Index by author

Winter 2010; Volume 36,Issue 2

B

  1. Bang Nielsen, Anders Ersbak

    1. Finding Fair Value in Global Equities: Part I
      Jessica Binder, Anders Ersbak Bang Nielsen and Peter Oppenheimer
      The Journal of Portfolio Management Winter 2010, 36 (2) 80-93; DOI: https://doi.org/10.3905/JPM.2010.36.2.080

  2. Bender, Jennifer

    1. Portfolio of Risk Premia: A New Approach to Diversification
      Jennifer Bender, Remy Briand, Frank Nielsen and Dan Stefek
      The Journal of Portfolio Management Winter 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017

  3. Bhansali, Vineer

    1. The Ps of Pricing and Risk Management, Revisited
      Vineer Bhansali
      The Journal of Portfolio Management Winter 2010, 36 (2) 106-112; DOI: https://doi.org/10.3905/JPM.2010.36.2.106

  4. Binder, Jessica

    1. Finding Fair Value in Global Equities: Part I
      Jessica Binder, Anders Ersbak Bang Nielsen and Peter Oppenheimer
      The Journal of Portfolio Management Winter 2010, 36 (2) 80-93; DOI: https://doi.org/10.3905/JPM.2010.36.2.080

  5. Briand, Remy

    1. Portfolio of Risk Premia: A New Approach to Diversification
      Jennifer Bender, Remy Briand, Frank Nielsen and Dan Stefek
      The Journal of Portfolio Management Winter 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017

C

  1. Cavaglia, Stefano

    1. Efficient Replication of Factor Returns: Theory and Applications
      Dimitris Melas, Raghu Suryanarayanan and Stefano Cavaglia
      The Journal of Portfolio Management Winter 2010, 36 (2) 39-51; DOI: https://doi.org/10.3905/JPM.2010.36.2.039

  2. Cheng, Ping

    1. Illiquidity and Portfolio Risk of Thinly Traded Assets
      Ping Cheng, Zhenguo Lin and Yingchun Liu
      The Journal of Portfolio Management Winter 2010, 36 (2) 126-138; DOI: https://doi.org/10.3905/JPM.2010.36.2.126

  3. Clarke, Roger G

    1. Know Your VMS Exposure
      Roger G Clarke, Harindra De Silva and Steven Thorley
      The Journal of Portfolio Management Winter 2010, 36 (2) 52-59; DOI: https://doi.org/10.3905/JPM.2010.36.2.052

D

  1. Deng, Yongheng

    1. Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations
      Peng Fei, Letian Ding and Yongheng Deng
      The Journal of Portfolio Management Winter 2010, 36 (2) 113-125; DOI: https://doi.org/10.3905/JPM.2010.36.2.113

  2. Desclée, Albert

    1. Horizon Diversification: Reducing Risk in a Portfolio of Active Strategies
      Simon Polbennikov, Albert Desclée and Jay Hyman
      The Journal of Portfolio Management Winter 2010, 36 (2) 26-38; DOI: https://doi.org/10.3905/JPM.2010.36.2.026

  3. De Silva, Harindra

    1. Know Your VMS Exposure
      Roger G Clarke, Harindra De Silva and Steven Thorley
      The Journal of Portfolio Management Winter 2010, 36 (2) 52-59; DOI: https://doi.org/10.3905/JPM.2010.36.2.052

  4. Ding, Letian

    1. Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations
      Peng Fei, Letian Ding and Yongheng Deng
      The Journal of Portfolio Management Winter 2010, 36 (2) 113-125; DOI: https://doi.org/10.3905/JPM.2010.36.2.113

E

  1. El-Erian, Mohamed A.

    1. Invited Editorial Comment
      Mohamed A. El-Erian
      The Journal of Portfolio Management Winter 2010, 36 (2) 4; DOI: https://doi.org/10.3905/JPM.2010.36.2.004

F

  1. Fei, Peng

    1. Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations
      Peng Fei, Letian Ding and Yongheng Deng
      The Journal of Portfolio Management Winter 2010, 36 (2) 113-125; DOI: https://doi.org/10.3905/JPM.2010.36.2.113

H

  1. Hyman, Jay

    1. Horizon Diversification: Reducing Risk in a Portfolio of Active Strategies
      Simon Polbennikov, Albert Desclée and Jay Hyman
      The Journal of Portfolio Management Winter 2010, 36 (2) 26-38; DOI: https://doi.org/10.3905/JPM.2010.36.2.026

J

  1. Jones, Robert C

    1. Maybe It Really Is Different This Time
      Robert C Jones
      The Journal of Portfolio Management Winter 2010, 36 (2) 60-72; DOI: https://doi.org/10.3905/JPM.2010.36.2.060

K

  1. Kahn, Ronald N

    1. Invited Editorial Comment
      Ronald N Kahn
      The Journal of Portfolio Management Winter 2010, 36 (2) 5-6; DOI: https://doi.org/10.3905/JPM.2010.36.2.005

  2. Kaya, Hakan

    1. Regimes: Nonparametric Identification and Forecasting
      Hakan Kaya, Wai Lee and Bobby Pornrojnangkool
      The Journal of Portfolio Management Winter 2010, 36 (2) 94-105; DOI: https://doi.org/10.3905/JPM.2010.36.2.094

L

  1. Lee, Wai

    1. Regimes: Nonparametric Identification and Forecasting
      Hakan Kaya, Wai Lee and Bobby Pornrojnangkool
      The Journal of Portfolio Management Winter 2010, 36 (2) 94-105; DOI: https://doi.org/10.3905/JPM.2010.36.2.094

  2. Lin, Zhenguo

    1. Illiquidity and Portfolio Risk of Thinly Traded Assets
      Ping Cheng, Zhenguo Lin and Yingchun Liu
      The Journal of Portfolio Management Winter 2010, 36 (2) 126-138; DOI: https://doi.org/10.3905/JPM.2010.36.2.126

  3. Liu, Yingchun

    1. Illiquidity and Portfolio Risk of Thinly Traded Assets
      Ping Cheng, Zhenguo Lin and Yingchun Liu
      The Journal of Portfolio Management Winter 2010, 36 (2) 126-138; DOI: https://doi.org/10.3905/JPM.2010.36.2.126

M

  1. Melas, Dimitris

    1. Efficient Replication of Factor Returns: Theory and Applications
      Dimitris Melas, Raghu Suryanarayanan and Stefano Cavaglia
      The Journal of Portfolio Management Winter 2010, 36 (2) 39-51; DOI: https://doi.org/10.3905/JPM.2010.36.2.039

  2. Merton, Robert C

    1. Open Access
      Editor’s Letter
      Robert C Merton
      The Journal of Portfolio Management Winter 2010, 36 (2) 1; DOI: https://doi.org/10.3905/JPM.2010.36.2.001

N

  1. Nielsen, Frank

    1. Portfolio of Risk Premia: A New Approach to Diversification
      Jennifer Bender, Remy Briand, Frank Nielsen and Dan Stefek
      The Journal of Portfolio Management Winter 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017

O

  1. O’Donnell, Christian

    1. Optimizing Carry Pickup in Real Money Portfolios
      Pavan Wadhwa and Christian O’Donnell
      The Journal of Portfolio Management Winter 2010, 36 (2) 73-79; DOI: https://doi.org/10.3905/JPM.2010.36.2.073

  2. Oppenheimer, Peter

    1. Finding Fair Value in Global Equities: Part I
      Jessica Binder, Anders Ersbak Bang Nielsen and Peter Oppenheimer
      The Journal of Portfolio Management Winter 2010, 36 (2) 80-93; DOI: https://doi.org/10.3905/JPM.2010.36.2.080

P

  1. Polbennikov, Simon

    1. Horizon Diversification: Reducing Risk in a Portfolio of Active Strategies
      Simon Polbennikov, Albert Desclée and Jay Hyman
      The Journal of Portfolio Management Winter 2010, 36 (2) 26-38; DOI: https://doi.org/10.3905/JPM.2010.36.2.026

  2. Pornrojnangkool, Bobby

    1. Regimes: Nonparametric Identification and Forecasting
      Hakan Kaya, Wai Lee and Bobby Pornrojnangkool
      The Journal of Portfolio Management Winter 2010, 36 (2) 94-105; DOI: https://doi.org/10.3905/JPM.2010.36.2.094

S

  1. Stefek, Dan

    1. Portfolio of Risk Premia: A New Approach to Diversification
      Jennifer Bender, Remy Briand, Frank Nielsen and Dan Stefek
      The Journal of Portfolio Management Winter 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017

  2. Suryanarayanan, Raghu

    1. Efficient Replication of Factor Returns: Theory and Applications
      Dimitris Melas, Raghu Suryanarayanan and Stefano Cavaglia
      The Journal of Portfolio Management Winter 2010, 36 (2) 39-51; DOI: https://doi.org/10.3905/JPM.2010.36.2.039

T

  1. Thorley, Steven

    1. Know Your VMS Exposure
      Roger G Clarke, Harindra De Silva and Steven Thorley
      The Journal of Portfolio Management Winter 2010, 36 (2) 52-59; DOI: https://doi.org/10.3905/JPM.2010.36.2.052

W

  1. Wadhwa, Pavan

    1. Optimizing Carry Pickup in Real Money Portfolios
      Pavan Wadhwa and Christian O’Donnell
      The Journal of Portfolio Management Winter 2010, 36 (2) 73-79; DOI: https://doi.org/10.3905/JPM.2010.36.2.073
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