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The Journal of Portfolio Management
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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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Index by author

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
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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
  • 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
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The Journal of Portfolio Management: 37 (2)
The Journal of Portfolio Management
Vol. 37, Issue 2
Winter 2011
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