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Journal of Portfolio Management
H-index 15

Journal of Portfolio Management

0095-4918

Published by: Pageant Media Ltd

https://jpm.pm-research.com/

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 166 39 126 12

Additional Metrics

Number of Best Scientists*: 57
Documents by Best Scientists*: 155
Top 100 Ranked Scientists*: 7
SCIMAGO H-index: 64
SCIMAGO SJR: 0.595
Impact Factor: 0.6

Overview

Top Research Topics at The Journal of Portfolio Management?

The main research concerns discussed in The Journal of Portfolio Management are Financial economics, Portfolio, Econometrics, Actuarial science and Finance. Financial economics research featured in it incorporates concerns from various other topics such as Bond, Equity (finance) and Real estate. The main emphasis of The Journal of Portfolio Management is the research on Real estate, emphasizing the topic of Real estate investment trust.

The Real estate investment trust works, particularly on Capitalization rate are tackled in the journal. The concepts on Portfolio presented in the journal can also apply to other research fields, including Microeconomics, Asset (economics) and Investment (macroeconomics). Volatility (finance) is a focus of the presented Econometrics works and it dives deep in Volatility (finance).

  • Financial economics (26.07%)
  • Portfolio (18.75%)
  • Econometrics (18.53%)

What are the most cited papers published in the journal?

  • The Sharpe Ratio (1785 citations)
  • Persuasive evidence of market inefficiency (1422 citations)
  • ASSET ALLOCATION: MANAGEMENT STYLE AND PERFORMANCE MEASUREMENT (1289 citations)

Research areas of the most cited articles at The Journal of Portfolio Management:

The published papers tackle a plethora of topics, such as Financial economics, Portfolio, Econometrics, Actuarial science and Monetary economics. While work presented in the journal papers provide substantial information on Financial economics, it also covers topics in Equity (finance) and Real estate. The most cited articles hold forums on Econometrics that merge themes from other disciplines such as Index (economics) and Value (economics).

What topics the last edition of the journal is best known for?

  • Law
  • Statistics
  • Finance

The previous edition focused in particular on these issues:

The main points discussed in the journal deals with Portfolio, Investment (macroeconomics), Econometrics, Performance measurement and Equity (finance). The study of Financial economics serves as the foundation of the Portfolio research discussed in the journal. While The Journal of Portfolio Management focused on Financial economics, it was also able to explore topics like Emerging markets, Climate risk, Climate change and ROWE.

The Investment (macroeconomics) research presented in The Journal of Portfolio Management explores the relationship between Real estate and the closely related topic of Debt. The study of Econometrics encompasses disciplines such as Investment strategy, as well as fields such as Risk factor (computing), all of which overlap with one another. In it, Financial market, Monetary economics, Revenue, Stock market and Valuation (finance) are investigated in conjunction with one another to address concerns in Equity (finance) research.

The most cited articles from the last journal are:

  • Failure of the Endowment Model (7 citations)
  • Deconstructing ESG Ratings Performance: Risk and Return for E, S, and G by Time Horizon, Sector, and Weighting (5 citations)
  • Don’t Give Up the Ship: The Future of the Endowment Model (3 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in The Journal of Portfolio Management (based on the number of publications) are:

  • Peter L. Bernstein (105 papers) absent at the last edition,
  • Frank J. Fabozzi (70 papers) published 10 papers at the last edition, 5 more than at the previous edition,
  • Mark Kritzman (39 papers) published 3 papers at the last edition, 1 more than at the previous edition,
  • Robert D. Arnott (35 papers) absent at the last edition,
  • Meir Statman (28 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in The Journal of Portfolio Management (based on the number of publications) are:

  • EDHEC Business School (69 papers) published 10 papers at the last edition, 6 more than at the previous edition,
  • Yale University (63 papers) published 1 paper at the last edition,
  • Massachusetts Institute of Technology (56 papers) published 3 papers at the last edition, 1 more than at the previous edition,
  • New York University (47 papers) published 6 papers at the last edition, 5 more than at the previous edition,
  • Goldman Sachs (40 papers) absent at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 27.93% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 33.75% were posted by at least one author from the top 10 institutions publishing in the journal. Another 7.50% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 18.75% of all publications and 40.00% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Application of Research in Practical Settings

Another aspect of the content in The Journal of Portfolio Management that would be interesting to analyze is how the research presented in the journal is applied in practical settings. This would include examples of such applications in fields such as business, accounting, or finance. For instance, how does the study on Financial economics or Portfolio research discussed in the journal translate into real-world applications in corporate finance or investment strategies? It's also noteworthy to mention that academic learning and practical experience often go hand-in-hand when it comes to successfully navigating the world of finance and investment. As an example, pursuing an exceptional education in finance or accounting from some of the best accounting schools in Idaho can greatly augment one's understanding of the complex topics and ideas discussed in the journal. By combining cutting-edge research with a solid educational grounding, individuals and organizations can make informed, data-driven decisions in their various economic endeavors. This perspective is important because it bridges the gap between theoretical knowledge and practical application. It ensures that readers will not only understand the concepts discussed in the journal but also how to use this knowledge to solve real-world financial challenges. Therefore, future issues of The Journal of Portfolio Management could benefit from a section dedicated to this practical application of research.

Top Publications

  • ESG Investing: From Sin Stocks to Smart Beta

    Fabio Alessandrini;Eric Jondeau

    (2020)
    48 Citations
  • Portfolio Selection: Efficient Diversification of Investments, 1959

    (2024)
    44 Citations
  • Optimal Strategies for ESG Portfolios

    Fabio Alessandrini;Eric Jondeau

    (2021)
    34 Citations
  • Is (Systematic) Value Investing Dead

    Ronen Israel;Kristoffer Laursen;Scott Richardson

    (2020)
    30 Citations
  • Mean-variance optimization for asset allocation

    Jang Ho Kim;Yongjae Lee;Woo Chang Kim;Frank J. Fabozzi

    (2021)
    24 Citations

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Best Scientists Contributing to This Journal

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