Table of Contents

Article

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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