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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Summer 2011; Volume 37,Issue 4
  • You have access
    Invited Editorial Comment
    Sébastien Page and Mark A. Taborsky
    The Journal of Portfolio Management Summer 2011, 37 (4) 1-2; DOI: https://doi.org/10.3905/jpm.2011.37.4.001
  • You have access
    Invited Editorial Comment
    Bradford Cornell
    The Journal of Portfolio Management Summer 2011, 37 (4) 3-5; DOI: https://doi.org/10.3905/jpm.2011.37.4.003
  • You have access
    Risk-Based Asset Allocation: A New Answer to an
    Old Question?
    Wai Lee
    The Journal of Portfolio Management Summer 2011, 37 (4) 11-28; DOI: https://doi.org/10.3905/jpm.2011.37.4.011
  • You have access
    Predicting Market Components Out of Sample:
    Asset Allocation Implications
    Aiguo Kong, David E. Rapach, Jack K. Strauss and Guofu Zhou
    The Journal of Portfolio Management Summer 2011, 37 (4) 29-41; DOI: https://doi.org/10.3905/jpm.2011.37.4.029
  • You have access
    Are All Currency Managers Equal?
    Momtchil Pojarliev and Richard M. Levich
    The Journal of Portfolio Management Summer 2011, 37 (4) 42-53; DOI: https://doi.org/10.3905/jpm.2011.37.4.042
  • You have access
    Tracking Error Rebalancing
    Lydia J. Chan and Sunder R. Ramkumar
    The Journal of Portfolio Management Summer 2011, 37 (4) 54-66; DOI: https://doi.org/10.3905/jpm.2011.37.4.054
  • You have access
    Momentum in Japan: The Exception that Proves
    the Rule
    Clifford Asness
    The Journal of Portfolio Management Summer 2011, 37 (4) 67-75; DOI: https://doi.org/10.3905/jpm.2011.37.4.067
  • You have access
    Robust Reverse Engineering of Cross-Sectional
    Returns and Improved Portfolio Allocation
    Performance Using the CAPM
    Xiaohui Ni, Yannick Malevergne, Didier Sornette and Peter Woehrmann
    The Journal of Portfolio Management Summer 2011, 37 (4) 76-85; DOI: https://doi.org/10.3905/jpm.2011.37.4.076
  • You have access
    Average Stock Variance and Market Returns:
    Evidence of Time-Varying Predictability at the
    Daily Frequency
    Huafeng (Jason) Chen, Hernán Ortiz-Molina and Siliang (Stacy) Zhang
    The Journal of Portfolio Management Summer 2011, 37 (4) 86-95; DOI: https://doi.org/10.3905/jpm.2011.37.4.086
  • You have access
    How Does the Fortune’s Formula Kelly Capital
    Growth Model Perform?
    Leonard C. MacLean, Edward O. Thorp, Yonggan Zhao and William T. Ziemba
    The Journal of Portfolio Management Summer 2011, 37 (4) 96-111; DOI: https://doi.org/10.3905/jpm.2011.37.4.096
  • You have access
    Principal Components as a Measure of Systemic Risk
    Mark Kritzman, Yuanzhen Li, Sébastien Page and Roberto Rigobon
    The Journal of Portfolio Management Summer 2011, 37 (4) 112-126; DOI: https://doi.org/10.3905/jpm.2011.37.4.112
  • You have access
    The Evolution of Equity Mandates in Institutional
    Portfolios
    Mark Anson
    The Journal of Portfolio Management Summer 2011, 37 (4) 127-137; DOI: https://doi.org/10.3905/jpm.2011.37.4.127
  • You have access
    Hedging Equity Market Risk in Hedge Fund
    Investing: A New Approach
    Daniel Hartmann and Dieter G. Kaiser
    The Journal of Portfolio Management Summer 2011, 37 (4) 138-151; DOI: https://doi.org/10.3905/jpm.2011.37.4.138
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The Journal of Portfolio Management: 37 (4)
The Journal of Portfolio Management
Vol. 37, Issue 4
Summer 2011
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