Table of Contents

Article

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  Invited Editorial Comment

  Kevin Gaffney and Karthik Ramanathan

  The Journal of Portfolio Management Spring 2014, 40 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2014.40.3.001
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  Invited Editorial Comment

  Gary B. Gorton

  The Journal of Portfolio Management Spring 2014, 40 (3) 3-4; DOI: https://doi.org/10.3905/jpm.2014.40.3.003
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  Constraints and Innovations for Pension Investment:
  The Cases of Risk Parity and Risk Premia Investing

  Wai Lee

  The Journal of Portfolio Management Spring 2014, 40 (3) 12-20; DOI: https://doi.org/10.3905/jpm.2014.40.3.012
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  Risk- versus Trend-Driven Global Tactical
  Asset Allocation

  Benoit Guilleminot, Jean-Jacques Ohana and Steve Ohana

  The Journal of Portfolio Management Spring 2014, 40 (3) 21-33; DOI: https://doi.org/10.3905/jpm.2014.40.3.021
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  Rethinking Portfolio Rebalancing: Introducing
  Risk Contribution Rebalancing as an
  Alternative Approach to Traditional
  Value-Based Rebalancing Strategies

  Alexander Kohler and Hagen Wittig

  The Journal of Portfolio Management Spring 2014, 40 (3) 34-46; DOI: https://doi.org/10.3905/jpm.2014.40.3.034
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  The Power of Dynamic Asset Allocation

  Mirko Cardinale, Marco Navone and Andrzej Pioch

  The Journal of Portfolio Management Spring 2014, 40 (3) 47-60; DOI: https://doi.org/10.3905/jpm.2014.40.3.047
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  Explanations for the Volatility Effect: An Overview
  Based on the CAPM Assumptions

  David Blitz, Eric Falkenstein and Pim van Vliet

  The Journal of Portfolio Management Spring 2014, 40 (3) 61-76; DOI: https://doi.org/10.3905/jpm.2014.40.3.061
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  Chicken Little Gets It Wrong Again

  Anna Agapova, Robert Ferguson and Dean Leistikow

  The Journal of Portfolio Management Spring 2014, 40 (3) 77-86; DOI: https://doi.org/10.3905/jpm.2014.40.3.077
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  Exploring Macroeconomic Sensitivities: How
  Investments Respond to Different Economic Environments

  Antti Ilmanen, Thomas Maloney and Adrienne Ross

  The Journal of Portfolio Management Spring 2014, 40 (3) 87-99; DOI: https://doi.org/10.3905/jpm.2014.40.3.087
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  Are Flows Costly to Etf Investors?

  Brian J. Henderson and Gerald W. Buetow

  The Journal of Portfolio Management Spring 2014, 40 (3) 100-112; DOI: https://doi.org/10.3905/jpm.2014.40.3.100
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  High-Frequency Runs and Flash-Crash Predictability

  Irene Aldridge

  The Journal of Portfolio Management Spring 2014, 40 (3) 113-123; DOI: https://doi.org/10.3905/jpm.2014.40.3.113
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  Forecasting U.S. Bond Returns:
  A Practitioner’s Perspective

  George Mylnikov

  The Journal of Portfolio Management Spring 2014, 40 (3) 124-136; DOI: https://doi.org/10.3905/jpm.2014.40.3.124
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  Recent Trends in Equity Portfolio
  Construction Analytics

  Dessislava A. Pachamanova and Frank J. Fabozzi

  The Journal of Portfolio Management Spring 2014, 40 (3) 137-151; DOI: https://doi.org/10.3905/jpm.2014.40.3.137
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  Portfolio Risk Management Using
  the Lorenz Curve

  Haim Shalit

  The Journal of Portfolio Management Spring 2014, 40 (3) 152-159; DOI: https://doi.org/10.3905/jpm.2014.40.3.152