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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Spring 2014; Volume 40,Issue 3

Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Portfolio Management: 40 (3)
The Journal of Portfolio Management
Vol. 40, Issue 3
Spring 2014
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