Table of Contents
Winter 2011; Volume 37,Issue 2
A
Amenc, Noël
- You have accessInvited Editorial CommentNoël Amenc and Lionel MartelliniThe Journal of Portfolio Management Winter 2011, 37 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2011.37.2.001
B
Basu, Anup K.
- You have accessDynamic Lifecycle Strategies for Target Date
Retirement FundsAnup K. Basu, Alistair Byrne and Michael E. DrewThe Journal of Portfolio Management Winter 2011, 37 (2) 83-96; DOI: https://doi.org/10.3905/jpm.2011.37.2.083
Bova, Anthony
- You have accessPolicy Portfolios and Rebalancing BehaviorMartin L. Leibowitz and Anthony BovaThe Journal of Portfolio Management Winter 2011, 37 (2) 60-71; DOI: https://doi.org/10.3905/jpm.2011.37.2.060
Byrne, Alistair
- You have accessDynamic Lifecycle Strategies for Target Date
Retirement FundsAnup K. Basu, Alistair Byrne and Michael E. DrewThe Journal of Portfolio Management Winter 2011, 37 (2) 83-96; DOI: https://doi.org/10.3905/jpm.2011.37.2.083
C
Clarke, Roger
- You have accessMinimum-Variance Portfolio CompositionRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Winter 2011, 37 (2) 31-45; DOI: https://doi.org/10.3905/jpm.2011.37.2.031
D
Davis, Ben
- You have accessRisk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho FormulaJose Menchero and Ben DavisThe Journal of Portfolio Management Winter 2011, 37 (2) 97-106; DOI: https://doi.org/10.3905/jpm.2011.37.2.097
de Silva, Harindra
- You have accessMinimum-Variance Portfolio CompositionRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Winter 2011, 37 (2) 31-45; DOI: https://doi.org/10.3905/jpm.2011.37.2.031
Drew, Michael E.
- You have accessDynamic Lifecycle Strategies for Target Date
Retirement FundsAnup K. Basu, Alistair Byrne and Michael E. DrewThe Journal of Portfolio Management Winter 2011, 37 (2) 83-96; DOI: https://doi.org/10.3905/jpm.2011.37.2.083
E
Easley, David
- You have accessThe Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed TradingDavid Easley, Marcos M. López de Prado and Maureen O’HaraThe Journal of Portfolio Management Winter 2011, 37 (2) 118-128; DOI: https://doi.org/10.3905/jpm.2011.37.2.118
Ellis, Charles D.
- You have accessBest Practice Investment CommitteesCharles D. EllisThe Journal of Portfolio Management Winter 2011, 37 (2) 139-147; DOI: https://doi.org/10.3905/jpm.2011.37.2.139
F
Fabozzi, Frank J.
- You have accessFat-Tailed Models for Risk EstimationStoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova and Frank J. FabozziThe Journal of Portfolio Management Winter 2011, 37 (2) 107-117; DOI: https://doi.org/10.3905/jpm.2011.37.2.107
Farrell, James L.
- You have accessAsset Allocation under Extreme UncertaintyJames L. FarrellThe Journal of Portfolio Management Winter 2011, 37 (2) 72-82; DOI: https://doi.org/10.3905/jpm.2011.37.2.072
G
Grinold, Richard
- You have accessThe Description of PortfoliosRichard GrinoldThe Journal of Portfolio Management Winter 2011, 37 (2) 15-30; DOI: https://doi.org/10.3905/jpm.2011.37.2.015
K
Kritzman, Mark
- You have accessInvited Editorial CommentMark KritzmanThe Journal of Portfolio Management Winter 2011, 37 (2) 3-5; DOI: https://doi.org/10.3905/jpm.2011.37.2.003
L
Leibowitz, Martin L.
- You have accessPolicy Portfolios and Rebalancing BehaviorMartin L. Leibowitz and Anthony BovaThe Journal of Portfolio Management Winter 2011, 37 (2) 60-71; DOI: https://doi.org/10.3905/jpm.2011.37.2.060
Levy, Haim
- You have accessThe Small Firm Effect: A Financial Mirage?Haim Levy and Moshe LevyThe Journal of Portfolio Management Winter 2011, 37 (2) 129-138; DOI: https://doi.org/10.3905/jpm.2011.37.2.129
Levy, Moshe
- You have accessThe Small Firm Effect: A Financial Mirage?Haim Levy and Moshe LevyThe Journal of Portfolio Management Winter 2011, 37 (2) 129-138; DOI: https://doi.org/10.3905/jpm.2011.37.2.129
López de Prado, Marcos M.
- You have accessThe Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed TradingDavid Easley, Marcos M. López de Prado and Maureen O’HaraThe Journal of Portfolio Management Winter 2011, 37 (2) 118-128; DOI: https://doi.org/10.3905/jpm.2011.37.2.118
M
Martellini, Lionel
- You have accessInvited Editorial CommentNoël Amenc and Lionel MartelliniThe Journal of Portfolio Management Winter 2011, 37 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2011.37.2.001
Melvin, Michael
- You have accessActive Currency Investing and Performance
BenchmarksMichael Melvin and Duncan ShandThe Journal of Portfolio Management Winter 2011, 37 (2) 46-59; DOI: https://doi.org/10.3905/jpm.2011.37.2.046
Menchero, Jose
- You have accessRisk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho FormulaJose Menchero and Ben DavisThe Journal of Portfolio Management Winter 2011, 37 (2) 97-106; DOI: https://doi.org/10.3905/jpm.2011.37.2.097
O
O’Hara, Maureen
- You have accessThe Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed TradingDavid Easley, Marcos M. López de Prado and Maureen O’HaraThe Journal of Portfolio Management Winter 2011, 37 (2) 118-128; DOI: https://doi.org/10.3905/jpm.2011.37.2.118
R
Rachev, Svetlozar T.
- You have accessFat-Tailed Models for Risk EstimationStoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova and Frank J. FabozziThe Journal of Portfolio Management Winter 2011, 37 (2) 107-117; DOI: https://doi.org/10.3905/jpm.2011.37.2.107
Racheva-Yotova, Boryana
- You have accessFat-Tailed Models for Risk EstimationStoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova and Frank J. FabozziThe Journal of Portfolio Management Winter 2011, 37 (2) 107-117; DOI: https://doi.org/10.3905/jpm.2011.37.2.107
S
Shand, Duncan
- You have accessActive Currency Investing and Performance
BenchmarksMichael Melvin and Duncan ShandThe Journal of Portfolio Management Winter 2011, 37 (2) 46-59; DOI: https://doi.org/10.3905/jpm.2011.37.2.046
Stoyanov, Stoyan V.
- You have accessFat-Tailed Models for Risk EstimationStoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova and Frank J. FabozziThe Journal of Portfolio Management Winter 2011, 37 (2) 107-117; DOI: https://doi.org/10.3905/jpm.2011.37.2.107
T
Thorley, Steven
- You have accessMinimum-Variance Portfolio CompositionRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Winter 2011, 37 (2) 31-45; DOI: https://doi.org/10.3905/jpm.2011.37.2.031