The Journal of Portfolio Management: 38 (2)

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Winter 2012; Volume 38,Issue 2

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Invited Editorial Comment
Martin Fridson

The Journal of Portfolio Management Winter 2012, 38 (2) 1-3; DOI: https://doi.org/10.3905/jpm.2012.38.2.001
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INVITED EDITORIAL COMMENT
Mark Kritzman

The Journal of Portfolio Management Winter 2012, 38 (2) 4-5; DOI: https://doi.org/10.3905/jpm.2012.38.2.004
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Measuring and Modeling Execution Cost and Risk
Engle Robert, Ferstenberg Robert and Russell Jeffrey

The Journal of Portfolio Management Winter 2012, 38 (2) 14-28; DOI: https://doi.org/10.3905/jpm.2012.38.2.014
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Factor Alignment Problems and Quantitative Portfolio Management
Sebastián Ceria, Anureet Saxena and Robert A. Stubbs

The Journal of Portfolio Management Winter 2012, 38 (2) 29-43; DOI: https://doi.org/10.3905/jpm.2012.38.2.029
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Risk Reduction in Style Rotation
M. Rodrigo Dupleich Ulloa, Daniel Giamouridis and Chris Montagu

The Journal of Portfolio Management Winter 2012, 38 (2) 44-55; DOI: https://doi.org/10.3905/jpm.2012.38.2.044
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Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics
Peter Cauwels and Didier Sornette

The Journal of Portfolio Management Winter 2012, 38 (2) 56-66; DOI: https://doi.org/10.3905/jpm.2012.38.2.056
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The Norway Model
David Chambers, Elroy Dimson and Antti Ilmanen

The Journal of Portfolio Management Winter 2012, 38 (2) 67-81; DOI: https://doi.org/10.3905/jpm.2012.38.2.067
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Can Investing in Volatility Help Meet Your Portfolio Objectives?
Geoffrey J. Warren

The Journal of Portfolio Management Winter 2012, 38 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2012.38.2.082
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The Alpha and Beta of Risk Attribution
Ben Davis and Jose Menchero

The Journal of Portfolio Management Winter 2012, 38 (2) 99-107; DOI: https://doi.org/10.3905/jpm.2012.38.2.099
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Fooled by Compounding
R. David McLean

The Journal of Portfolio Management Winter 2012, 38 (2) 108-116; DOI: https://doi.org/10.3905/jpm.2012.38.2.108
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Resolution of Corporate Financial Distress: An Empirical Analysis of Processes and Outcomes
Michael Jacobs, Ahmet K. Karagozoglu and Dina Naples Layish

The Journal of Portfolio Management Winter 2012, 38 (2) 117-135; DOI: https://doi.org/10.3905/jpm.2012.38.2.117
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Jumps and Cojumps in Subprime Home Equity Derivatives
Bruce Mizrach

The Journal of Portfolio Management Winter 2012, 38 (2) 136-146; DOI: https://doi.org/10.3905/jpm.2012.38.2.136
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An Optimization Strategy for Enhancing the
Performance of Fund-of-Funds Portfolios
Glen A. Larsen and Bruce G. Resnick

The Journal of Portfolio Management Winter 2012, 38 (2) 147-154; DOI: https://doi.org/10.3905/jpm.2012.38.2.147

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