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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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Table of Contents

Summer 2011; Volume 37,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Anson, Mark

    1. 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
  2. Asness, Clifford

    1. 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

C

  1. Chan, Lydia J.

    1. 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
  2. Chen, Huafeng (Jason)

    1. 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
  3. Cornell, Bradford

    1. 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

H

  1. Hartmann, Daniel

    1. 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

K

  1. Kaiser, Dieter G.

    1. 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
  2. Kong, Aiguo

    1. 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
  3. Kritzman, Mark

    1. 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

L

  1. Lee, Wai

    1. 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
  2. Levich, Richard M.

    1. 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
  3. Li, Yuanzhen

    1. 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

M

  1. MacLean, Leonard C.

    1. 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
  2. Malevergne, Yannick

    1. 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

N

  1. Ni, Xiaohui

    1. 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

O

  1. Ortiz-Molina, Hernán

    1. 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

P

  1. Page, Sébastien

    1. 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
    2. 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
  2. Pojarliev, Momtchil

    1. 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

R

  1. Ramkumar, Sunder R.

    1. 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
  2. Rapach, David E.

    1. 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
  3. Rigobon, Roberto

    1. 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

S

  1. Sornette, Didier

    1. 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
  2. Strauss, Jack K.

    1. 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

T

  1. Taborsky, Mark A.

    1. 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
  2. Thorp, Edward O.

    1. 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

W

  1. Woehrmann, Peter

    1. 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

Z

  1. Zhang, Siliang (Stacy)

    1. 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
  2. Zhao, Yonggan

    1. 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
  3. Zhou, Guofu

    1. 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
  4. Ziemba, William T.

    1. 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
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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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