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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Fall 2012; Volume 39,Issue 1

Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Portfolio Management: 39 (1)
The Journal of Portfolio Management
Vol. 39, Issue 1
Fall 2012
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