Table of Contents

Article

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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