With artistic covers and a lot of fiction, this title is thought to have started out in Boston as THE FUTURE. From the BigList:

May-1900 – Jul-1900, as THE FUTURE "a few pages of bizarre bookishness"
Dec-1900 – Jun-1908, as THE BOHEMIAN
Jul-1908 – Dec-1909, as THE BOHEMIAN MAGAZINE

May-1900 – Jul-1900: Taunton, Mass
Dec-1900 – 1903: Bohemian Publishing Co., Boston, Mass
1903 – Dec-1909: The Outing Press, Depot, New York

F.E. Holman & E.B. Terhune