Journal of Portfolio Management

Papers
(The H4-Index of Journal of Portfolio Management is 13. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)
ArticleCitations
Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and Weighting38
Tokenization—The Future of Real Estate Investment?29
Optimal Strategies for ESG Portfolios29
Is (Systematic) Value Investing Dead?22
The Best Strategies for Inflationary Times21
Mean–Variance Optimization for Asset Allocation19
The Unreasonable Attractiveness of More ESG Data19
Get Green or Die Trying? Carbon Risk Integration into Portfolio Management17
Resurrecting the Value Premium16
Financial Anomalies in Portfolio Construction and Management15
Risk Parity: The Democratization of Risk in Asset Allocation14
Climate Risk and Real Estate Prices: What Do We Know?14
Currency Conversion of Fama–French Factors: How and Why14
Do Corporate Carbon Emissions Data Enable Investors to Mitigate Climate Change?13
0.057140111923218