Index by author

Article

• 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