The Journal of Portfolio Management: 37 (2)

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Winter 2011; Volume 37,Issue 2

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Invited Editorial Comment
Noël Amenc and Lionel Martellini

The Journal of Portfolio Management Winter 2011, 37 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2011.37.2.001
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Invited Editorial Comment
Mark Kritzman

The Journal of Portfolio Management Winter 2011, 37 (2) 3-5; DOI: https://doi.org/10.3905/jpm.2011.37.2.003
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The Description of Portfolios
Richard Grinold

The Journal of Portfolio Management Winter 2011, 37 (2) 15-30; DOI: https://doi.org/10.3905/jpm.2011.37.2.015
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Minimum-Variance Portfolio Composition
Roger Clarke, Harindra de Silva and Steven Thorley

The Journal of Portfolio Management Winter 2011, 37 (2) 31-45; DOI: https://doi.org/10.3905/jpm.2011.37.2.031
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Active Currency Investing and Performance
Benchmarks
Michael Melvin and Duncan Shand

The Journal of Portfolio Management Winter 2011, 37 (2) 46-59; DOI: https://doi.org/10.3905/jpm.2011.37.2.046
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Policy Portfolios and Rebalancing Behavior
Martin L. Leibowitz and Anthony Bova

The Journal of Portfolio Management Winter 2011, 37 (2) 60-71; DOI: https://doi.org/10.3905/jpm.2011.37.2.060
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Asset Allocation under Extreme Uncertainty
James L. Farrell

The Journal of Portfolio Management Winter 2011, 37 (2) 72-82; DOI: https://doi.org/10.3905/jpm.2011.37.2.072
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Dynamic Lifecycle Strategies for Target Date
Retirement Funds
Anup K. Basu, Alistair Byrne and Michael E. Drew

The Journal of Portfolio Management Winter 2011, 37 (2) 83-96; DOI: https://doi.org/10.3905/jpm.2011.37.2.083
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Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula
Jose Menchero and Ben Davis

The Journal of Portfolio Management Winter 2011, 37 (2) 97-106; DOI: https://doi.org/10.3905/jpm.2011.37.2.097
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Fat-Tailed Models for Risk Estimation
Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova and Frank J. Fabozzi

The Journal of Portfolio Management Winter 2011, 37 (2) 107-117; DOI: https://doi.org/10.3905/jpm.2011.37.2.107
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The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading
David Easley, Marcos M. López de Prado and Maureen O’Hara

The Journal of Portfolio Management Winter 2011, 37 (2) 118-128; DOI: https://doi.org/10.3905/jpm.2011.37.2.118
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The Small Firm Effect: A Financial Mirage?
Haim Levy and Moshe Levy

The Journal of Portfolio Management Winter 2011, 37 (2) 129-138; DOI: https://doi.org/10.3905/jpm.2011.37.2.129
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Best Practice Investment Committees
Charles D. Ellis

The Journal of Portfolio Management Winter 2011, 37 (2) 139-147; DOI: https://doi.org/10.3905/jpm.2011.37.2.139

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