The Journal of Portfolio Management: 39 (2)

The Journal of Portfolio Management

Winter 2013; Volume 39,Issue 2

You have access
INVITED EDITORIAL COMMENT
Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management Winter 2013, 39 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2013.39.2.001
You have access
INVITED EDITORIAL COMMENT
Vineer Bhansali

The Journal of Portfolio Management Winter 2013, 39 (2) 3-4; DOI: https://doi.org/10.3905/jpm.2013.39.2.003
You have access
Volatility, Correlation, and Diversification in a
Multi-Factor World
Richard Roll

The Journal of Portfolio Management Winter 2013, 39 (2) 11-18; DOI: https://doi.org/10.3905/jpm.2013.39.2.011
You have access
Liquidity and Portfolio Choice: A Unified Approach
Will Kinlaw, Mark Kritzman and David Turkington

The Journal of Portfolio Management Winter 2013, 39 (2) 19-27; DOI: https://doi.org/10.3905/jpm.2013.39.2.019
You have access
A Constant-Volatility Framework for Managing Tail Risk
Alexandre Hocquard, Sunny Ng and Nicolas Papageorgiou

The Journal of Portfolio Management Winter 2013, 39 (2) 28-40; DOI: https://doi.org/10.3905/jpm.2013.39.2.028
You have access
Digital Portfolios
Sanjiv R. Das

The Journal of Portfolio Management Winter 2013, 39 (2) 41-48; DOI: https://doi.org/10.3905/jpm.2013.39.2.041
You have access
Bond Market Price Discovery: Clarity Through the Lens of an Exchange
Matthew Tucker and Stephen Laipply

The Journal of Portfolio Management Winter 2013, 39 (2) 49-62; DOI: https://doi.org/10.3905/jpm.2013.39.2.049
You have access
Is the 60–40 Stock–Bond Pension Fund Rule Wise?
William T. Ziemba

The Journal of Portfolio Management Winter 2013, 39 (2) 63-72; DOI: https://doi.org/10.3905/jpm.2013.39.2.063
You have access
Diversification Across Time
Ian Ayres and Barry Nalebuff

The Journal of Portfolio Management Winter 2013, 39 (2) 73-86; DOI: https://doi.org/10.3905/jpm.2013.39.2.073
You have access
Is There Value in Valuation?
Martin Fridson and John D. Finnerty

The Journal of Portfolio Management Winter 2013, 39 (2) 87-91; DOI: https://doi.org/10.3905/jpm.2013.39.2.087
You have access
Incorporating Linkers in a Global Government Bond
Risk Model
Marielle de Jong

The Journal of Portfolio Management Winter 2013, 39 (2) 92-99; DOI: https://doi.org/10.3905/jpm.2013.39.2.092
You have access
Book-to-Market and the Cross-Section of
Expected Returns in International Stock Markets
Turan G. Bali, Nusret Cakici and Frank J. Fabozzi

The Journal of Portfolio Management Winter 2013, 39 (2) 101-115; DOI: https://doi.org/10.3905/jpm.2013.39.2.101
You have access
Size Rotation in the U.S. Equity Market
Keith L. Miller, Chee Ooi, Hong Li and Daniel Giamouridis

The Journal of Portfolio Management Winter 2013, 39 (2) 116-127; DOI: https://doi.org/10.3905/jpm.2013.39.2.116

Main menu

User menu

Search

The Journal of Portfolio Management

Table of Contents

Explore our content to discover more relevant research

In this issue

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Table of Contents

Explore our content to discover more relevant research

In this issue

Stay Connected