The Journal of Portfolio Management: 39 (4)

Summer 2013; Volume 39,Issue 4

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INVITED EDITORIAL COMMENT
Harry M. Markowitz

The Journal of Portfolio Management Summer 2013, 39 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2013.39.4.001
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INVITED EDITORIAL COMMENT
Brian Jacobsen

The Journal of Portfolio Management Summer 2013, 39 (4) 4-6; DOI: https://doi.org/10.3905/jpm.2013.39.4.004
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Standing Out From the Crowd: Measuring Crowding in Quantitative Strategies
Rochester Cahan and Yin Luo

The Journal of Portfolio Management Summer 2013, 39 (4) 14-23; DOI: https://doi.org/10.3905/jpm.2013.39.4.014
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Managing Private Fund-Based Portfolios: A Search for Rebalancing Strategies
Mark C. Szigety

The Journal of Portfolio Management Summer 2013, 39 (4) 24-35; DOI: https://doi.org/10.3905/jpm.2013.39.4.024
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Is the Diversification Benefit of Frontier Markets Realizable by Mean-Variance Investors? The Evidence of Investable Funds
Dave Berger, Kuntara Pukthuanthong and J. Jimmy Yang

The Journal of Portfolio Management Summer 2013, 39 (4) 36-48; DOI: https://doi.org/10.3905/jpm.2013.39.4.036
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The Devil in HML’s Details
Clifford Asness and Andrea Frazzini

The Journal of Portfolio Management Summer 2013, 39 (4) 49-68; DOI: https://doi.org/10.3905/jpm.2013.39.4.049
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Earnings Quality Revisited
Jennifer Bender and Frank Nielsen

The Journal of Portfolio Management Summer 2013, 39 (4) 69-79; DOI: https://doi.org/10.3905/jpm.2013.39.4.069
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Which Component of Treasury Yields Belongs in Equity Valuation Models? An Application to the S&P 500
J. Benson Durham

The Journal of Portfolio Management Summer 2013, 39 (4) 80-90; DOI: https://doi.org/10.3905/jpm.2013.39.4.080
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The Surprising Alpha From Malkiel’s
Monkey and Upside-Down Strategies
Robert D. Arnott, Jason Hsu, Vitali Kalesnik and Phil Tindall

The Journal of Portfolio Management Summer 2013, 39 (4) 91-105; DOI: https://doi.org/10.3905/jpm.2013.39.4.091
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Is There Alpha in Institutional Emerging-Market Equity Funds?
Wenling Lin

The Journal of Portfolio Management Summer 2013, 39 (4) 106-117; DOI: https://doi.org/10.3905/jpm.2013.39.4.106
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Create or Buy: A Comparative Analysis of Liquidity and Transaction Costs for Selected U.S. ETFs
Milan Borkovec and Vitaly Serbin

The Journal of Portfolio Management Summer 2013, 39 (4) 118-131; DOI: https://doi.org/10.3905/jpm.2013.39.4.118
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Fundamentally Weighted Global Small Companies
Peter M. Bull

The Journal of Portfolio Management Summer 2013, 39 (4) 132-141; DOI: https://doi.org/10.3905/jpm.2013.39.4.132
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Portfolio Concentration and the Geometry of Co-Movement
Wesley Phoa

The Journal of Portfolio Management Summer 2013, 39 (4) 142-151; DOI: https://doi.org/10.3905/jpm.2013.39.4.142

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