The Journal of Portfolio Management: 39 (1)

The Journal of Portfolio Management

Fall 2012; Volume 39,Issue 1

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Invited Editorial Comment
Rob Arnott

The Journal of Portfolio Management Fall 2012, 39 (1) 1-2; DOI: https://doi.org/10.3905/jpm.2012.39.1.001
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Invited Editorial Comment
Momtchil Pojarliev and Richard M. Levich

The Journal of Portfolio Management Fall 2012, 39 (1) 3-7; DOI: https://doi.org/10.3905/jpm.2012.39.1.003
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The Volume Clock: Insights into the
High-Frequency Paradigm
David Easley, Marcos M. López de Prado and Maureen O’Hara

The Journal of Portfolio Management Fall 2012, 39 (1) 19-29; DOI: https://doi.org/10.3905/jpm.2012.39.1.019
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The Aftermath of Investment-Grade Distress
Ariel Edelstein and Bruce D. Phelps

The Journal of Portfolio Management Fall 2012, 39 (1) 30-45; DOI: https://doi.org/10.3905/jpm.2012.39.1.030
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Market Risk, Size, Style, Momentum,
and Dividends: U.S. Equities
Francis Gupta

The Journal of Portfolio Management Fall 2012, 39 (1) 46-58; DOI: https://doi.org/10.3905/jpm.2012.39.1.046
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Advancing Strategic Asset Allocation in a
Multi-Factor World
Farshid M. Asl and Erkko Etula

The Journal of Portfolio Management Fall 2012, 39 (1) 59-66; DOI: https://doi.org/10.3905/jpm.2012.39.1.059
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The Diversification Delta: A Higher-Moment
Measure for Portfolio Diversification
Maximilian A. Vermorken, Francesca R. Medda and Thomas Schröder

The Journal of Portfolio Management Fall 2012, 39 (1) 67-74; DOI: https://doi.org/10.3905/jpm.2012.39.1.067
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Factor-Timing Model
Ronald Hua, Dmitri Kantsyrev and Edward Qian

The Journal of Portfolio Management Fall 2012, 39 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2012.39.1.075
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Choose Your Betas: Benchmarking Alternative
Equity Index Strategies
Noël Amenc, Felix Goltz and Ashish Lodh

The Journal of Portfolio Management Fall 2012, 39 (1) 88-111; DOI: https://doi.org/10.3905/jpm.2012.39.1.088
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Analyzing Valuation Measures: A Performance
Horse Race over the Past 40 Years
Wesley R. Gray and Jack Vogel

The Journal of Portfolio Management Fall 2012, 39 (1) 112-121; DOI: https://doi.org/10.3905/jpm.2012.39.1.112
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Economic Profitability and the Valuation
of the Firm
Bill Cruise

The Journal of Portfolio Management Fall 2012, 39 (1) 122-135; DOI: https://doi.org/10.3905/jpm.2012.39.1.122
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The Myth of the Monkey
Robert Snigaroff

The Journal of Portfolio Management Fall 2012, 39 (1) 136-141; DOI: https://doi.org/10.3905/jpm.2012.39.1.136
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Is Technical Analysis Profitable for
Individual Currency Traders?
Boris S. Abbey and John A. Doukas

The Journal of Portfolio Management Fall 2012, 39 (1) 142-150; DOI: https://doi.org/10.3905/jpm.2012.39.1.142

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