The Journal of Portfolio Management: 38 (3)

Spring 2012; Volume 38,Issue 3

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Invited Editorial Comment
Jeffrey Halpern and Jim K. Liew

The Journal of Portfolio Management Spring 2012, 38 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2012.38.3.001
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Invited Editorial Comment
Peter Niculescu

The Journal of Portfolio Management Spring 2012, 38 (3) 4-5; DOI: https://doi.org/10.3905/jpm.2012.38.3.004
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The Death of Diversification Has Been Greatly
Exaggerated
Antti Ilmanen and Jared Kizer

The Journal of Portfolio Management Spring 2012, 38 (3) 15-27; DOI: https://doi.org/10.3905/jpm.2012.38.3.015
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Risk On/Risk Off
Wai Lee

The Journal of Portfolio Management Spring 2012, 38 (3) 28-39; DOI: https://doi.org/10.3905/jpm.2012.38.3.028
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The Effectiveness of Asset Classes in Hedging Risk
Luis Garcia-Feijoo, Gerald R. Jensen and Robert R. Johnson

The Journal of Portfolio Management Spring 2012, 38 (3) 40-55; DOI: https://doi.org/10.3905/jpm.2012.38.3.040
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Demystifying Equity Risk–Based Strategies:
A Simple Alpha plus Beta Description
Raul Leote de Carvalho, Xiao Lu and Pierre Moulin

The Journal of Portfolio Management Spring 2012, 38 (3) 56-70; DOI: https://doi.org/10.3905/jpm.2012.38.3.056
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Diversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of Underperformance
Noël Amenc, Felix Goltz, Ashish Lodh and Lionel Martellini

The Journal of Portfolio Management Spring 2012, 38 (3) 72-88; DOI: https://doi.org/10.3905/jpm.2012.38.3.072
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Asset Owners versus Asset Managers: Agency Costs
and Asymmetries of Information in Alternative Assets
Mark Anson

The Journal of Portfolio Management Spring 2012, 38 (3) 89-103; DOI: https://doi.org/10.3905/jpm.2012.38.3.089
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What’s Wrong with Today’s Economics? The Current
Crisis Calls for an Approach to Economics Rooted More
on Data Than on Rationality
Sergio M. Focardi and Frank J. Fabozzi

The Journal of Portfolio Management Spring 2012, 38 (3) 104-119; DOI: https://doi.org/10.3905/jpm.2012.38.3.104
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Analysts’ Earnings Forecast, Recommendation,
and Target Price Revisions
Ronen Feldman, Joshua Livnat and Yuan Zhang

The Journal of Portfolio Management Spring 2012, 38 (3) 120-132; DOI: https://doi.org/10.3905/jpm.2012.38.3.120
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Naked Short Selling and Market Returns
Thomas J. Boulton and Marcus V. Braga-Alves

The Journal of Portfolio Management Spring 2012, 38 (3) 133-142; DOI: https://doi.org/10.3905/jpm.2012.38.3.133
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Quantifying the Variance Risk Premium in VIX Options
Amir Barnea and Reed Hogan

The Journal of Portfolio Management Spring 2012, 38 (3) 143-148; DOI: https://doi.org/10.3905/jpm.2012.38.3.143
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Forecasting Yield Curves with Survey Information
Jack Clark Francis and Jian Hua

The Journal of Portfolio Management Spring 2012, 38 (3) 149-155; DOI: https://doi.org/10.3905/jpm.2012.38.3.149

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