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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

Winter 2014; Volume 40,Issue 2

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
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The Journal of Portfolio Management: 40 (2)
The Journal of Portfolio Management
Vol. 40, Issue 2
Winter 2014
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