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The Journal of Portfolio Management
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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

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
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The Journal of Portfolio Management: 39 (2)
The Journal of Portfolio Management
Vol. 39, Issue 2
Winter 2013
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