Table of Contents

Summer 2012; Volume 38,Issue 4

A

  1. Amenc, Noël

    1. Invited Editorial Comment
      Noël Amenc and Lionel Martellini
      The Journal of Portfolio Management Summer 2012, 38 (4) 4-5; DOI: https://doi.org/10.3905/jpm.2012.38.4.004

  2. Arnott, Robert D.

    1. Rebalancing and the Value Effect
      Denis B. Chaves and Robert D. Arnott
      The Journal of Portfolio Management Summer 2012, 38 (4) 59-74; DOI: https://doi.org/10.3905/jpm.2012.38.4.059

B

  1. Brière, Marie

    1. Inflation-Hedging Portfolios: Economic Regimes Matter
      Marie Brière and Ombretta Signori
      The Journal of Portfolio Management Summer 2012, 38 (4) 43-58; DOI: https://doi.org/10.3905/jpm.2012.38.4.043

  2. Buetow, Gerald W.

    1. An Empirical Analysis of Exchange-Traded Funds
      Gerald W. Buetow and Brian J. Henderson
      The Journal of Portfolio Management Summer 2012, 38 (4) 112-127; DOI: https://doi.org/10.3905/jpm.2012.38.4.112

C

  1. Chaves, Denis B.

    1. Rebalancing and the Value Effect
      Denis B. Chaves and Robert D. Arnott
      The Journal of Portfolio Management Summer 2012, 38 (4) 59-74; DOI: https://doi.org/10.3905/jpm.2012.38.4.059

  2. Cornell, Bradford

    1. Demographics, GDP, and Future Stock Returns:
      The Implications of Some Basic Principles
      Bradford Cornell
      The Journal of Portfolio Management Summer 2012, 38 (4) 96-99; DOI: https://doi.org/10.3905/jpm.2012.38.4.096

G

  1. Ge, Yizhi

    1. Risk-Based Dynamic Asset Allocation with
      Extreme Tails and Correlations
      Peng Wang, Rodney N. Sullivan and Yizhi Ge
      The Journal of Portfolio Management Summer 2012, 38 (4) 26-42; DOI: https://doi.org/10.3905/jpm.2012.38.4.026

  2. Gergaud, Olivier

    1. Great Investors: Their Methods, Results,
      and Evaluation
      Olivier Gergaud and William T. Ziemba
      The Journal of Portfolio Management Summer 2012, 38 (4) 128-147; DOI: https://doi.org/10.3905/jpm.2012.38.4.128

H

  1. Henderson, Brian J.

    1. An Empirical Analysis of Exchange-Traded Funds
      Gerald W. Buetow and Brian J. Henderson
      The Journal of Portfolio Management Summer 2012, 38 (4) 112-127; DOI: https://doi.org/10.3905/jpm.2012.38.4.112

J

  1. Jones, Bob

    1. Invited Editorial Comment
      Bob Jones
      The Journal of Portfolio Management Summer 2012, 38 (4) 1-2; DOI: https://doi.org/10.3905/jpm.2012.38.4.001

K

  1. Kim, Daehwan

    1. Value Premium Across Countries
      Daehwan Kim
      The Journal of Portfolio Management Summer 2012, 38 (4) 75-86; DOI: https://doi.org/10.3905/jpm.2012.38.4.075

  2. Kinlaw, Will

    1. Toward Determining Systemic Importance
      Will Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Summer 2012, 38 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2012.38.4.100

  3. Kritzman, Mark

    1. Toward Determining Systemic Importance
      Will Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Summer 2012, 38 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2012.38.4.100

M

  1. Martellini, Lionel

    1. Invited Editorial Comment
      Noël Amenc and Lionel Martellini
      The Journal of Portfolio Management Summer 2012, 38 (4) 4-5; DOI: https://doi.org/10.3905/jpm.2012.38.4.004

Q

  1. Qian, Edward

    1. Diversification Return and Leveraged Portfolios
      Edward Qian
      The Journal of Portfolio Management Summer 2012, 38 (4) 14-25; DOI: https://doi.org/10.3905/jpm.2012.38.4.014

S

  1. Signori, Ombretta

    1. Inflation-Hedging Portfolios: Economic Regimes Matter
      Marie Brière and Ombretta Signori
      The Journal of Portfolio Management Summer 2012, 38 (4) 43-58; DOI: https://doi.org/10.3905/jpm.2012.38.4.043

  2. Sneddon, Leigh

    1. Dynamic Exposure Targeting
      Leigh Sneddon and Vyacheslav Yukhymuk
      The Journal of Portfolio Management Summer 2012, 38 (4) 87-95; DOI: https://doi.org/10.3905/jpm.2012.38.4.087

  3. Sullivan, Rodney N.

    1. Risk-Based Dynamic Asset Allocation with
      Extreme Tails and Correlations
      Peng Wang, Rodney N. Sullivan and Yizhi Ge
      The Journal of Portfolio Management Summer 2012, 38 (4) 26-42; DOI: https://doi.org/10.3905/jpm.2012.38.4.026

T

  1. Turkington, David

    1. Toward Determining Systemic Importance
      Will Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Summer 2012, 38 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2012.38.4.100

W

  1. Wang, Peng

    1. Risk-Based Dynamic Asset Allocation with
      Extreme Tails and Correlations
      Peng Wang, Rodney N. Sullivan and Yizhi Ge
      The Journal of Portfolio Management Summer 2012, 38 (4) 26-42; DOI: https://doi.org/10.3905/jpm.2012.38.4.026

Y

  1. Yukhymuk, Vyacheslav

    1. Dynamic Exposure Targeting
      Leigh Sneddon and Vyacheslav Yukhymuk
      The Journal of Portfolio Management Summer 2012, 38 (4) 87-95; DOI: https://doi.org/10.3905/jpm.2012.38.4.087

Z

  1. Ziemba, William T.

    1. Great Investors: Their Methods, Results,
      and Evaluation
      Olivier Gergaud and William T. Ziemba
      The Journal of Portfolio Management Summer 2012, 38 (4) 128-147; DOI: https://doi.org/10.3905/jpm.2012.38.4.128
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