Table of Contents
Winter 2010; Volume 36,Issue 2
B
Bang Nielsen, Anders Ersbak
- You have accessFinding Fair Value in Global Equities: Part IJessica Binder, Anders Ersbak Bang Nielsen and Peter OppenheimerThe Journal of Portfolio Management Winter 2010, 36 (2) 80-93; DOI: https://doi.org/10.3905/JPM.2010.36.2.080
Bender, Jennifer
- You have accessPortfolio of Risk Premia: A New Approach to DiversificationJennifer Bender, Remy Briand, Frank Nielsen and Dan StefekThe Journal of Portfolio Management Winter 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017
Bhansali, Vineer
- You have accessThe Ps of Pricing and Risk Management, RevisitedVineer BhansaliThe Journal of Portfolio Management Winter 2010, 36 (2) 106-112; DOI: https://doi.org/10.3905/JPM.2010.36.2.106
Binder, Jessica
- You have accessFinding Fair Value in Global Equities: Part IJessica Binder, Anders Ersbak Bang Nielsen and Peter OppenheimerThe Journal of Portfolio Management Winter 2010, 36 (2) 80-93; DOI: https://doi.org/10.3905/JPM.2010.36.2.080
Briand, Remy
- You have accessPortfolio of Risk Premia: A New Approach to DiversificationJennifer Bender, Remy Briand, Frank Nielsen and Dan StefekThe Journal of Portfolio Management Winter 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017
C
Cavaglia, Stefano
- You have accessEfficient Replication of Factor Returns: Theory and ApplicationsDimitris Melas, Raghu Suryanarayanan and Stefano CavagliaThe Journal of Portfolio Management Winter 2010, 36 (2) 39-51; DOI: https://doi.org/10.3905/JPM.2010.36.2.039
Cheng, Ping
- You have accessIlliquidity and Portfolio Risk of Thinly Traded AssetsPing Cheng, Zhenguo Lin and Yingchun LiuThe Journal of Portfolio Management Winter 2010, 36 (2) 126-138; DOI: https://doi.org/10.3905/JPM.2010.36.2.126
Clarke, Roger G
- You have accessKnow Your VMS ExposureRoger G Clarke, Harindra De Silva and Steven ThorleyThe Journal of Portfolio Management Winter 2010, 36 (2) 52-59; DOI: https://doi.org/10.3905/JPM.2010.36.2.052
D
Deng, Yongheng
- You have accessCorrelation and Volatility Dynamics in REIT Returns: Performance and Portfolio ConsiderationsPeng Fei, Letian Ding and Yongheng DengThe Journal of Portfolio Management Winter 2010, 36 (2) 113-125; DOI: https://doi.org/10.3905/JPM.2010.36.2.113
Desclée, Albert
- You have accessHorizon Diversification: Reducing Risk in a Portfolio of Active StrategiesSimon Polbennikov, Albert Desclée and Jay HymanThe Journal of Portfolio Management Winter 2010, 36 (2) 26-38; DOI: https://doi.org/10.3905/JPM.2010.36.2.026
De Silva, Harindra
- You have accessKnow Your VMS ExposureRoger G Clarke, Harindra De Silva and Steven ThorleyThe Journal of Portfolio Management Winter 2010, 36 (2) 52-59; DOI: https://doi.org/10.3905/JPM.2010.36.2.052
Ding, Letian
- You have accessCorrelation and Volatility Dynamics in REIT Returns: Performance and Portfolio ConsiderationsPeng Fei, Letian Ding and Yongheng DengThe Journal of Portfolio Management Winter 2010, 36 (2) 113-125; DOI: https://doi.org/10.3905/JPM.2010.36.2.113
E
El-Erian, Mohamed A.
- You have accessInvited Editorial CommentMohamed A. El-ErianThe Journal of Portfolio Management Winter 2010, 36 (2) 4; DOI: https://doi.org/10.3905/JPM.2010.36.2.004
F
Fei, Peng
- You have accessCorrelation and Volatility Dynamics in REIT Returns: Performance and Portfolio ConsiderationsPeng Fei, Letian Ding and Yongheng DengThe Journal of Portfolio Management Winter 2010, 36 (2) 113-125; DOI: https://doi.org/10.3905/JPM.2010.36.2.113
H
Hyman, Jay
- You have accessHorizon Diversification: Reducing Risk in a Portfolio of Active StrategiesSimon Polbennikov, Albert Desclée and Jay HymanThe Journal of Portfolio Management Winter 2010, 36 (2) 26-38; DOI: https://doi.org/10.3905/JPM.2010.36.2.026
J
Jones, Robert C
- You have accessMaybe It Really Is Different This TimeRobert C JonesThe Journal of Portfolio Management Winter 2010, 36 (2) 60-72; DOI: https://doi.org/10.3905/JPM.2010.36.2.060
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Kahn, Ronald N
- You have accessInvited Editorial CommentRonald N KahnThe Journal of Portfolio Management Winter 2010, 36 (2) 5-6; DOI: https://doi.org/10.3905/JPM.2010.36.2.005
Kaya, Hakan
- You have accessRegimes: Nonparametric Identification and ForecastingHakan Kaya, Wai Lee and Bobby PornrojnangkoolThe Journal of Portfolio Management Winter 2010, 36 (2) 94-105; DOI: https://doi.org/10.3905/JPM.2010.36.2.094
L
Lee, Wai
- You have accessRegimes: Nonparametric Identification and ForecastingHakan Kaya, Wai Lee and Bobby PornrojnangkoolThe Journal of Portfolio Management Winter 2010, 36 (2) 94-105; DOI: https://doi.org/10.3905/JPM.2010.36.2.094
Lin, Zhenguo
- You have accessIlliquidity and Portfolio Risk of Thinly Traded AssetsPing Cheng, Zhenguo Lin and Yingchun LiuThe Journal of Portfolio Management Winter 2010, 36 (2) 126-138; DOI: https://doi.org/10.3905/JPM.2010.36.2.126
Liu, Yingchun
- You have accessIlliquidity and Portfolio Risk of Thinly Traded AssetsPing Cheng, Zhenguo Lin and Yingchun LiuThe Journal of Portfolio Management Winter 2010, 36 (2) 126-138; DOI: https://doi.org/10.3905/JPM.2010.36.2.126
M
Melas, Dimitris
- You have accessEfficient Replication of Factor Returns: Theory and ApplicationsDimitris Melas, Raghu Suryanarayanan and Stefano CavagliaThe Journal of Portfolio Management Winter 2010, 36 (2) 39-51; DOI: https://doi.org/10.3905/JPM.2010.36.2.039
Merton, Robert C
- Open AccessEditor’s LetterRobert C MertonThe Journal of Portfolio Management Winter 2010, 36 (2) 1; DOI: https://doi.org/10.3905/JPM.2010.36.2.001
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Nielsen, Frank
- You have accessPortfolio of Risk Premia: A New Approach to DiversificationJennifer Bender, Remy Briand, Frank Nielsen and Dan StefekThe Journal of Portfolio Management Winter 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017
O
O’Donnell, Christian
- You have accessOptimizing Carry Pickup in Real Money PortfoliosPavan Wadhwa and Christian O’DonnellThe Journal of Portfolio Management Winter 2010, 36 (2) 73-79; DOI: https://doi.org/10.3905/JPM.2010.36.2.073
Oppenheimer, Peter
- You have accessFinding Fair Value in Global Equities: Part IJessica Binder, Anders Ersbak Bang Nielsen and Peter OppenheimerThe Journal of Portfolio Management Winter 2010, 36 (2) 80-93; DOI: https://doi.org/10.3905/JPM.2010.36.2.080
P
Polbennikov, Simon
- You have accessHorizon Diversification: Reducing Risk in a Portfolio of Active StrategiesSimon Polbennikov, Albert Desclée and Jay HymanThe Journal of Portfolio Management Winter 2010, 36 (2) 26-38; DOI: https://doi.org/10.3905/JPM.2010.36.2.026
Pornrojnangkool, Bobby
- You have accessRegimes: Nonparametric Identification and ForecastingHakan Kaya, Wai Lee and Bobby PornrojnangkoolThe Journal of Portfolio Management Winter 2010, 36 (2) 94-105; DOI: https://doi.org/10.3905/JPM.2010.36.2.094
S
Stefek, Dan
- You have accessPortfolio of Risk Premia: A New Approach to DiversificationJennifer Bender, Remy Briand, Frank Nielsen and Dan StefekThe Journal of Portfolio Management Winter 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017
Suryanarayanan, Raghu
- You have accessEfficient Replication of Factor Returns: Theory and ApplicationsDimitris Melas, Raghu Suryanarayanan and Stefano CavagliaThe Journal of Portfolio Management Winter 2010, 36 (2) 39-51; DOI: https://doi.org/10.3905/JPM.2010.36.2.039
T
Thorley, Steven
- You have accessKnow Your VMS ExposureRoger G Clarke, Harindra De Silva and Steven ThorleyThe Journal of Portfolio Management Winter 2010, 36 (2) 52-59; DOI: https://doi.org/10.3905/JPM.2010.36.2.052
W
Wadhwa, Pavan
- You have accessOptimizing Carry Pickup in Real Money PortfoliosPavan Wadhwa and Christian O’DonnellThe Journal of Portfolio Management Winter 2010, 36 (2) 73-79; DOI: https://doi.org/10.3905/JPM.2010.36.2.073