Table of Contents

Summer 2014; Volume 40,Issue 4

A

  1. Almadi, Himanshu

    1. 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

  2. Amenc, Noël

    1. 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

  3. Arabadjis, John S.

    1. 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

  4. Attaluri, Sudhakar

    1. 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

B

  1. Bhargava, Rajeev

    1. 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

  2. Bogle, John C.

    1. 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

  3. Bouchey, Paul

    1. 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

C

  1. Chambers, Donald R.

    1. 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

  2. Chow, Tzee-man

    1. 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

  3. Cuipa, Edward S.

    1. 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

E

  1. Estrada, Javier

    1. 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

F

  1. Froot, Kenneth A.

    1. 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

G

  1. Gelderen, Eduard van

    1. 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

  2. Goltz, Felix

    1. 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

H

  1. Hallerbach, Winfried G.

    1. 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

  2. Hsu, Jason C.

    1. 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

  3. Huij, Joop

    1. 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

J

  1. Jacobs, Bruce I.

    1. 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

K

  1. Kaiser, Lars

    1. 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

  2. Kuo, Li-lan

    1. 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

L

  1. Lamponi, Daniele

    1. 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

  2. Levy, Kenneth N.

    1. 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

  3. Li, Feifei

    1. 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

  4. Lodh, Ashish

    1. 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

M

  1. Martellini, Lionel

    1. 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

  2. Menichetti, Marco J.

    1. 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

R

  1. Rapach, David E.

    1. 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

S

  1. Sebastian, Mike

    1. 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

  2. Suri, Anil

    1. 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

V

  1. Vadlamudi, Hemambara

    1. 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

  2. Veress, Aron

    1. 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

Z

  1. Zdanowicz, John S.

    1. 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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