Journal of Portfolio Management

Aims & Scope

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.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.6

SJR (SCImago Journal Rank)

Year	Value
2024	0.595

Quartile

Year	Value
2024	Q2

h-index

Year	Value
2024	64

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Business, Management and Accounting and Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• The Sharpe Ratio

  Citation: 1656

  Authors: William F.

• Persuasive evidence of market inefficiency

  Citation: 1165

  Authors: Barr, Kenneth, Ronald

• The Adaptive Markets Hypothesis

  Citation: 1143

  Authors: Andrew W.

• Asset allocation

  Citation: 1077

  Authors: William F.

• The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice

  Citation: 862

  Authors: Vijay Kumar., William T.

• Honey, I Shrunk the Sample Covariance Matrix

  Citation: 859

  Authors: Olivier, Michael

• The Investor Fear Gauge

  Citation: 787

  Authors: Robert E.

• What moves stock prices?

  Citation: 657

  Authors: David M., James M., Lawrence H.

• The Dividend Puzzle

  Citation: 650

  Authors: Fischer

• A Mean/Variance Analysis of Tracking Error

  Citation: 540

  Authors: Richard

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