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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Summer 2013; Volume 39,Issue 4

Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Portfolio Management: 39 (4)
The Journal of Portfolio Management
Vol. 39, Issue 4
Summer 2013
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