Table of Contents

Fall 2011; Volume 38,Issue 1

A

  1. Agapova, Anna

    1. 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

  2. Arabadjis, John

    1. 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

B

  1. Benson, Earl D.

    1. 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

  2. Bortner, Ben D.

    1. 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

  3. Burke, Jacqueline A.

    1. 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

C

  1. Cates, Sonya

    1. 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

D

  1. Doeswijk, Ronald

    1. 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

F

  1. Ferguson, Robert

    1. 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

  2. Fridson, Martin

    1. 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

  3. Froot, Kenneth

    1. 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

G

  1. Greene, Jason

    1. 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

  2. Grinold, Richard C.

    1. 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

J

  1. J. Stevenson, Maxwell

    1. 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

  2. Jacobsen, Brian J.

    1. 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

  3. Jarrow, Robert

    1. 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

  4. Jupiter, Daniel C.

    1. 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

K

  1. Kahn, Ronald N.

    1. 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

  2. Kchia, Younes

    1. 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

  3. Kong, Sophie

    1. 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

L

  1. Lawrence, Stephen

    1. 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

  2. Leinweber, David

    1. 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

  3. Liu, Michael

    1. 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

M

  1. Mcleod-Salmon, Camille

    1. 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

P

  1. Philips, Thomas

    1. 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

  2. Philpotts, David

    1. 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

  3. Polimeni, Ralph S.

    1. 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

  4. Protter, Philip

    1. 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

S

  1. Schlumprecht, Thomas

    1. 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

  2. Schwartz, Robert A.

    1. 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

  3. Sisk, Jacob

    1. 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

  4. Sparks, Ross

    1. 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

V

  1. Vliet, Pim van

    1. 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

Z

  1. Zhu, Min

    1. 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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