The Journal of Portfolio Management: 37 (2)

Winter 2011; Volume 37,Issue 2

You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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

Main menu

User menu

Search

The Journal of Portfolio Management

Table of Contents

Explore our content to discover more relevant research

In this issue

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Table of Contents

Explore our content to discover more relevant research

In this issue

Stay Connected