Table of Contents

Spring 2013; Volume 39,Issue 3

A

  1. Adelson, Mark

    1. The Deeper Causes of the Financial Crisis:
      Mortgages Alone Cannot Explain It
      Mark Adelson
      The Journal of Portfolio Management Spring 2013, 39 (3) 16-31; DOI: https://doi.org/10.3905/jpm.2013.39.3.016

B

  1. Basu, Anup K.

    1. Embedded Tax Liabilities and Portfolio Choice
      Phillip A. Turvey, Anup K. Basu and Peter Verhoeven
      The Journal of Portfolio Management Spring 2013, 39 (3) 93-101; DOI: https://doi.org/10.3905/jpm.2013.39.3.093

  2. Bird, Ron

    1. The Tortoise and the Hare: Risk Premium
      versus Alternative Asset Portfolios
      Ron Bird, Harry Liem and Susan Thorp
      The Journal of Portfolio Management Spring 2013, 39 (3) 112-122; DOI: https://doi.org/10.3905/jpm.2013.39.3.112

C

  1. Clarke, Roger

    1. Risk Parity, Maximum Diversification,
      and Minimum Variance: An Analytic Perspective
      Roger Clarke, Harindra de Silva and Steven Thorley
      The Journal of Portfolio Management Spring 2013, 39 (3) 39-53; DOI: https://doi.org/10.3905/jpm.2013.39.3.039

  2. Cohen, Abby Joseph

    1. Invited Editorial Comment
      Abby Joseph Cohen
      The Journal of Portfolio Management Spring 2013, 39 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2013.39.3.001

  3. Cornell, Bradford

    1. What Moves Stock Prices: Another Look
      Bradford Cornell
      The Journal of Portfolio Management Spring 2013, 39 (3) 32-38; DOI: https://doi.org/10.3905/jpm.2013.39.3.032

  4. Crawford, George

    1. Investing Under Inflation Risk
      George Crawford, Jim Kyung-Soo Liew and Andrew Marks
      The Journal of Portfolio Management Spring 2013, 39 (3) 123-135; DOI: https://doi.org/10.3905/jpm.2013.39.3.123

  5. Crawford, Steven

    1. Do You Know What’s in Your Benchmark?
      Steven Crawford, James Hansen and Richard Price
      The Journal of Portfolio Management Spring 2013, 39 (3) 136-147; DOI: https://doi.org/10.3905/jpm.2013.39.3.136

H

  1. Hansen, James

    1. Do You Know What’s in Your Benchmark?
      Steven Crawford, James Hansen and Richard Price
      The Journal of Portfolio Management Spring 2013, 39 (3) 136-147; DOI: https://doi.org/10.3905/jpm.2013.39.3.136

J

  1. Jacobs, Bruce I.

    1. Leverage Aversion, Efficient Frontiers,
      and the Efficient Region
      Bruce I. Jacobs and Kenneth N. Levy
      The Journal of Portfolio Management Spring 2013, 39 (3) 54-64; DOI: https://doi.org/10.3905/jpm.2013.39.3.054

L

  1. Levy, Kenneth N.

    1. Leverage Aversion, Efficient Frontiers,
      and the Efficient Region
      Bruce I. Jacobs and Kenneth N. Levy
      The Journal of Portfolio Management Spring 2013, 39 (3) 54-64; DOI: https://doi.org/10.3905/jpm.2013.39.3.054

  2. Liem, Harry

    1. The Tortoise and the Hare: Risk Premium
      versus Alternative Asset Portfolios
      Ron Bird, Harry Liem and Susan Thorp
      The Journal of Portfolio Management Spring 2013, 39 (3) 112-122; DOI: https://doi.org/10.3905/jpm.2013.39.3.112

  3. Liew, Jim Kyung-Soo

    1. Investing Under Inflation Risk
      George Crawford, Jim Kyung-Soo Liew and Andrew Marks
      The Journal of Portfolio Management Spring 2013, 39 (3) 123-135; DOI: https://doi.org/10.3905/jpm.2013.39.3.123

M

  1. Marks, Andrew

    1. Investing Under Inflation Risk
      George Crawford, Jim Kyung-Soo Liew and Andrew Marks
      The Journal of Portfolio Management Spring 2013, 39 (3) 123-135; DOI: https://doi.org/10.3905/jpm.2013.39.3.123

  2. Mostowfi, Mehdi

    1. Minimum-Variance Portfolios Based on Covariance
      Matrices Using Implied Volatilities: Evidence
      from the German Market
      Mehdi Mostowfi and Carolin Stier
      The Journal of Portfolio Management Spring 2013, 39 (3) 84-92; DOI: https://doi.org/10.3905/jpm.2013.39.3.084

P

  1. Price, Richard

    1. Do You Know What’s in Your Benchmark?
      Steven Crawford, James Hansen and Richard Price
      The Journal of Portfolio Management Spring 2013, 39 (3) 136-147; DOI: https://doi.org/10.3905/jpm.2013.39.3.136

S

  1. Scherer, Bernd

    1. Invited Editorial Comment
      Bernd Scherer
      The Journal of Portfolio Management Spring 2013, 39 (3) 7-9; DOI: https://doi.org/10.3905/jpm.2013.39.3.007

  2. Schwartz, Robert A.

    1. Invited Editorial Comment
      Robert A. Schwartz and Liuren Wu
      The Journal of Portfolio Management Spring 2013, 39 (3) 3-6; DOI: https://doi.org/10.3905/jpm.2013.39.3.003

  3. Sheikh, Abdullah Z.

    1. The Blind Side: Managing Downside Risk
      in Corporate Defined-Benefit Plans
      Abdullah Z. Sheikh and Jianxiong Sun
      The Journal of Portfolio Management Spring 2013, 39 (3) 65-83; DOI: https://doi.org/10.3905/jpm.2013.39.3.065

  4. Silva, Harindra de

    1. Risk Parity, Maximum Diversification,
      and Minimum Variance: An Analytic Perspective
      Roger Clarke, Harindra de Silva and Steven Thorley
      The Journal of Portfolio Management Spring 2013, 39 (3) 39-53; DOI: https://doi.org/10.3905/jpm.2013.39.3.039

  5. Stier, Carolin

    1. Minimum-Variance Portfolios Based on Covariance
      Matrices Using Implied Volatilities: Evidence
      from the German Market
      Mehdi Mostowfi and Carolin Stier
      The Journal of Portfolio Management Spring 2013, 39 (3) 84-92; DOI: https://doi.org/10.3905/jpm.2013.39.3.084

  6. Sullivan, Rodney N.

    1. Liquidity-Driven Dynamic Asset Allocation
      James X. Xiong, Rodney N. Sullivan and Peng Wang
      The Journal of Portfolio Management Spring 2013, 39 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2013.39.3.102

  7. Sun, Jianxiong

    1. The Blind Side: Managing Downside Risk
      in Corporate Defined-Benefit Plans
      Abdullah Z. Sheikh and Jianxiong Sun
      The Journal of Portfolio Management Spring 2013, 39 (3) 65-83; DOI: https://doi.org/10.3905/jpm.2013.39.3.065

T

  1. Thorley, Steven

    1. Risk Parity, Maximum Diversification,
      and Minimum Variance: An Analytic Perspective
      Roger Clarke, Harindra de Silva and Steven Thorley
      The Journal of Portfolio Management Spring 2013, 39 (3) 39-53; DOI: https://doi.org/10.3905/jpm.2013.39.3.039

  2. Thorp, Susan

    1. The Tortoise and the Hare: Risk Premium
      versus Alternative Asset Portfolios
      Ron Bird, Harry Liem and Susan Thorp
      The Journal of Portfolio Management Spring 2013, 39 (3) 112-122; DOI: https://doi.org/10.3905/jpm.2013.39.3.112

  3. Turvey, Phillip A.

    1. Embedded Tax Liabilities and Portfolio Choice
      Phillip A. Turvey, Anup K. Basu and Peter Verhoeven
      The Journal of Portfolio Management Spring 2013, 39 (3) 93-101; DOI: https://doi.org/10.3905/jpm.2013.39.3.093

V

  1. Verhoeven, Peter

    1. Embedded Tax Liabilities and Portfolio Choice
      Phillip A. Turvey, Anup K. Basu and Peter Verhoeven
      The Journal of Portfolio Management Spring 2013, 39 (3) 93-101; DOI: https://doi.org/10.3905/jpm.2013.39.3.093

W

  1. Wang, Peng

    1. Liquidity-Driven Dynamic Asset Allocation
      James X. Xiong, Rodney N. Sullivan and Peng Wang
      The Journal of Portfolio Management Spring 2013, 39 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2013.39.3.102

  2. Wu, Liuren

    1. Invited Editorial Comment
      Robert A. Schwartz and Liuren Wu
      The Journal of Portfolio Management Spring 2013, 39 (3) 3-6; DOI: https://doi.org/10.3905/jpm.2013.39.3.003

X

  1. Xiong, James X.

    1. Liquidity-Driven Dynamic Asset Allocation
      James X. Xiong, Rodney N. Sullivan and Peng Wang
      The Journal of Portfolio Management Spring 2013, 39 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2013.39.3.102
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