Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Portfolio Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Index by author

Winter 2012; Volume 38,Issue 2
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Portfolio Management: 38 (2)
The Journal of Portfolio Management
Vol. 38, Issue 2
Winter 2012
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • News
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies