Table of Contents

Article

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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