Index by author
Summer 2014; Volume 40,Issue 4
A
Almadi, Himanshu
- You have accessReturn Predictability and Dynamic Asset Allocation:
How Often Should Investors Rebalance?Himanshu Almadi, David E. Rapach and Anil SuriThe Journal of Portfolio Management Summer 2014, 40 (4) 16-27; DOI: https://doi.org/10.3905/jpm.2014.40.4.016
Amenc, Noël
- You have accessTowards Smart Equity Factor Indices:
Harvesting Risk Premia without Taking Unrewarded RisksNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management Summer 2014, 40 (4) 106-122; DOI: https://doi.org/10.3905/jpm.2014.40.4.106
Arabadjis, John S.
- You have accessMulti-Asset Sentiment and Institutional
Investor Behavior: A Cross-Asset PerspectiveKenneth A. Froot, Rajeev Bhargava, Edward S. Cuipa and John S. ArabadjisThe Journal of Portfolio Management Summer 2014, 40 (4) 144-156; DOI: https://doi.org/10.3905/jpm.2014.40.4.144
Attaluri, Sudhakar
- You have accessConviction in Equity InvestingMike Sebastian and Sudhakar AttaluriThe Journal of Portfolio Management Summer 2014, 40 (4) 77-88; DOI: https://doi.org/10.3905/jpm.2014.40.4.077
B
Bhargava, Rajeev
- You have accessMulti-Asset Sentiment and Institutional
Investor Behavior: A Cross-Asset PerspectiveKenneth A. Froot, Rajeev Bhargava, Edward S. Cuipa and John S. ArabadjisThe Journal of Portfolio Management Summer 2014, 40 (4) 144-156; DOI: https://doi.org/10.3905/jpm.2014.40.4.144
Bogle, John C.
- You have accessINVITED EDITORIAL COMMENTJohn C. BogleThe Journal of Portfolio Management Summer 2014, 40 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2014.40.4.001
Bouchey, Paul
- You have accessIs Smart Beta Still Smart after Taxes?Hemambara Vadlamudi and Paul BoucheyThe Journal of Portfolio Management Summer 2014, 40 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2014.40.4.123
C
Chambers, Donald R.
- You have accessThe Limitations of Diversification ReturnDonald R. Chambers and John S. ZdanowiczThe Journal of Portfolio Management Summer 2014, 40 (4) 65-76; DOI: https://doi.org/10.3905/jpm.2014.40.4.065
Chow, Tzee-man
- You have accessA Study of Low-Volatility Portfolio
Construction MethodsTzee-man Chow, Jason C. Hsu, Li-lan Kuo and Feifei LiThe Journal of Portfolio Management Summer 2014, 40 (4) 89-105; DOI: https://doi.org/10.3905/jpm.2014.40.4.089
Cuipa, Edward S.
- You have accessMulti-Asset Sentiment and Institutional
Investor Behavior: A Cross-Asset PerspectiveKenneth A. Froot, Rajeev Bhargava, Edward S. Cuipa and John S. ArabadjisThe Journal of Portfolio Management Summer 2014, 40 (4) 144-156; DOI: https://doi.org/10.3905/jpm.2014.40.4.144
E
Estrada, Javier
- You have accessThe Glidepath Illusion: An International
PerspectiveJavier EstradaThe Journal of Portfolio Management Summer 2014, 40 (4) 52-64; DOI: https://doi.org/10.3905/jpm.2014.40.4.052
F
Froot, Kenneth A.
- You have accessMulti-Asset Sentiment and Institutional
Investor Behavior: A Cross-Asset PerspectiveKenneth A. Froot, Rajeev Bhargava, Edward S. Cuipa and John S. ArabadjisThe Journal of Portfolio Management Summer 2014, 40 (4) 144-156; DOI: https://doi.org/10.3905/jpm.2014.40.4.144
G
Gelderen, Eduard van
- You have accessAcademic Knowledge Dissemination in the Mutual
Fund Industry: Can Mutual Funds Successfully Adopt Factor
Investing Strategies?Eduard van Gelderen and Joop HuijThe Journal of Portfolio Management Summer 2014, 40 (4) 157-167; DOI: https://doi.org/10.3905/jpm.2014.40.4.157
Goltz, Felix
- You have accessTowards Smart Equity Factor Indices:
Harvesting Risk Premia without Taking Unrewarded RisksNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management Summer 2014, 40 (4) 106-122; DOI: https://doi.org/10.3905/jpm.2014.40.4.106
H
Hallerbach, Winfried G.
- You have accessOn the Expected Performance of Market
Timing StrategiesWinfried G. HallerbachThe Journal of Portfolio Management Summer 2014, 40 (4) 42-51; DOI: https://doi.org/10.3905/jpm.2014.40.4.042
Hsu, Jason C.
- You have accessA Study of Low-Volatility Portfolio
Construction MethodsTzee-man Chow, Jason C. Hsu, Li-lan Kuo and Feifei LiThe Journal of Portfolio Management Summer 2014, 40 (4) 89-105; DOI: https://doi.org/10.3905/jpm.2014.40.4.089
Huij, Joop
- You have accessAcademic Knowledge Dissemination in the Mutual
Fund Industry: Can Mutual Funds Successfully Adopt Factor
Investing Strategies?Eduard van Gelderen and Joop HuijThe Journal of Portfolio Management Summer 2014, 40 (4) 157-167; DOI: https://doi.org/10.3905/jpm.2014.40.4.157
J
Jacobs, Bruce I.
- You have accessINVITED EDITORIAL COMMENTBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management Summer 2014, 40 (4) 4-7; DOI: https://doi.org/10.3905/jpm.2014.40.4.004
K
Kaiser, Lars
- You have accessEnhanced Mean–Variance Portfolios:
A Controlled Integration of Quantitative PredictorsLars Kaiser, Marco J. Menichetti and Aron VeressThe Journal of Portfolio Management Summer 2014, 40 (4) 28-41; DOI: https://doi.org/10.3905/jpm.2014.40.4.028
Kuo, Li-lan
- You have accessA Study of Low-Volatility Portfolio
Construction MethodsTzee-man Chow, Jason C. Hsu, Li-lan Kuo and Feifei LiThe Journal of Portfolio Management Summer 2014, 40 (4) 89-105; DOI: https://doi.org/10.3905/jpm.2014.40.4.089
L
Lamponi, Daniele
- You have accessThe Long-Term Performance of Equity
Investment Strategies and the Correlation TrapDaniele LamponiThe Journal of Portfolio Management Summer 2014, 40 (4) 135-142; DOI: https://doi.org/10.3905/jpm.2014.40.4.135
Levy, Kenneth N.
- You have accessINVITED EDITORIAL COMMENTBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management Summer 2014, 40 (4) 4-7; DOI: https://doi.org/10.3905/jpm.2014.40.4.004
Li, Feifei
- You have accessA Study of Low-Volatility Portfolio
Construction MethodsTzee-man Chow, Jason C. Hsu, Li-lan Kuo and Feifei LiThe Journal of Portfolio Management Summer 2014, 40 (4) 89-105; DOI: https://doi.org/10.3905/jpm.2014.40.4.089
Lodh, Ashish
- You have accessTowards Smart Equity Factor Indices:
Harvesting Risk Premia without Taking Unrewarded RisksNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management Summer 2014, 40 (4) 106-122; DOI: https://doi.org/10.3905/jpm.2014.40.4.106
M
Martellini, Lionel
- You have accessTowards Smart Equity Factor Indices:
Harvesting Risk Premia without Taking Unrewarded RisksNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management Summer 2014, 40 (4) 106-122; DOI: https://doi.org/10.3905/jpm.2014.40.4.106
Menichetti, Marco J.
- You have accessEnhanced Mean–Variance Portfolios:
A Controlled Integration of Quantitative PredictorsLars Kaiser, Marco J. Menichetti and Aron VeressThe Journal of Portfolio Management Summer 2014, 40 (4) 28-41; DOI: https://doi.org/10.3905/jpm.2014.40.4.028
R
Rapach, David E.
- You have accessReturn Predictability and Dynamic Asset Allocation:
How Often Should Investors Rebalance?Himanshu Almadi, David E. Rapach and Anil SuriThe Journal of Portfolio Management Summer 2014, 40 (4) 16-27; DOI: https://doi.org/10.3905/jpm.2014.40.4.016
S
Sebastian, Mike
- You have accessConviction in Equity InvestingMike Sebastian and Sudhakar AttaluriThe Journal of Portfolio Management Summer 2014, 40 (4) 77-88; DOI: https://doi.org/10.3905/jpm.2014.40.4.077
Suri, Anil
- You have accessReturn Predictability and Dynamic Asset Allocation:
How Often Should Investors Rebalance?Himanshu Almadi, David E. Rapach and Anil SuriThe Journal of Portfolio Management Summer 2014, 40 (4) 16-27; DOI: https://doi.org/10.3905/jpm.2014.40.4.016
V
Vadlamudi, Hemambara
- You have accessIs Smart Beta Still Smart after Taxes?Hemambara Vadlamudi and Paul BoucheyThe Journal of Portfolio Management Summer 2014, 40 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2014.40.4.123
Veress, Aron
- You have accessEnhanced Mean–Variance Portfolios:
A Controlled Integration of Quantitative PredictorsLars Kaiser, Marco J. Menichetti and Aron VeressThe Journal of Portfolio Management Summer 2014, 40 (4) 28-41; DOI: https://doi.org/10.3905/jpm.2014.40.4.028
Z
Zdanowicz, John S.
- You have accessThe Limitations of Diversification ReturnDonald R. Chambers and John S. ZdanowiczThe Journal of Portfolio Management Summer 2014, 40 (4) 65-76; DOI: https://doi.org/10.3905/jpm.2014.40.4.065