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Article

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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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