The Journal of Portfolio Management: 40 (5)

Special 40th Anniversary Issue 2014; Volume 40,Issue 5

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INTRODUCTION
Mohamed A. El-Erian

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 1-4; DOI: https://doi.org/10.3905/jpm.2014.40.5.001
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Behavioral Finance: Peter Bernstein and The Journal
of Portfolio Management
Meir Statman

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 24-37; DOI: https://doi.org/10.3905/jpm.2014.40.5.024
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Long Lives and New Strategies
Robert S. Kapito

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 38-41; DOI: https://doi.org/10.3905/jpm.2014.40.5.038
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Lightning Strikes: The Creation of Vanguard, the
First Index Mutual Fund, and the
Revolution It Spawned
John C. Bogle

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 42-59; DOI: https://doi.org/10.3905/jpm.2014.40.5.042
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Ten Investment Insights that Matter
Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 60-67; DOI: https://doi.org/10.3905/jpm.2014.40.5.060
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Dimensions of Popularity
Roger G. Ibbotson and Thomas M. Idzorek

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 68-74; DOI: https://doi.org/10.3905/jpm.2014.40.5.068
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Fact, Fiction, and Momentum Investing
Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075
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The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest
Overfitting, and Non-Normality
David H. Bailey and Marcos López de Prado

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 94-107; DOI: https://doi.org/10.3905/jpm.2014.40.5.094
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Evaluating Trading Strategies
Campbell R. Harvey and Yan Liu

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108
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Anchored in Reality or Blinded by a Paradigm: The Role
of Cap-Weighted Indices in the Future
Marc R. Reinganum

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 119-125; DOI: https://doi.org/10.3905/jpm.2014.40.5.119
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Is Smart Beta Really Smart?
Burton G. Malkiel

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 127-134; DOI: https://doi.org/10.3905/jpm.2014.40.5.127
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The Stable Roe Portfolio: An Alternative Equity Index
Strategy Based on Common Sense Security Analysis
Russell J. Fuller, Raife Giovinazzo and Yining Tung

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135
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The New Diversification: Open Your
Eyes to Alternatives
Christopher Geczy

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 146-155; DOI: https://doi.org/10.3905/jpm.2014.40.5.146
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The Divergence of High- and Low-Frequency Estimation:
Causes and Consequences
William Kinlaw, Mark Kritzman and David Turkington

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156
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Forward Curve Shifts and Return Convergence
Martin L. Leibowitz, Stanley Kogelman and Anthony Bova

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170
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Can We Predict Stock Market Crashes?
Sergio M. Focardi and Frank J. Fabozzi

The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 183-195; DOI: https://doi.org/10.3905/jpm.2014.40.5.183

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