The Journal of Portfolio Management: 38 (1)

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Fall 2011; Volume 38,Issue 1

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INVITED EDITORIAL COMMENT
Robert A. Schwartz, Daniel C. Jupiter and Thomas Schlumprecht

The Journal of Portfolio Management Fall 2011, 38 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2011.38.1.001
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INVITED EDITORIAL COMMENT
Ralph S. Polimeni and Jacqueline A. Burke

The Journal of Portfolio Management Fall 2011, 38 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2011.38.1.005
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Breadth, Skill, and Time
Richard C. Grinold and Ronald N. Kahn

The Journal of Portfolio Management Fall 2011, 38 (1) 18-28; DOI: https://doi.org/10.3905/jpm.2011.38.1.018
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Global Tactical Sector Allocation: A Quantitative
Approach
Ronald Doeswijk and Pim van Vliet

The Journal of Portfolio Management Fall 2011, 38 (1) 29-47; DOI: https://doi.org/10.3905/jpm.2011.38.1.029
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Market Diversity and the Performance of Actively
Managed Portfolios
Anna Agapova, Robert Ferguson and Jason Greene

The Journal of Portfolio Management Fall 2011, 38 (1) 48-59; DOI: https://doi.org/10.3905/jpm.2011.38.1.048
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Evidence on Dynamic Loss Aversion from Currency Portfolios
Kenneth Froot, John Arabadjis, Sonya Cates and Stephen Lawrence

The Journal of Portfolio Management Fall 2011, 38 (1) 60-68; DOI: https://doi.org/10.3905/jpm.2011.38.1.060
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Tactical Allocation by Credit Quality
Martin Fridson and Camille Mcleod-Salmon

The Journal of Portfolio Management Fall 2011, 38 (1) 69-77; DOI: https://doi.org/10.3905/jpm.2011.38.1.069
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Simple and Robust Risk Budgeting with Expected
Shortfall
Thomas Philips and Michael Liu

The Journal of Portfolio Management Fall 2011, 38 (1) 78-90; DOI: https://doi.org/10.3905/jpm.2011.38.1.078
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Stock Return Expectations and P/E10
Earl D. Benson, Ben D. Bortner and Sophie Kong

The Journal of Portfolio Management Fall 2011, 38 (1) 91-99; DOI: https://doi.org/10.3905/jpm.2011.38.1.091
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A Hybrid Approach to Combining CART and Logistic Regression for Stock Ranking
Min Zhu, David Philpotts, Ross Sparks and Maxwell J. Stevenson

The Journal of Portfolio Management Fall 2011, 38 (1) 100-109; DOI: https://doi.org/10.3905/jpm.2011.38.1.100
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Event-Driven Trading and the “New News”
David Leinweber and Jacob Sisk

The Journal of Portfolio Management Fall 2011, 38 (1) 110-124; DOI: https://doi.org/10.3905/jpm.2011.38.1.110
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Is There a Bubble in LinkedIn’s Stock Price?
Robert Jarrow, Younes Kchia and Philip Protter

The Journal of Portfolio Management Fall 2011, 38 (1) 125-130; DOI: https://doi.org/10.3905/jpm.2011.38.1.125
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Does Active Management Provide Investor Surplus?
Brian J. Jacobsen

The Journal of Portfolio Management Fall 2011, 38 (1) 131-139; DOI: https://doi.org/10.3905/jpm.2011.38.1.131

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