Table of Contents

Article

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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