Index by author
Fall 2011; Volume 38,Issue 1
A
Agapova, Anna
- You have accessMarket Diversity and the Performance of Actively
Managed PortfoliosAnna Agapova, Robert Ferguson and Jason GreeneThe Journal of Portfolio Management Fall 2011, 38 (1) 48-59; DOI: https://doi.org/10.3905/jpm.2011.38.1.048
Arabadjis, John
- You have accessEvidence on Dynamic Loss Aversion from Currency PortfoliosKenneth Froot, John Arabadjis, Sonya Cates and Stephen LawrenceThe Journal of Portfolio Management Fall 2011, 38 (1) 60-68; DOI: https://doi.org/10.3905/jpm.2011.38.1.060
B
Benson, Earl D.
- You have accessStock Return Expectations and P/E10Earl D. Benson, Ben D. Bortner and Sophie KongThe Journal of Portfolio Management Fall 2011, 38 (1) 91-99; DOI: https://doi.org/10.3905/jpm.2011.38.1.091
Bortner, Ben D.
- You have accessStock Return Expectations and P/E10Earl D. Benson, Ben D. Bortner and Sophie KongThe Journal of Portfolio Management Fall 2011, 38 (1) 91-99; DOI: https://doi.org/10.3905/jpm.2011.38.1.091
Burke, Jacqueline A.
- You have accessINVITED EDITORIAL COMMENTRalph S. Polimeni and Jacqueline A. BurkeThe Journal of Portfolio Management Fall 2011, 38 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2011.38.1.005
C
Cates, Sonya
- You have accessEvidence on Dynamic Loss Aversion from Currency PortfoliosKenneth Froot, John Arabadjis, Sonya Cates and Stephen LawrenceThe Journal of Portfolio Management Fall 2011, 38 (1) 60-68; DOI: https://doi.org/10.3905/jpm.2011.38.1.060
D
Doeswijk, Ronald
- You have accessGlobal Tactical Sector Allocation: A Quantitative
ApproachRonald Doeswijk and Pim van VlietThe Journal of Portfolio Management Fall 2011, 38 (1) 29-47; DOI: https://doi.org/10.3905/jpm.2011.38.1.029
F
Ferguson, Robert
- You have accessMarket Diversity and the Performance of Actively
Managed PortfoliosAnna Agapova, Robert Ferguson and Jason GreeneThe Journal of Portfolio Management Fall 2011, 38 (1) 48-59; DOI: https://doi.org/10.3905/jpm.2011.38.1.048
Fridson, Martin
- You have accessTactical Allocation by Credit QualityMartin Fridson and Camille Mcleod-SalmonThe Journal of Portfolio Management Fall 2011, 38 (1) 69-77; DOI: https://doi.org/10.3905/jpm.2011.38.1.069
Froot, Kenneth
- You have accessEvidence on Dynamic Loss Aversion from Currency PortfoliosKenneth Froot, John Arabadjis, Sonya Cates and Stephen LawrenceThe Journal of Portfolio Management Fall 2011, 38 (1) 60-68; DOI: https://doi.org/10.3905/jpm.2011.38.1.060
G
Greene, Jason
- You have accessMarket Diversity and the Performance of Actively
Managed PortfoliosAnna Agapova, Robert Ferguson and Jason GreeneThe Journal of Portfolio Management Fall 2011, 38 (1) 48-59; DOI: https://doi.org/10.3905/jpm.2011.38.1.048
Grinold, Richard C.
- You have accessBreadth, Skill, and TimeRichard C. Grinold and Ronald N. KahnThe Journal of Portfolio Management Fall 2011, 38 (1) 18-28; DOI: https://doi.org/10.3905/jpm.2011.38.1.018
J
J. Stevenson, Maxwell
- You have accessA Hybrid Approach to Combining CART and Logistic Regression for Stock RankingMin Zhu, David Philpotts, Ross Sparks and Maxwell J. StevensonThe Journal of Portfolio Management Fall 2011, 38 (1) 100-109; DOI: https://doi.org/10.3905/jpm.2011.38.1.100
Jacobsen, Brian J.
- You have accessDoes Active Management Provide Investor Surplus?Brian J. JacobsenThe Journal of Portfolio Management Fall 2011, 38 (1) 131-139; DOI: https://doi.org/10.3905/jpm.2011.38.1.131
Jarrow, Robert
- You have accessIs There a Bubble in LinkedIn’s Stock Price?Robert Jarrow, Younes Kchia and Philip ProtterThe Journal of Portfolio Management Fall 2011, 38 (1) 125-130; DOI: https://doi.org/10.3905/jpm.2011.38.1.125
Jupiter, Daniel C.
- You have accessINVITED EDITORIAL COMMENTRobert A. Schwartz, Daniel C. Jupiter and Thomas SchlumprechtThe Journal of Portfolio Management Fall 2011, 38 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2011.38.1.001
K
Kahn, Ronald N.
- You have accessBreadth, Skill, and TimeRichard C. Grinold and Ronald N. KahnThe Journal of Portfolio Management Fall 2011, 38 (1) 18-28; DOI: https://doi.org/10.3905/jpm.2011.38.1.018
Kchia, Younes
- You have accessIs There a Bubble in LinkedIn’s Stock Price?Robert Jarrow, Younes Kchia and Philip ProtterThe Journal of Portfolio Management Fall 2011, 38 (1) 125-130; DOI: https://doi.org/10.3905/jpm.2011.38.1.125
Kong, Sophie
- You have accessStock Return Expectations and P/E10Earl D. Benson, Ben D. Bortner and Sophie KongThe Journal of Portfolio Management Fall 2011, 38 (1) 91-99; DOI: https://doi.org/10.3905/jpm.2011.38.1.091
L
Lawrence, Stephen
- You have accessEvidence on Dynamic Loss Aversion from Currency PortfoliosKenneth Froot, John Arabadjis, Sonya Cates and Stephen LawrenceThe Journal of Portfolio Management Fall 2011, 38 (1) 60-68; DOI: https://doi.org/10.3905/jpm.2011.38.1.060
Leinweber, David
- You have accessEvent-Driven Trading and the “New News”David Leinweber and Jacob SiskThe Journal of Portfolio Management Fall 2011, 38 (1) 110-124; DOI: https://doi.org/10.3905/jpm.2011.38.1.110
Liu, Michael
- You have accessSimple and Robust Risk Budgeting with Expected
ShortfallThomas Philips and Michael LiuThe Journal of Portfolio Management Fall 2011, 38 (1) 78-90; DOI: https://doi.org/10.3905/jpm.2011.38.1.078
M
Mcleod-Salmon, Camille
- You have accessTactical Allocation by Credit QualityMartin Fridson and Camille Mcleod-SalmonThe Journal of Portfolio Management Fall 2011, 38 (1) 69-77; DOI: https://doi.org/10.3905/jpm.2011.38.1.069
P
Philips, Thomas
- You have accessSimple and Robust Risk Budgeting with Expected
ShortfallThomas Philips and Michael LiuThe Journal of Portfolio Management Fall 2011, 38 (1) 78-90; DOI: https://doi.org/10.3905/jpm.2011.38.1.078
Philpotts, David
- You have accessA Hybrid Approach to Combining CART and Logistic Regression for Stock RankingMin Zhu, David Philpotts, Ross Sparks and Maxwell J. StevensonThe Journal of Portfolio Management Fall 2011, 38 (1) 100-109; DOI: https://doi.org/10.3905/jpm.2011.38.1.100
Polimeni, Ralph S.
- You have accessINVITED EDITORIAL COMMENTRalph S. Polimeni and Jacqueline A. BurkeThe Journal of Portfolio Management Fall 2011, 38 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2011.38.1.005
Protter, Philip
- You have accessIs There a Bubble in LinkedIn’s Stock Price?Robert Jarrow, Younes Kchia and Philip ProtterThe Journal of Portfolio Management Fall 2011, 38 (1) 125-130; DOI: https://doi.org/10.3905/jpm.2011.38.1.125
S
Schlumprecht, Thomas
- You have accessINVITED EDITORIAL COMMENTRobert A. Schwartz, Daniel C. Jupiter and Thomas SchlumprechtThe Journal of Portfolio Management Fall 2011, 38 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2011.38.1.001
Schwartz, Robert A.
- You have accessINVITED EDITORIAL COMMENTRobert A. Schwartz, Daniel C. Jupiter and Thomas SchlumprechtThe Journal of Portfolio Management Fall 2011, 38 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2011.38.1.001
Sisk, Jacob
- You have accessEvent-Driven Trading and the “New News”David Leinweber and Jacob SiskThe Journal of Portfolio Management Fall 2011, 38 (1) 110-124; DOI: https://doi.org/10.3905/jpm.2011.38.1.110
Sparks, Ross
- You have accessA Hybrid Approach to Combining CART and Logistic Regression for Stock RankingMin Zhu, David Philpotts, Ross Sparks and Maxwell J. StevensonThe Journal of Portfolio Management Fall 2011, 38 (1) 100-109; DOI: https://doi.org/10.3905/jpm.2011.38.1.100
V
Vliet, Pim van
- You have accessGlobal Tactical Sector Allocation: A Quantitative
ApproachRonald Doeswijk and Pim van VlietThe Journal of Portfolio Management Fall 2011, 38 (1) 29-47; DOI: https://doi.org/10.3905/jpm.2011.38.1.029
Z
Zhu, Min
- You have accessA Hybrid Approach to Combining CART and Logistic Regression for Stock RankingMin Zhu, David Philpotts, Ross Sparks and Maxwell J. StevensonThe Journal of Portfolio Management Fall 2011, 38 (1) 100-109; DOI: https://doi.org/10.3905/jpm.2011.38.1.100