The Journal of Portfolio Management: 40 (2)

Winter 2014; Volume 40,Issue 2

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INVITED EDITORIAL COMMENT
Noël Amenc and Lionel Martellini

The Journal of Portfolio Management Winter 2014, 40 (2) 1-4; DOI: https://doi.org/10.3905/jpm.2014.40.2.001
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INVITED EDITORIAL COMMENT
Harold. Bierman

The Journal of Portfolio Management Winter 2014, 40 (2) 5-8; DOI: https://doi.org/10.3905/jpm.2014.40.2.005
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Can Alpha Be Captured by Risk Premia?
Jennifer Bender, P. Brett Hammond and William Mok

The Journal of Portfolio Management Winter 2014, 40 (2) 18-29; DOI: https://doi.org/10.3905/jpm.2014.40.2.018
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Traditional Optimization Is Not Optimal for
Leverage-Averse Investors
Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management Winter 2014, 40 (2) 30-40; DOI: https://doi.org/10.3905/jpm.2014.40.2.030
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Inflation Hedging with International Equities
Maximilian Rödel

The Journal of Portfolio Management Winter 2014, 40 (2) 41-53; DOI: https://doi.org/10.3905/jpm.2014.40.2.041
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When to Sell Apple and the Nasdaq? Trading Bubbles
with a Stochastic Disorder Model
A.N. Shiryaev, M.V. Zhitlukhin and W.T. Ziemba

The Journal of Portfolio Management Winter 2014, 40 (2) 54-63; DOI: https://doi.org/10.3905/jpm.2014.40.2.054
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A Trading Strategy to Profit from Overly Aggressive Downward Earnings Guidance
Randall S. Billingsley and Bruce G. Resnick

The Journal of Portfolio Management Winter 2014, 40 (2) 64-68; DOI: https://doi.org/10.3905/jpm.2014.40.2.064
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The Return/Volatility Trade-Off of Distressed Corporate Debt Portfolios
Edward I. Altman, José F. González-Heres, Ping Chen and Steven S. Shin

The Journal of Portfolio Management Winter 2014, 40 (2) 69-85; DOI: https://doi.org/10.3905/jpm.2014.40.2.069
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What Do Sovereign Spreads Say About Expected Defaults and Devaluations? An Application to the European Sovereign Debt Crisis
J. Benson Durham

The Journal of Portfolio Management Winter 2014, 40 (2) 86-93; DOI: https://doi.org/10.3905/jpm.2014.40.2.086
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The Tax Option in Municipal Bonds
Andrew Kalotay and C. Douglas Howard

The Journal of Portfolio Management Winter 2014, 40 (2) 94-102; DOI: https://doi.org/10.3905/jpm.2014.40.2.094
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Performance Attribution of Options: Defining Single-Stock Option Exposures and Understanding the Brinson-Fachler Effects
Stuart Morgan

The Journal of Portfolio Management Winter 2014, 40 (2) 103-111; DOI: https://doi.org/10.3905/jpm.2014.40.2.103
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Volatility versus Tail Risk: Which One Is Compensated in Equity Funds?
James X. Xiong, Thomas M. Idzorek and Roger G. Ibbotson

The Journal of Portfolio Management Winter 2014, 40 (2) 112-121; DOI: https://doi.org/10.3905/jpm.2014.40.2.112
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Dividend-Price Ratios and Stock Returns: International Evidence
Bradford Cornell

The Journal of Portfolio Management Winter 2014, 40 (2) 122-127; DOI: https://doi.org/10.3905/jpm.2014.40.2.122
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Making Better (Investment) Decisions
Robert C. Jones

The Journal of Portfolio Management Winter 2014, 40 (2) 128-143; DOI: https://doi.org/10.3905/jpm.2014.40.2.128

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