{"title":"Do Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era","authors":"Antti Suhonen, Kari Vatanen","doi":"10.3905/jpm.2024.1.583","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.583","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"54 12","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139447170","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Dynamic Asset Allocation Using Machine Learning: Seeing the Forest for the Trees","authors":"Christian Mueller-Glissmann, Andrea Ferrario","doi":"10.3905/jpm.2024.1.582","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.582","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"40 10","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139449467","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Valentina Semenova, Dragos Gorduza, William Wildi, Xiaowen Dong, Stefan Zohren
{"title":"Wisdom of the Crowds or Ignorance of the Masses? A Data-Driven Guide to WallStreetBets","authors":"Valentina Semenova, Dragos Gorduza, William Wildi, Xiaowen Dong, Stefan Zohren","doi":"10.3905/jpm.2024.1.581","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.581","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"133 14","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139453537","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Evaluating and Comparing Risk Model Performance","authors":"Jose Menchero, Anthony Lazanas","doi":"10.3905/jpm.2023.1.565","DOIUrl":"https://doi.org/10.3905/jpm.2023.1.565","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"52 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138953123","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Editor’s Introduction for 2024 Special Issue on Factor Investing","authors":"Frank J. Fabozzi","doi":"10.3905/jpm.2023.1.576","DOIUrl":"https://doi.org/10.3905/jpm.2023.1.576","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"29 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138948830","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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{"title":"Modeling Models: Factor and Risk Decompositions of Model Portfolio Strategies","authors":"Alyson Paul, Bart Sikora, Mehul Rawal, Susan Wasserman, Andrew Ang","doi":"10.3905/jpm.2023.1.572","DOIUrl":"https://doi.org/10.3905/jpm.2023.1.572","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"6 8","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138586196","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"More Powerful Tests for Anomalies in the China A-Share Market","authors":"M. Jansen, L. Swinkels, Weili Zhou","doi":"10.3905/jpm.2023.1.573","DOIUrl":"https://doi.org/10.3905/jpm.2023.1.573","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"14 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138586132","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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