Index by author

Fall 2012; Volume 39,Issue 1

A

  1. Abbey, Boris S.

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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