Index by author

Spring 2012; Volume 38,Issue 3

A

  1. Amenc, Noël

    1. 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

  2. Anson, Mark

    1. 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

B

  1. Barnea, Amir

    1. 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

  2. Boulton, Thomas J.

    1. 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

  3. Braga-Alves, Marcus V.

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

  2. Feldman, Ronen

    1. 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

  3. Focardi, Sergio M.

    1. 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

  4. Francis, Jack Clark

    1. 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

G

  1. Garcia-Feijoo, Luis

    1. 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

  2. Goltz, Felix

    1. 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

H

  1. Halpern, Jeffrey

    1. 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

  2. Hogan, Reed

    1. 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

  3. Hua, Jian

    1. 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

I

  1. Ilmanen, Antti

    1. 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

J

  1. Jensen, Gerald R.

    1. 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

  2. Johnson, Robert R.

    1. 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

K

  1. Kizer, Jared

    1. 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

L

  1. Lee, Wai

    1. 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

  2. Leote de Carvalho, Raul

    1. 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

  3. Liew, Jim K.

    1. 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

  4. Livnat, Joshua

    1. 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

  5. Lodh, Ashish

    1. 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

  6. Lu, Xiao

    1. 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

M

  1. Martellini, Lionel

    1. 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

  2. Moulin, Pierre

    1. 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

N

  1. Niculescu, Peter

    1. 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

Z

  1. Zhang, Yuan

    1. 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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