Index by author
Winter 2012; Volume 38,Issue 2
C
Cauwels, Peter
- You have accessQuis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic DynamicsPeter Cauwels and Didier SornetteThe Journal of Portfolio Management Winter 2012, 38 (2) 56-66; DOI: https://doi.org/10.3905/jpm.2012.38.2.056
Ceria, Sebastián
- You have accessFactor Alignment Problems and Quantitative Portfolio ManagementSebastián Ceria, Anureet Saxena and Robert A. StubbsThe Journal of Portfolio Management Winter 2012, 38 (2) 29-43; DOI: https://doi.org/10.3905/jpm.2012.38.2.029
Chambers, David
- You have accessThe Norway ModelDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management Winter 2012, 38 (2) 67-81; DOI: https://doi.org/10.3905/jpm.2012.38.2.067
D
Davis, Ben
- You have accessThe Alpha and Beta of Risk AttributionBen Davis and Jose MencheroThe Journal of Portfolio Management Winter 2012, 38 (2) 99-107; DOI: https://doi.org/10.3905/jpm.2012.38.2.099
Dimson, Elroy
- You have accessThe Norway ModelDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management Winter 2012, 38 (2) 67-81; DOI: https://doi.org/10.3905/jpm.2012.38.2.067
Dupleich Ulloa, M. Rodrigo
- You have accessRisk Reduction in Style RotationM. Rodrigo Dupleich Ulloa, Daniel Giamouridis and Chris MontaguThe Journal of Portfolio Management Winter 2012, 38 (2) 44-55; DOI: https://doi.org/10.3905/jpm.2012.38.2.044
F
Fridson, Martin
- You have accessInvited Editorial CommentMartin FridsonThe Journal of Portfolio Management Winter 2012, 38 (2) 1-3; DOI: https://doi.org/10.3905/jpm.2012.38.2.001
G
Giamouridis, Daniel
- You have accessRisk Reduction in Style RotationM. Rodrigo Dupleich Ulloa, Daniel Giamouridis and Chris MontaguThe Journal of Portfolio Management Winter 2012, 38 (2) 44-55; DOI: https://doi.org/10.3905/jpm.2012.38.2.044
I
Ilmanen, Antti
- You have accessThe Norway ModelDavid Chambers, Elroy Dimson and Antti IlmanenThe Journal of Portfolio Management Winter 2012, 38 (2) 67-81; DOI: https://doi.org/10.3905/jpm.2012.38.2.067
J
Jacobs, Michael
- You have accessResolution of Corporate Financial Distress: An Empirical Analysis of Processes and OutcomesMichael Jacobs, Ahmet K. Karagozoglu and Dina Naples LayishThe Journal of Portfolio Management Winter 2012, 38 (2) 117-135; DOI: https://doi.org/10.3905/jpm.2012.38.2.117
Jeffrey, Russell
- You have accessMeasuring and Modeling Execution Cost and RiskEngle Robert, Ferstenberg Robert and Russell JeffreyThe Journal of Portfolio Management Winter 2012, 38 (2) 14-28; DOI: https://doi.org/10.3905/jpm.2012.38.2.014
K
Karagozoglu, Ahmet K.
- You have accessResolution of Corporate Financial Distress: An Empirical Analysis of Processes and OutcomesMichael Jacobs, Ahmet K. Karagozoglu and Dina Naples LayishThe Journal of Portfolio Management Winter 2012, 38 (2) 117-135; DOI: https://doi.org/10.3905/jpm.2012.38.2.117
Kritzman, Mark
- You have accessINVITED EDITORIAL COMMENTMark KritzmanThe Journal of Portfolio Management Winter 2012, 38 (2) 4-5; DOI: https://doi.org/10.3905/jpm.2012.38.2.004
L
Larsen, Glen A.
- You have accessAn Optimization Strategy for Enhancing the
Performance of Fund-of-Funds PortfoliosGlen A. Larsen and Bruce G. ResnickThe Journal of Portfolio Management Winter 2012, 38 (2) 147-154; DOI: https://doi.org/10.3905/jpm.2012.38.2.147
Layish, Dina Naples
- You have accessResolution of Corporate Financial Distress: An Empirical Analysis of Processes and OutcomesMichael Jacobs, Ahmet K. Karagozoglu and Dina Naples LayishThe Journal of Portfolio Management Winter 2012, 38 (2) 117-135; DOI: https://doi.org/10.3905/jpm.2012.38.2.117
M
McLean, R. David
- You have accessFooled by CompoundingR. David McLeanThe Journal of Portfolio Management Winter 2012, 38 (2) 108-116; DOI: https://doi.org/10.3905/jpm.2012.38.2.108
Menchero, Jose
- You have accessThe Alpha and Beta of Risk AttributionBen Davis and Jose MencheroThe Journal of Portfolio Management Winter 2012, 38 (2) 99-107; DOI: https://doi.org/10.3905/jpm.2012.38.2.099
Mizrach, Bruce
- You have accessJumps and Cojumps in Subprime Home Equity DerivativesBruce MizrachThe Journal of Portfolio Management Winter 2012, 38 (2) 136-146; DOI: https://doi.org/10.3905/jpm.2012.38.2.136
Montagu, Chris
- You have accessRisk Reduction in Style RotationM. Rodrigo Dupleich Ulloa, Daniel Giamouridis and Chris MontaguThe Journal of Portfolio Management Winter 2012, 38 (2) 44-55; DOI: https://doi.org/10.3905/jpm.2012.38.2.044
R
Resnick, Bruce G.
- You have accessAn Optimization Strategy for Enhancing the
Performance of Fund-of-Funds PortfoliosGlen A. Larsen and Bruce G. ResnickThe Journal of Portfolio Management Winter 2012, 38 (2) 147-154; DOI: https://doi.org/10.3905/jpm.2012.38.2.147
Robert, Engle
- You have accessMeasuring and Modeling Execution Cost and RiskEngle Robert, Ferstenberg Robert and Russell JeffreyThe Journal of Portfolio Management Winter 2012, 38 (2) 14-28; DOI: https://doi.org/10.3905/jpm.2012.38.2.014
Robert, Ferstenberg
- You have accessMeasuring and Modeling Execution Cost and RiskEngle Robert, Ferstenberg Robert and Russell JeffreyThe Journal of Portfolio Management Winter 2012, 38 (2) 14-28; DOI: https://doi.org/10.3905/jpm.2012.38.2.014
S
Saxena, Anureet
- You have accessFactor Alignment Problems and Quantitative Portfolio ManagementSebastián Ceria, Anureet Saxena and Robert A. StubbsThe Journal of Portfolio Management Winter 2012, 38 (2) 29-43; DOI: https://doi.org/10.3905/jpm.2012.38.2.029
Sornette, Didier
- You have accessQuis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic DynamicsPeter Cauwels and Didier SornetteThe Journal of Portfolio Management Winter 2012, 38 (2) 56-66; DOI: https://doi.org/10.3905/jpm.2012.38.2.056
Stubbs, Robert A.
- You have accessFactor Alignment Problems and Quantitative Portfolio ManagementSebastián Ceria, Anureet Saxena and Robert A. StubbsThe Journal of Portfolio Management Winter 2012, 38 (2) 29-43; DOI: https://doi.org/10.3905/jpm.2012.38.2.029
W
Warren, Geoffrey J.
- You have accessCan Investing in Volatility Help Meet Your Portfolio Objectives?Geoffrey J. WarrenThe Journal of Portfolio Management Winter 2012, 38 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2012.38.2.082