Index by author

Spring 2011; Volume 37,Issue 3

B

  1. Biwer, Thomas

    1. The Determinants of the Importance of Asset
      Allocation
      Brian Jacobsen and Thomas Biwer
      The Journal of Portfolio Management Spring 2011, 37 (3) 37-43; DOI: https://doi.org/10.3905/jpm.2011.37.3.037

  2. Bogle, John C

    1. The Clash of the Cultures
      John C Bogle
      The Journal of Portfolio Management Spring 2011, 37 (3) 14-28; DOI: https://doi.org/10.3905/jpm.2011.37.3.014

  3. Bruno, Salvatore

    1. A Multi-Asset Approach to Inflation Hedging for
      a U.S. Investor
      Salvatore Bruno and Ludwig Chincarini
      The Journal of Portfolio Management Spring 2011, 37 (3) 102-115; DOI: https://doi.org/10.3905/jpm.2011.37.3.102

C

  1. Childers, Vince

    1. Fighting the Next Battle: Redefining the
      Inflation-Protected Portfolio
      Jon Ruff and Vince Childers
      The Journal of Portfolio Management Spring 2011, 37 (3) 85-101; DOI: https://doi.org/10.3905/jpm.2011.37.3.085

  2. Chincarini, Ludwig

    1. A Multi-Asset Approach to Inflation Hedging for
      a U.S. Investor
      Salvatore Bruno and Ludwig Chincarini
      The Journal of Portfolio Management Spring 2011, 37 (3) 102-115; DOI: https://doi.org/10.3905/jpm.2011.37.3.102

  3. Cornell, Bradford

    1. The Intriguing Case of KMP and KMR
      Bradford Cornell
      The Journal of Portfolio Management Spring 2011, 37 (3) 121-127; DOI: https://doi.org/10.3905/jpm.2011.37.3.121

D

  1. Dastidar, Siddhartha G.

    1. Credit Spread Decomposition: Decomposing
      Bond-Level Credit OAS into Default and
      Liquidity Components
      Siddhartha G. Dastidar and Bruce D. Phelps
      The Journal of Portfolio Management Spring 2011, 37 (3) 70-84; DOI: https://doi.org/10.3905/jpm.2011.37.3.070

H

  1. Holder, Mark E.

    1. INVITED EDITORIAL COMMENT
      Mark E. Holder and Richard J. Kent
      The Journal of Portfolio Management Spring 2011, 37 (3) 4-6; DOI: https://doi.org/10.3905/jpm.2011.37.3.004

J

  1. Jacobsen, Brian

    1. The Determinants of the Importance of Asset
      Allocation
      Brian Jacobsen and Thomas Biwer
      The Journal of Portfolio Management Spring 2011, 37 (3) 37-43; DOI: https://doi.org/10.3905/jpm.2011.37.3.037

K

  1. Kent, Richard J.

    1. INVITED EDITORIAL COMMENT
      Mark E. Holder and Richard J. Kent
      The Journal of Portfolio Management Spring 2011, 37 (3) 4-6; DOI: https://doi.org/10.3905/jpm.2011.37.3.004

L

  1. Leinweber, David

    1. INVITED EDITORIAL COMMENT
      David Leinweber
      The Journal of Portfolio Management Spring 2011, 37 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2011.37.3.001

  2. Li, Xi

    1. A Dynamic Future for Active Quant Investing
      Xi Li and Rodney N. Sullivan
      The Journal of Portfolio Management Spring 2011, 37 (3) 29-36; DOI: https://doi.org/10.3905/jpm.2011.37.3.029

O

  1. Omelchak, Andrey

    1. Are There Benefits from Dynamic Asset Allocation Strategies Across Hedge Funds?
      Lorne N. Switzer and Andrey Omelchak
      The Journal of Portfolio Management Spring 2011, 37 (3) 116-120; DOI: https://doi.org/10.3905/jpm.2011.37.3.116

P

  1. Pfau, Wade D.

    1. The Portfolio Size Effect and Lifecycle Asset
      Allocation Funds: A Different Perspective
      Wade D. Pfau
      The Journal of Portfolio Management Spring 2011, 37 (3) 44-53; DOI: https://doi.org/10.3905/jpm.2011.37.3.044

  2. Phelps, Bruce D.

    1. Credit Spread Decomposition: Decomposing
      Bond-Level Credit OAS into Default and
      Liquidity Components
      Siddhartha G. Dastidar and Bruce D. Phelps
      The Journal of Portfolio Management Spring 2011, 37 (3) 70-84; DOI: https://doi.org/10.3905/jpm.2011.37.3.070

R

  1. Ruff, Jon

    1. Fighting the Next Battle: Redefining the
      Inflation-Protected Portfolio
      Jon Ruff and Vince Childers
      The Journal of Portfolio Management Spring 2011, 37 (3) 85-101; DOI: https://doi.org/10.3905/jpm.2011.37.3.085

S

  1. Statman, Meir

    1. Investor Sentiment, Stock Characteristics, and
      Returns
      Meir Statman
      The Journal of Portfolio Management Spring 2011, 37 (3) 54-61; DOI: https://doi.org/10.3905/jpm.2011.37.3.054

  2. Sullivan, Rodney N.

    1. A Dynamic Future for Active Quant Investing
      Xi Li and Rodney N. Sullivan
      The Journal of Portfolio Management Spring 2011, 37 (3) 29-36; DOI: https://doi.org/10.3905/jpm.2011.37.3.029

  3. Switzer, Lorne N.

    1. Are There Benefits from Dynamic Asset Allocation Strategies Across Hedge Funds?
      Lorne N. Switzer and Andrey Omelchak
      The Journal of Portfolio Management Spring 2011, 37 (3) 116-120; DOI: https://doi.org/10.3905/jpm.2011.37.3.116

T

  1. Tol, Ramon

    1. 130/30: By How Much Will the Information Ratio
      Improve?
      Ramon Tol and Christiaan Wanningen
      The Journal of Portfolio Management Spring 2011, 37 (3) 62-69; DOI: https://doi.org/10.3905/jpm.2011.37.3.062

W

  1. Wanningen, Christiaan

    1. 130/30: By How Much Will the Information Ratio
      Improve?
      Ramon Tol and Christiaan Wanningen
      The Journal of Portfolio Management Spring 2011, 37 (3) 62-69; DOI: https://doi.org/10.3905/jpm.2011.37.3.062
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