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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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

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Index by author

Spring 2012; Volume 38,Issue 3

Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Portfolio Management: 38 (3)
The Journal of Portfolio Management
Vol. 38, Issue 3
Spring 2012
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