management The Contribution of a Constituent Time Period-Asset Pair: Longitudinal Decompositions Revanta Pawar 31 March 2024 - The Journal of Portfolio Management The Propagation of Labor Market Information through Supply Chain Networks Akifumi Isogai Rei Yamamoto 31 March 2024 - The Journal of Portfolio Management Transaction Cost–Optimized Equity Factors around the World Filip Bašić Harald Lohre Alberto Martín-Utrera Ingmar Nolte Sandra Nolte 31 March 2024 - The Journal of Portfolio Management Reversing the Trend of Short-Term Reversal David Blitz Bart van der Grient Iman Honarvar 31 March 2024 - The Journal of Portfolio Management Residual-Free Attribution Xavier Gérard 31 March 2024 - The Journal of Portfolio Management Value versus Values: What Is the Sign of the Climate Risk Premium? Riccardo Rebonato 31 March 2024 - The Journal of Portfolio Management Dynamic Warp Analysis: A New Approach for Detecting and Timing Bubbles Mark Kritzman Huili Song David Turkington 31 March 2024 - The Journal of Portfolio Management Assessing Diversification of S&P 500 and CDX Indexes Jeffrey A. Palma 31 March 2024 - The Journal of Portfolio Management Honey, the Fed Shrunk the Equity Premium: Asset Allocation in a Higher-Rate World Thomas Maloney 31 March 2024 - The Journal of Portfolio Management Unpacking Private Equity Performance Gregory Brown William M Volckmann II 30 March 2024 - The Journal of Portfolio Management Duration-Adjusted Return on Capital: A Novel Approach to Measuring Private Equity Performance Massimiliano Saccone Aureliano Gentilini 29 March 2024 - The Journal of Portfolio Management Estimating the Alpha and Beta of Private Capital Using State Space Modeling and Bayesian Inference Vishv Jeet Amit Partani Rüdiger R. Stucke 29 March 2024 - The Journal of Portfolio Management 2024 April 2024 : Vol. 50, Issue 6 Multi-Asset Special Issue 2024 : Vol. 50, Issue 5 February 2024 : Vol. 50, Issue 4 2023 Quantitative Special Issue 2024 : Vol. 50, Issue 3 Novel Risks 2023 : Vol. 50, Issue 2 November 2023 : Vol. 50, Issue 1 Real Estate 2023 : Vol. 49, Issue 10 Quantitative Tools 2023 : Vol. 49, Issue 9 Performance Analysis 2023 : Vol. 49, Issue 8 July 2023 : Vol. 49, Issue 7 Pagination Current page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Page 8 Page 9 Next page Next › Last page Last » 13 March 2024 - Practical Applications Practical Applications of Factor Investing Webinar Andrew Ang Jennifer Bender Harindra de Silva Pim van Vliet 28 February 2024 - Practical Applications Practical Applications of Performance Measurement for Alternative Investments Portfolios Bruce Feibel 14 February 2024 - Practical Applications Practical Applications of The Central Paradox of Active Management: Maximizing the Information Ratio Is Counterproductive Dan diBartolomeo 31 January 2024 - Practical Applications Practical Applications of Equity Fragility Steve Sapra Josh Davis German Ramirez Marc-Antoine Loo 24 January 2024 - Practical Applications Practical Applications of The Hierarchy of Empirical Evidence in Finance Marcos López de Prado 17 January 2024 - Practical Applications Practical Applications of International Diversification—Still Not Crazy after All These Years Cliff Asness Antti Ilmanen Dan Villalon 10 January 2024 - Practical Applications Practical Applications of How Transitory Is Inflation? Rob Arnott Omid Shakernia 03 January 2024 - Practical Applications Practical Applications of New Insights into Private Equity: Empirical Evidence from More Than 500 Buyouts Andreas Gruener Leon Marburger 20 December 2023 - Practical Applications Practical Applications of The Death of Active Management Has Been Greatly Exaggerated Edward N. W. Aw 22 November 2023 - Practical Applications Practical Applications of A Fair Value Approach to Forecasting Value versus Growth Returns Olga Lepigina Kevin J. DiCiurcio Ian Kresnak Pagination Current page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Page 8 Next page Next › Last page Last » Audience Institutional portfolio managers (CFA®), fund managers, plan sponsors, chief investment officers, investment consultants, financial advisors, researchers, and analysts. About the Journal The Journal of Portfolio Management (JPM) is a definitive source of thought-leading analyses and practical techniques that many institutional investors turn to for insight on the financial markets. Every issue of the JPM features articles by highly-renowned academics, researchers, and practitioners—including Nobel laureates—whose works define modern portfolio theory. The JPM offers cutting-edge research on all major topics in investments, including asset allocation, performance measurement, market trends, portfolio optimization, and risk management. The topics to be included, but are not limited to, asset allocation, portfolio construction, security selection, risk management, performance measurement, controlling transaction costs, portfolio optimization, quantitative asset techniques, factor-based investing, and back testing methodologies. The purpose of the invited editorials in each quarterly issue is to cover important issues facing the profession. Periodically the journal publishes a special issue on topics of current interest to the investment community. Mission To be the definitive source of thought-provoking analyses and practical techniques in institutional asset management. The journal provides an opportunity for practitioners and academics to provide cutting-edge empirical, methodological, and theoretical papers on a wide range of topics of interest to institutional asset managers. The focus is on investing by institutions, not individual wealth management. Vision The Journal of Portfolio Management strives to be the leading publication in bringing revolutionary developments in financial theory and its applications to the academic and practitioner communities. History The Journal of Portfolio Management was founded in 1974 by Peter L. Bernstein , who was joined by Frank J. Fabozzi as managing editor in 1984. Dr. Fabozzi became the editor in 1986. JPM’s maiden issue included articles authored by prominent academics and practitioners,...