Table of Contents
Winter 2013; Volume 39,Issue 2
A
Ayres, Ian
- You have accessDiversification Across TimeIan Ayres and Barry NalebuffThe Journal of Portfolio Management Winter 2013, 39 (2) 73-86; DOI: https://doi.org/10.3905/jpm.2013.39.2.073
B
Bali, Turan G.
- You have accessBook-to-Market and the Cross-Section of
Expected Returns in International Stock MarketsTuran G. Bali, Nusret Cakici and Frank J. FabozziThe Journal of Portfolio Management Winter 2013, 39 (2) 101-115; DOI: https://doi.org/10.3905/jpm.2013.39.2.101
Bhansali, Vineer
- You have accessINVITED EDITORIAL COMMENTVineer BhansaliThe Journal of Portfolio Management Winter 2013, 39 (2) 3-4; DOI: https://doi.org/10.3905/jpm.2013.39.2.003
C
Cakici, Nusret
- You have accessBook-to-Market and the Cross-Section of
Expected Returns in International Stock MarketsTuran G. Bali, Nusret Cakici and Frank J. FabozziThe Journal of Portfolio Management Winter 2013, 39 (2) 101-115; DOI: https://doi.org/10.3905/jpm.2013.39.2.101
D
Das, Sanjiv R.
- You have accessDigital PortfoliosSanjiv R. DasThe Journal of Portfolio Management Winter 2013, 39 (2) 41-48; DOI: https://doi.org/10.3905/jpm.2013.39.2.041
F
Fabozzi, Frank J.
- You have accessBook-to-Market and the Cross-Section of
Expected Returns in International Stock MarketsTuran G. Bali, Nusret Cakici and Frank J. FabozziThe Journal of Portfolio Management Winter 2013, 39 (2) 101-115; DOI: https://doi.org/10.3905/jpm.2013.39.2.101
Finnerty, John D.
- You have accessIs There Value in Valuation?Martin Fridson and John D. FinnertyThe Journal of Portfolio Management Winter 2013, 39 (2) 87-91; DOI: https://doi.org/10.3905/jpm.2013.39.2.087
Fridson, Martin
- You have accessIs There Value in Valuation?Martin Fridson and John D. FinnertyThe Journal of Portfolio Management Winter 2013, 39 (2) 87-91; DOI: https://doi.org/10.3905/jpm.2013.39.2.087
G
Giamouridis, Daniel
- You have accessSize Rotation in the U.S. Equity MarketKeith L. Miller, Chee Ooi, Hong Li and Daniel GiamouridisThe Journal of Portfolio Management Winter 2013, 39 (2) 116-127; DOI: https://doi.org/10.3905/jpm.2013.39.2.116
H
Hocquard, Alexandre
- You have accessA Constant-Volatility Framework for Managing Tail RiskAlexandre Hocquard, Sunny Ng and Nicolas PapageorgiouThe Journal of Portfolio Management Winter 2013, 39 (2) 28-40; DOI: https://doi.org/10.3905/jpm.2013.39.2.028
J
Jacobs, Bruce I.
- You have accessINVITED EDITORIAL COMMENTBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management Winter 2013, 39 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2013.39.2.001
Jong, Marielle de
- You have accessIncorporating Linkers in a Global Government Bond
Risk ModelMarielle de JongThe Journal of Portfolio Management Winter 2013, 39 (2) 92-99; DOI: https://doi.org/10.3905/jpm.2013.39.2.092
K
Kinlaw, Will
- You have accessLiquidity and Portfolio Choice: A Unified ApproachWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Winter 2013, 39 (2) 19-27; DOI: https://doi.org/10.3905/jpm.2013.39.2.019
Kritzman, Mark
- You have accessLiquidity and Portfolio Choice: A Unified ApproachWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Winter 2013, 39 (2) 19-27; DOI: https://doi.org/10.3905/jpm.2013.39.2.019
L
Laipply, Stephen
- You have accessBond Market Price Discovery: Clarity Through the Lens of an ExchangeMatthew Tucker and Stephen LaipplyThe Journal of Portfolio Management Winter 2013, 39 (2) 49-62; DOI: https://doi.org/10.3905/jpm.2013.39.2.049
Levy, Kenneth N.
- You have accessINVITED EDITORIAL COMMENTBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management Winter 2013, 39 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2013.39.2.001
Li, Hong
- You have accessSize Rotation in the U.S. Equity MarketKeith L. Miller, Chee Ooi, Hong Li and Daniel GiamouridisThe Journal of Portfolio Management Winter 2013, 39 (2) 116-127; DOI: https://doi.org/10.3905/jpm.2013.39.2.116
M
Miller, Keith L.
- You have accessSize Rotation in the U.S. Equity MarketKeith L. Miller, Chee Ooi, Hong Li and Daniel GiamouridisThe Journal of Portfolio Management Winter 2013, 39 (2) 116-127; DOI: https://doi.org/10.3905/jpm.2013.39.2.116
N
Nalebuff, Barry
- You have accessDiversification Across TimeIan Ayres and Barry NalebuffThe Journal of Portfolio Management Winter 2013, 39 (2) 73-86; DOI: https://doi.org/10.3905/jpm.2013.39.2.073
Ng, Sunny
- You have accessA Constant-Volatility Framework for Managing Tail RiskAlexandre Hocquard, Sunny Ng and Nicolas PapageorgiouThe Journal of Portfolio Management Winter 2013, 39 (2) 28-40; DOI: https://doi.org/10.3905/jpm.2013.39.2.028
O
Ooi, Chee
- You have accessSize Rotation in the U.S. Equity MarketKeith L. Miller, Chee Ooi, Hong Li and Daniel GiamouridisThe Journal of Portfolio Management Winter 2013, 39 (2) 116-127; DOI: https://doi.org/10.3905/jpm.2013.39.2.116
P
Papageorgiou, Nicolas
- You have accessA Constant-Volatility Framework for Managing Tail RiskAlexandre Hocquard, Sunny Ng and Nicolas PapageorgiouThe Journal of Portfolio Management Winter 2013, 39 (2) 28-40; DOI: https://doi.org/10.3905/jpm.2013.39.2.028
R
Roll, Richard
- You have accessVolatility, Correlation, and Diversification in a
Multi-Factor WorldRichard RollThe Journal of Portfolio Management Winter 2013, 39 (2) 11-18; DOI: https://doi.org/10.3905/jpm.2013.39.2.011
T
Tucker, Matthew
- You have accessBond Market Price Discovery: Clarity Through the Lens of an ExchangeMatthew Tucker and Stephen LaipplyThe Journal of Portfolio Management Winter 2013, 39 (2) 49-62; DOI: https://doi.org/10.3905/jpm.2013.39.2.049
Turkington, David
- You have accessLiquidity and Portfolio Choice: A Unified ApproachWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Winter 2013, 39 (2) 19-27; DOI: https://doi.org/10.3905/jpm.2013.39.2.019
Z
Ziemba, William T.
- You have accessIs the 60–40 Stock–Bond Pension Fund Rule Wise?William T. ZiembaThe Journal of Portfolio Management Winter 2013, 39 (2) 63-72; DOI: https://doi.org/10.3905/jpm.2013.39.2.063