Table of Contents

Article

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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