Table of Contents

Article

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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