Table of Contents

Winter 2011; Volume 37,Issue 2

A

  1. Amenc, Noël

    1. 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

B

  1. Basu, Anup K.

    1. 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

  2. Bova, Anthony

    1. 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

  3. Byrne, Alistair

    1. 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

C

  1. Clarke, Roger

    1. 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

D

  1. Davis, Ben

    1. 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

  2. de Silva, Harindra

    1. 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

  3. Drew, Michael E.

    1. 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

E

  1. Easley, David

    1. 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

  2. Ellis, Charles D.

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

  2. Farrell, James L.

    1. 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

G

  1. Grinold, Richard

    1. 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

K

  1. Kritzman, Mark

    1. 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

L

  1. Leibowitz, Martin L.

    1. 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

  2. Levy, Haim

    1. 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

  3. Levy, Moshe

    1. 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

  4. López de Prado, Marcos M.

    1. 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

M

  1. Martellini, Lionel

    1. 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

  2. Melvin, Michael

    1. 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

  3. Menchero, Jose

    1. 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

O

  1. O’Hara, Maureen

    1. 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

R

  1. Rachev, Svetlozar T.

    1. 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

  2. Racheva-Yotova, Boryana

    1. 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

S

  1. Shand, Duncan

    1. 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

  2. Stoyanov, Stoyan V.

    1. 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

T

  1. Thorley, Steven

    1. 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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