The Journal of Portfolio Management: 40 (3)

Spring 2014; Volume 40,Issue 3

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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

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