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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
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Ayres, Ian

    1. 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

B

  1. Bali, Turan G.

    1. 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
  2. Bhansali, Vineer

    1. 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

C

  1. Cakici, Nusret

    1. 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

D

  1. Das, Sanjiv R.

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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
  2. Finnerty, John D.

    1. 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
  3. Fridson, Martin

    1. 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

G

  1. Giamouridis, Daniel

    1. 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

H

  1. Hocquard, Alexandre

    1. 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

J

  1. Jacobs, Bruce I.

    1. 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
  2. Jong, Marielle de

    1. 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

K

  1. Kinlaw, Will

    1. 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
  2. Kritzman, Mark

    1. 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

L

  1. Laipply, Stephen

    1. 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
  2. Levy, Kenneth N.

    1. 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
  3. Li, Hong

    1. 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

M

  1. Miller, Keith L.

    1. 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

N

  1. Nalebuff, Barry

    1. 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
  2. Ng, Sunny

    1. 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

O

  1. Ooi, Chee

    1. 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

P

  1. Papageorgiou, Nicolas

    1. 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

R

  1. Roll, Richard

    1. 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

T

  1. Tucker, Matthew

    1. 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
  2. Turkington, David

    1. 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

Z

  1. Ziemba, William T.

    1. 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
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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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