Table of Contents
Fall 2012; Volume 39,Issue 1
A
Abbey, Boris S.
- You have accessIs Technical Analysis Profitable for
Individual Currency Traders?Boris S. Abbey and John A. DoukasThe Journal of Portfolio Management Fall 2012, 39 (1) 142-150; DOI: https://doi.org/10.3905/jpm.2012.39.1.142
Amenc, Noël
- You have accessChoose Your Betas: Benchmarking Alternative
Equity Index StrategiesNoël Amenc, Felix Goltz and Ashish LodhThe Journal of Portfolio Management Fall 2012, 39 (1) 88-111; DOI: https://doi.org/10.3905/jpm.2012.39.1.088
Arnott, Rob
- You have accessInvited Editorial CommentRob ArnottThe Journal of Portfolio Management Fall 2012, 39 (1) 1-2; DOI: https://doi.org/10.3905/jpm.2012.39.1.001
Asl, Farshid M.
- You have accessAdvancing Strategic Asset Allocation in a
Multi-Factor WorldFarshid M. Asl and Erkko EtulaThe Journal of Portfolio Management Fall 2012, 39 (1) 59-66; DOI: https://doi.org/10.3905/jpm.2012.39.1.059
C
Cruise, Bill
- You have accessEconomic Profitability and the Valuation
of the FirmBill CruiseThe Journal of Portfolio Management Fall 2012, 39 (1) 122-135; DOI: https://doi.org/10.3905/jpm.2012.39.1.122
D
Doukas, John A.
- You have accessIs Technical Analysis Profitable for
Individual Currency Traders?Boris S. Abbey and John A. DoukasThe Journal of Portfolio Management Fall 2012, 39 (1) 142-150; DOI: https://doi.org/10.3905/jpm.2012.39.1.142
E
Easley, David
- You have accessThe Volume Clock: Insights into the
High-Frequency ParadigmDavid Easley, Marcos M. López de Prado and Maureen O’HaraThe Journal of Portfolio Management Fall 2012, 39 (1) 19-29; DOI: https://doi.org/10.3905/jpm.2012.39.1.019
Edelstein, Ariel
- You have accessThe Aftermath of Investment-Grade DistressAriel Edelstein and Bruce D. PhelpsThe Journal of Portfolio Management Fall 2012, 39 (1) 30-45; DOI: https://doi.org/10.3905/jpm.2012.39.1.030
Etula, Erkko
- You have accessAdvancing Strategic Asset Allocation in a
Multi-Factor WorldFarshid M. Asl and Erkko EtulaThe Journal of Portfolio Management Fall 2012, 39 (1) 59-66; DOI: https://doi.org/10.3905/jpm.2012.39.1.059
G
Goltz, Felix
- You have accessChoose Your Betas: Benchmarking Alternative
Equity Index StrategiesNoël Amenc, Felix Goltz and Ashish LodhThe Journal of Portfolio Management Fall 2012, 39 (1) 88-111; DOI: https://doi.org/10.3905/jpm.2012.39.1.088
Gray, Wesley R.
- You have accessAnalyzing Valuation Measures: A Performance
Horse Race over the Past 40 YearsWesley R. Gray and Jack VogelThe Journal of Portfolio Management Fall 2012, 39 (1) 112-121; DOI: https://doi.org/10.3905/jpm.2012.39.1.112
Gupta, Francis
- You have accessMarket Risk, Size, Style, Momentum,
and Dividends: U.S. EquitiesFrancis GuptaThe Journal of Portfolio Management Fall 2012, 39 (1) 46-58; DOI: https://doi.org/10.3905/jpm.2012.39.1.046
H
Hua, Ronald
- You have accessFactor-Timing ModelRonald Hua, Dmitri Kantsyrev and Edward QianThe Journal of Portfolio Management Fall 2012, 39 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2012.39.1.075
K
Kantsyrev, Dmitri
- You have accessFactor-Timing ModelRonald Hua, Dmitri Kantsyrev and Edward QianThe Journal of Portfolio Management Fall 2012, 39 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2012.39.1.075
L
Levich, Richard M.
- You have accessInvited Editorial CommentMomtchil Pojarliev and Richard M. LevichThe Journal of Portfolio Management Fall 2012, 39 (1) 3-7; DOI: https://doi.org/10.3905/jpm.2012.39.1.003
Lodh, Ashish
- You have accessChoose Your Betas: Benchmarking Alternative
Equity Index StrategiesNoël Amenc, Felix Goltz and Ashish LodhThe Journal of Portfolio Management Fall 2012, 39 (1) 88-111; DOI: https://doi.org/10.3905/jpm.2012.39.1.088
López de Prado, Marcos M.
- You have accessThe Volume Clock: Insights into the
High-Frequency ParadigmDavid Easley, Marcos M. López de Prado and Maureen O’HaraThe Journal of Portfolio Management Fall 2012, 39 (1) 19-29; DOI: https://doi.org/10.3905/jpm.2012.39.1.019
M
Medda, Francesca R.
- You have accessThe Diversification Delta: A Higher-Moment
Measure for Portfolio DiversificationMaximilian A. Vermorken, Francesca R. Medda and Thomas SchröderThe Journal of Portfolio Management Fall 2012, 39 (1) 67-74; DOI: https://doi.org/10.3905/jpm.2012.39.1.067
O
O’Hara, Maureen
- You have accessThe Volume Clock: Insights into the
High-Frequency ParadigmDavid Easley, Marcos M. López de Prado and Maureen O’HaraThe Journal of Portfolio Management Fall 2012, 39 (1) 19-29; DOI: https://doi.org/10.3905/jpm.2012.39.1.019
P
Phelps, Bruce D.
- You have accessThe Aftermath of Investment-Grade DistressAriel Edelstein and Bruce D. PhelpsThe Journal of Portfolio Management Fall 2012, 39 (1) 30-45; DOI: https://doi.org/10.3905/jpm.2012.39.1.030
Pojarliev, Momtchil
- You have accessInvited Editorial CommentMomtchil Pojarliev and Richard M. LevichThe Journal of Portfolio Management Fall 2012, 39 (1) 3-7; DOI: https://doi.org/10.3905/jpm.2012.39.1.003
Q
Qian, Edward
- You have accessFactor-Timing ModelRonald Hua, Dmitri Kantsyrev and Edward QianThe Journal of Portfolio Management Fall 2012, 39 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2012.39.1.075
S
Schröder, Thomas
- You have accessThe Diversification Delta: A Higher-Moment
Measure for Portfolio DiversificationMaximilian A. Vermorken, Francesca R. Medda and Thomas SchröderThe Journal of Portfolio Management Fall 2012, 39 (1) 67-74; DOI: https://doi.org/10.3905/jpm.2012.39.1.067
Snigaroff, Robert
- You have accessThe Myth of the MonkeyRobert SnigaroffThe Journal of Portfolio Management Fall 2012, 39 (1) 136-141; DOI: https://doi.org/10.3905/jpm.2012.39.1.136
V
Vermorken, Maximilian A.
- You have accessThe Diversification Delta: A Higher-Moment
Measure for Portfolio DiversificationMaximilian A. Vermorken, Francesca R. Medda and Thomas SchröderThe Journal of Portfolio Management Fall 2012, 39 (1) 67-74; DOI: https://doi.org/10.3905/jpm.2012.39.1.067
Vogel, Jack
- You have accessAnalyzing Valuation Measures: A Performance
Horse Race over the Past 40 YearsWesley R. Gray and Jack VogelThe Journal of Portfolio Management Fall 2012, 39 (1) 112-121; DOI: https://doi.org/10.3905/jpm.2012.39.1.112