Index by author
Spring 2012; Volume 38,Issue 3
A
Amenc, Noël
- You have accessDiversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of UnderperformanceNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management Spring 2012, 38 (3) 72-88; DOI: https://doi.org/10.3905/jpm.2012.38.3.072
Anson, Mark
- You have accessAsset Owners versus Asset Managers: Agency Costs
and Asymmetries of Information in Alternative AssetsMark AnsonThe Journal of Portfolio Management Spring 2012, 38 (3) 89-103; DOI: https://doi.org/10.3905/jpm.2012.38.3.089
B
Barnea, Amir
- You have accessQuantifying the Variance Risk Premium in VIX OptionsAmir Barnea and Reed HoganThe Journal of Portfolio Management Spring 2012, 38 (3) 143-148; DOI: https://doi.org/10.3905/jpm.2012.38.3.143
Boulton, Thomas J.
- You have accessNaked Short Selling and Market ReturnsThomas J. Boulton and Marcus V. Braga-AlvesThe Journal of Portfolio Management Spring 2012, 38 (3) 133-142; DOI: https://doi.org/10.3905/jpm.2012.38.3.133
Braga-Alves, Marcus V.
- You have accessNaked Short Selling and Market ReturnsThomas J. Boulton and Marcus V. Braga-AlvesThe Journal of Portfolio Management Spring 2012, 38 (3) 133-142; DOI: https://doi.org/10.3905/jpm.2012.38.3.133
F
Fabozzi, Frank J.
- You have accessWhat’s Wrong with Today’s Economics? The Current
Crisis Calls for an Approach to Economics Rooted More
on Data Than on RationalitySergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management Spring 2012, 38 (3) 104-119; DOI: https://doi.org/10.3905/jpm.2012.38.3.104
Feldman, Ronen
- You have accessAnalysts’ Earnings Forecast, Recommendation,
and Target Price RevisionsRonen Feldman, Joshua Livnat and Yuan ZhangThe Journal of Portfolio Management Spring 2012, 38 (3) 120-132; DOI: https://doi.org/10.3905/jpm.2012.38.3.120
Focardi, Sergio M.
- You have accessWhat’s Wrong with Today’s Economics? The Current
Crisis Calls for an Approach to Economics Rooted More
on Data Than on RationalitySergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management Spring 2012, 38 (3) 104-119; DOI: https://doi.org/10.3905/jpm.2012.38.3.104
Francis, Jack Clark
- You have accessForecasting Yield Curves with Survey InformationJack Clark Francis and Jian HuaThe Journal of Portfolio Management Spring 2012, 38 (3) 149-155; DOI: https://doi.org/10.3905/jpm.2012.38.3.149
G
Garcia-Feijoo, Luis
- You have accessThe Effectiveness of Asset Classes in Hedging RiskLuis Garcia-Feijoo, Gerald R. Jensen and Robert R. JohnsonThe Journal of Portfolio Management Spring 2012, 38 (3) 40-55; DOI: https://doi.org/10.3905/jpm.2012.38.3.040
Goltz, Felix
- You have accessDiversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of UnderperformanceNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management Spring 2012, 38 (3) 72-88; DOI: https://doi.org/10.3905/jpm.2012.38.3.072
H
Halpern, Jeffrey
- You have accessInvited Editorial CommentJeffrey Halpern and Jim K. LiewThe Journal of Portfolio Management Spring 2012, 38 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2012.38.3.001
Hogan, Reed
- You have accessQuantifying the Variance Risk Premium in VIX OptionsAmir Barnea and Reed HoganThe Journal of Portfolio Management Spring 2012, 38 (3) 143-148; DOI: https://doi.org/10.3905/jpm.2012.38.3.143
Hua, Jian
- You have accessForecasting Yield Curves with Survey InformationJack Clark Francis and Jian HuaThe Journal of Portfolio Management Spring 2012, 38 (3) 149-155; DOI: https://doi.org/10.3905/jpm.2012.38.3.149
I
Ilmanen, Antti
- You have accessThe Death of Diversification Has Been Greatly
ExaggeratedAntti Ilmanen and Jared KizerThe Journal of Portfolio Management Spring 2012, 38 (3) 15-27; DOI: https://doi.org/10.3905/jpm.2012.38.3.015
J
Jensen, Gerald R.
- You have accessThe Effectiveness of Asset Classes in Hedging RiskLuis Garcia-Feijoo, Gerald R. Jensen and Robert R. JohnsonThe Journal of Portfolio Management Spring 2012, 38 (3) 40-55; DOI: https://doi.org/10.3905/jpm.2012.38.3.040
Johnson, Robert R.
- You have accessThe Effectiveness of Asset Classes in Hedging RiskLuis Garcia-Feijoo, Gerald R. Jensen and Robert R. JohnsonThe Journal of Portfolio Management Spring 2012, 38 (3) 40-55; DOI: https://doi.org/10.3905/jpm.2012.38.3.040
K
Kizer, Jared
- You have accessThe Death of Diversification Has Been Greatly
ExaggeratedAntti Ilmanen and Jared KizerThe Journal of Portfolio Management Spring 2012, 38 (3) 15-27; DOI: https://doi.org/10.3905/jpm.2012.38.3.015
L
Lee, Wai
- You have accessRisk On/Risk OffWai LeeThe Journal of Portfolio Management Spring 2012, 38 (3) 28-39; DOI: https://doi.org/10.3905/jpm.2012.38.3.028
Leote de Carvalho, Raul
- You have accessDemystifying Equity Risk–Based Strategies:
A Simple Alpha plus Beta DescriptionRaul Leote de Carvalho, Xiao Lu and Pierre MoulinThe Journal of Portfolio Management Spring 2012, 38 (3) 56-70; DOI: https://doi.org/10.3905/jpm.2012.38.3.056
Liew, Jim K.
- You have accessInvited Editorial CommentJeffrey Halpern and Jim K. LiewThe Journal of Portfolio Management Spring 2012, 38 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2012.38.3.001
Livnat, Joshua
- You have accessAnalysts’ Earnings Forecast, Recommendation,
and Target Price RevisionsRonen Feldman, Joshua Livnat and Yuan ZhangThe Journal of Portfolio Management Spring 2012, 38 (3) 120-132; DOI: https://doi.org/10.3905/jpm.2012.38.3.120
Lodh, Ashish
- You have accessDiversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of UnderperformanceNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management Spring 2012, 38 (3) 72-88; DOI: https://doi.org/10.3905/jpm.2012.38.3.072
Lu, Xiao
- You have accessDemystifying Equity Risk–Based Strategies:
A Simple Alpha plus Beta DescriptionRaul Leote de Carvalho, Xiao Lu and Pierre MoulinThe Journal of Portfolio Management Spring 2012, 38 (3) 56-70; DOI: https://doi.org/10.3905/jpm.2012.38.3.056
M
Martellini, Lionel
- You have accessDiversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of UnderperformanceNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management Spring 2012, 38 (3) 72-88; DOI: https://doi.org/10.3905/jpm.2012.38.3.072
Moulin, Pierre
- You have accessDemystifying Equity Risk–Based Strategies:
A Simple Alpha plus Beta DescriptionRaul Leote de Carvalho, Xiao Lu and Pierre MoulinThe Journal of Portfolio Management Spring 2012, 38 (3) 56-70; DOI: https://doi.org/10.3905/jpm.2012.38.3.056
N
Niculescu, Peter
- You have accessInvited Editorial CommentPeter NiculescuThe Journal of Portfolio Management Spring 2012, 38 (3) 4-5; DOI: https://doi.org/10.3905/jpm.2012.38.3.004
Z
Zhang, Yuan
- You have accessAnalysts’ Earnings Forecast, Recommendation,
and Target Price RevisionsRonen Feldman, Joshua Livnat and Yuan ZhangThe Journal of Portfolio Management Spring 2012, 38 (3) 120-132; DOI: https://doi.org/10.3905/jpm.2012.38.3.120