Table of Contents

Article

• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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