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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Winter 2010; Volume 36,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Bang Nielsen, Anders Ersbak

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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The Journal of Portfolio Management: 36 (2)
The Journal of Portfolio Management
Vol. 36, Issue 2
Winter 2010
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