Index by author

Winter 2013; Volume 39,Issue 2

A

  1. Ayres, Ian

    1. 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

B

  1. Bali, Turan G.

    1. 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

  2. Bhansali, Vineer

    1. 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

C

  1. Cakici, Nusret

    1. 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

D

  1. Das, Sanjiv R.

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

  2. Finnerty, John D.

    1. 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

  3. Fridson, Martin

    1. 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

G

  1. Giamouridis, Daniel

    1. 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

H

  1. Hocquard, Alexandre

    1. 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

J

  1. Jacobs, Bruce I.

    1. 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

  2. Jong, Marielle de

    1. 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

K

  1. Kinlaw, Will

    1. 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

  2. Kritzman, Mark

    1. 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

L

  1. Laipply, Stephen

    1. 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

  2. Levy, Kenneth N.

    1. 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

  3. Li, Hong

    1. 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

M

  1. Miller, Keith L.

    1. 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

N

  1. Nalebuff, Barry

    1. 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

  2. Ng, Sunny

    1. 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

O

  1. Ooi, Chee

    1. 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

P

  1. Papageorgiou, Nicolas

    1. 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

R

  1. Roll, Richard

    1. 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

T

  1. Tucker, Matthew

    1. 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

  2. Turkington, David

    1. 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

Z

  1. Ziemba, William T.

    1. 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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