Index by author

Winter 2012; Volume 38,Issue 2

C

  1. Cauwels, Peter

    1. 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

  2. Ceria, Sebastián

    1. 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

  3. Chambers, David

    1. 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

D

  1. Davis, Ben

    1. 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

  2. Dimson, Elroy

    1. 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

  3. Dupleich Ulloa, M. Rodrigo

    1. 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

F

  1. Fridson, Martin

    1. 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

G

  1. Giamouridis, Daniel

    1. 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

I

  1. Ilmanen, Antti

    1. 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

J

  1. Jacobs, Michael

    1. 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

  2. Jeffrey, Russell

    1. 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

K

  1. Karagozoglu, Ahmet K.

    1. 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

  2. Kritzman, Mark

    1. 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

L

  1. Larsen, Glen A.

    1. 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

  2. Layish, Dina Naples

    1. 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

M

  1. McLean, R. David

    1. 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

  2. Menchero, Jose

    1. 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

  3. Mizrach, Bruce

    1. 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

  4. Montagu, Chris

    1. 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

R

  1. Resnick, Bruce G.

    1. 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

  2. Robert, Engle

    1. 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

  3. Robert, Ferstenberg

    1. 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

S

  1. Saxena, Anureet

    1. 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

  2. Sornette, Didier

    1. 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

  3. Stubbs, Robert A.

    1. 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

W

  1. Warren, Geoffrey J.

    1. 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
Back to top

Explore our content to discover more relevant research

In this issue