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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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Index by author

Fall 2011; Volume 38,Issue 1
  • 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. Agapova, Anna

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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The Journal of Portfolio Management: 38 (1)
The Journal of Portfolio Management
Vol. 38, Issue 1
Fall 2011
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