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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Fall 2012; Volume 39,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Abbey, Boris S.

    1. 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
  2. Amenc, Noël

    1. 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
  3. Arnott, Rob

    1. 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
  4. Asl, Farshid M.

    1. 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

C

  1. Cruise, Bill

    1. 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

D

  1. Doukas, John A.

    1. 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

E

  1. Easley, David

    1. 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
  2. Edelstein, Ariel

    1. 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
  3. Etula, Erkko

    1. 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

G

  1. Goltz, Felix

    1. 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
  2. Gray, Wesley R.

    1. 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
  3. Gupta, Francis

    1. 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

H

  1. Hua, Ronald

    1. 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

K

  1. Kantsyrev, Dmitri

    1. 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

L

  1. Levich, Richard M.

    1. 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
  2. Lodh, Ashish

    1. 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
  3. López de Prado, Marcos M.

    1. 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

M

  1. Medda, Francesca R.

    1. 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

O

  1. O’Hara, Maureen

    1. 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

P

  1. Phelps, Bruce D.

    1. 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
  2. Pojarliev, Momtchil

    1. 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

Q

  1. Qian, Edward

    1. 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

S

  1. Schröder, Thomas

    1. 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
  2. Snigaroff, Robert

    1. 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

V

  1. Vermorken, Maximilian A.

    1. 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
  2. Vogel, Jack

    1. 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
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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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