The Journal of Portfolio Management: 40 (4)

Summer 2014; Volume 40,Issue 4

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INVITED EDITORIAL COMMENT
John C. Bogle

The Journal of Portfolio Management Summer 2014, 40 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2014.40.4.001
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INVITED EDITORIAL COMMENT
Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management Summer 2014, 40 (4) 4-7; DOI: https://doi.org/10.3905/jpm.2014.40.4.004
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Return Predictability and Dynamic Asset Allocation:
How Often Should Investors Rebalance?
Himanshu Almadi, David E. Rapach and Anil Suri

The Journal of Portfolio Management Summer 2014, 40 (4) 16-27; DOI: https://doi.org/10.3905/jpm.2014.40.4.016
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Enhanced Mean–Variance Portfolios:
A Controlled Integration of Quantitative Predictors
Lars Kaiser, Marco J. Menichetti and Aron Veress

The Journal of Portfolio Management Summer 2014, 40 (4) 28-41; DOI: https://doi.org/10.3905/jpm.2014.40.4.028
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On the Expected Performance of Market
Timing Strategies
Winfried G. Hallerbach

The Journal of Portfolio Management Summer 2014, 40 (4) 42-51; DOI: https://doi.org/10.3905/jpm.2014.40.4.042
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The Glidepath Illusion: An International
Perspective
Javier Estrada

The Journal of Portfolio Management Summer 2014, 40 (4) 52-64; DOI: https://doi.org/10.3905/jpm.2014.40.4.052
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The Limitations of Diversification Return
Donald R. Chambers and John S. Zdanowicz

The Journal of Portfolio Management Summer 2014, 40 (4) 65-76; DOI: https://doi.org/10.3905/jpm.2014.40.4.065
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Conviction in Equity Investing
Mike Sebastian and Sudhakar Attaluri

The Journal of Portfolio Management Summer 2014, 40 (4) 77-88; DOI: https://doi.org/10.3905/jpm.2014.40.4.077
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A Study of Low-Volatility Portfolio
Construction Methods
Tzee-man Chow, Jason C. Hsu, Li-lan Kuo and Feifei Li

The Journal of Portfolio Management Summer 2014, 40 (4) 89-105; DOI: https://doi.org/10.3905/jpm.2014.40.4.089
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Towards Smart Equity Factor Indices:
Harvesting Risk Premia without Taking Unrewarded Risks
Noël Amenc, Felix Goltz, Ashish Lodh and Lionel Martellini

The Journal of Portfolio Management Summer 2014, 40 (4) 106-122; DOI: https://doi.org/10.3905/jpm.2014.40.4.106
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Is Smart Beta Still Smart after Taxes?
Hemambara Vadlamudi and Paul Bouchey

The Journal of Portfolio Management Summer 2014, 40 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2014.40.4.123
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The Long-Term Performance of Equity
Investment Strategies and the Correlation Trap
Daniele Lamponi

The Journal of Portfolio Management Summer 2014, 40 (4) 135-142; DOI: https://doi.org/10.3905/jpm.2014.40.4.135
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Multi-Asset Sentiment and Institutional
Investor Behavior: A Cross-Asset Perspective
Kenneth A. Froot, Rajeev Bhargava, Edward S. Cuipa and John S. Arabadjis

The Journal of Portfolio Management Summer 2014, 40 (4) 144-156; DOI: https://doi.org/10.3905/jpm.2014.40.4.144
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Academic Knowledge Dissemination in the Mutual
Fund Industry: Can Mutual Funds Successfully Adopt Factor
Investing Strategies?
Eduard van Gelderen and Joop Huij

The Journal of Portfolio Management Summer 2014, 40 (4) 157-167; DOI: https://doi.org/10.3905/jpm.2014.40.4.157

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