Table of Contents
Winter 2015; Volume 41,Issue 2
A
Alan, Nazli Sila
- You have accessA Liquidity Program to Stabilize Equity MarketsNazli Sila Alan, John S. Mask and Robert A. SchwartzThe Journal of Portfolio Management Winter 2015, 41 (2) 113-125; DOI: https://doi.org/10.3905/jpm.2015.41.2.113
Alonso, Nicholas F.
- You have accessThe Resale Value of Risk-Parity Equity PortfoliosEric H. Sorensen and Nicholas F. AlonsoThe Journal of Portfolio Management Winter 2015, 41 (2) 23-32; DOI: https://doi.org/10.3905/jpm.2015.41.2.023
Anson, Mark
- You have accessBeta as an OxymoronMark AnsonThe Journal of Portfolio Management Winter 2015, 41 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2015.41.2.001
B
Bierman, Harold
- You have accessA Conclusion for Most CEOs: Your Corporation Should Not Pay DividendsHarold BiermanThe Journal of Portfolio Management Winter 2015, 41 (2) 138-139; DOI: https://doi.org/10.3905/jpm.2015.41.2.138
C
Chiquoine, Ben
- You have accessA Penalty Cost Approach to Strategic Asset Allocation with Illiquid Asset ClassesMark Hayes, James A. Primbs and Ben ChiquoineThe Journal of Portfolio Management Winter 2015, 41 (2) 33-41; DOI: https://doi.org/10.3905/jpm.2015.41.2.033
Cici, Gjergji
- You have accessMarket Transparency and the Marking Precision of Bond Mutual Fund ManagersGjergji Cici, Scott Gibson, Yalin Gündüz and John J. MerrickThe Journal of Portfolio Management Winter 2015, 41 (2) 126-137; DOI: https://doi.org/10.3905/jpm.2015.41.2.126
F
Fisher, Gregg S.
- You have accessRisk Parity OptimalityGregg S. Fisher, Philip Z. Maymin and Zakhar G. MayminThe Journal of Portfolio Management Winter 2015, 41 (2) 42-56; DOI: https://doi.org/10.3905/jpm.2015.41.2.042
G
Gibson, Scott
- You have accessMarket Transparency and the Marking Precision of Bond Mutual Fund ManagersGjergji Cici, Scott Gibson, Yalin Gündüz and John J. MerrickThe Journal of Portfolio Management Winter 2015, 41 (2) 126-137; DOI: https://doi.org/10.3905/jpm.2015.41.2.126
Gündüz, Yalin
- You have accessMarket Transparency and the Marking Precision of Bond Mutual Fund ManagersGjergji Cici, Scott Gibson, Yalin Gündüz and John J. MerrickThe Journal of Portfolio Management Winter 2015, 41 (2) 126-137; DOI: https://doi.org/10.3905/jpm.2015.41.2.126
H
Hayes, Mark
- You have accessA Penalty Cost Approach to Strategic Asset Allocation with Illiquid Asset ClassesMark Hayes, James A. Primbs and Ben ChiquoineThe Journal of Portfolio Management Winter 2015, 41 (2) 33-41; DOI: https://doi.org/10.3905/jpm.2015.41.2.033
J
Jacobsen, Brian
- You have accessThe Big ETF CharadeBrian JacobsenThe Journal of Portfolio Management Winter 2015, 41 (2) 3-4; DOI: https://doi.org/10.3905/jpm.2015.41.2.003
K
Kahn, Ronald N.
- You have accessSmart Beta: The Owner’s ManualRonald N. Kahn and Michael LemmonThe Journal of Portfolio Management Winter 2015, 41 (2) 76-83; DOI: https://doi.org/10.3905/jpm.2015.41.2.076
Koniarski, Tim
- You have accessInflation-Protecting Asset Allocation: A Downside Risk AnalysisTim Koniarski and Steffen SebastianThe Journal of Portfolio Management Winter 2015, 41 (2) 57-70; DOI: https://doi.org/10.3905/jpm.2015.41.2.057
L
Lemmon, Michael
- You have accessSmart Beta: The Owner’s ManualRonald N. Kahn and Michael LemmonThe Journal of Portfolio Management Winter 2015, 41 (2) 76-83; DOI: https://doi.org/10.3905/jpm.2015.41.2.076
M
Malitius, Oliver
- You have accessWhat’s in the News? Using News Sentiment Momentum for Tactical Asset AllocationMatthias W. Uhl, Mads Pedersen and Oliver MalitiusThe Journal of Portfolio Management Winter 2015, 41 (2) 100-112; DOI: https://doi.org/10.3905/jpm.2015.41.2.100
Mask, John S.
- You have accessA Liquidity Program to Stabilize Equity MarketsNazli Sila Alan, John S. Mask and Robert A. SchwartzThe Journal of Portfolio Management Winter 2015, 41 (2) 113-125; DOI: https://doi.org/10.3905/jpm.2015.41.2.113
Maymin, Philip Z.
- You have accessRisk Parity OptimalityGregg S. Fisher, Philip Z. Maymin and Zakhar G. MayminThe Journal of Portfolio Management Winter 2015, 41 (2) 42-56; DOI: https://doi.org/10.3905/jpm.2015.41.2.042
Maymin, Zakhar G.
- You have accessRisk Parity OptimalityGregg S. Fisher, Philip Z. Maymin and Zakhar G. MayminThe Journal of Portfolio Management Winter 2015, 41 (2) 42-56; DOI: https://doi.org/10.3905/jpm.2015.41.2.042
Merrick, John J.
- You have accessMarket Transparency and the Marking Precision of Bond Mutual Fund ManagersGjergji Cici, Scott Gibson, Yalin Gündüz and John J. MerrickThe Journal of Portfolio Management Winter 2015, 41 (2) 126-137; DOI: https://doi.org/10.3905/jpm.2015.41.2.126
P
Pedersen, Mads
- You have accessWhat’s in the News? Using News Sentiment Momentum for Tactical Asset AllocationMatthias W. Uhl, Mads Pedersen and Oliver MalitiusThe Journal of Portfolio Management Winter 2015, 41 (2) 100-112; DOI: https://doi.org/10.3905/jpm.2015.41.2.100
Phoa, Wesley
- You have accessExtreme Correlations and Optimizing for StressWesley PhoaThe Journal of Portfolio Management Winter 2015, 41 (2) 71-75; DOI: https://doi.org/10.3905/jpm.2015.41.2.071
Primbs, James A.
- You have accessA Penalty Cost Approach to Strategic Asset Allocation with Illiquid Asset ClassesMark Hayes, James A. Primbs and Ben ChiquoineThe Journal of Portfolio Management Winter 2015, 41 (2) 33-41; DOI: https://doi.org/10.3905/jpm.2015.41.2.033
Q
Qian, Edward
- You have accessOn the Holy Grail of “Upside Participation and Downside Protection”Edward QianThe Journal of Portfolio Management Winter 2015, 41 (2) 11-22; DOI: https://doi.org/10.3905/jpm.2015.41.2.011
S
Schwartz, Robert A.
- You have accessA Liquidity Program to Stabilize Equity MarketsNazli Sila Alan, John S. Mask and Robert A. SchwartzThe Journal of Portfolio Management Winter 2015, 41 (2) 113-125; DOI: https://doi.org/10.3905/jpm.2015.41.2.113
Sebastian, Steffen
- You have accessInflation-Protecting Asset Allocation: A Downside Risk AnalysisTim Koniarski and Steffen SebastianThe Journal of Portfolio Management Winter 2015, 41 (2) 57-70; DOI: https://doi.org/10.3905/jpm.2015.41.2.057
Siegel, Andrew F.
- You have accessHow Much Error Is in the Tracking Error? The Impact of Estimation Risk on Fund Tracking ErrorArtemiza Woodgate and Andrew F. SiegelThe Journal of Portfolio Management Winter 2015, 41 (2) 84-99; DOI: https://doi.org/10.3905/jpm.2015.41.2.084
Sorensen, Eric H.
- You have accessThe Resale Value of Risk-Parity Equity PortfoliosEric H. Sorensen and Nicholas F. AlonsoThe Journal of Portfolio Management Winter 2015, 41 (2) 23-32; DOI: https://doi.org/10.3905/jpm.2015.41.2.023
U
Uhl, Matthias W.
- You have accessWhat’s in the News? Using News Sentiment Momentum for Tactical Asset AllocationMatthias W. Uhl, Mads Pedersen and Oliver MalitiusThe Journal of Portfolio Management Winter 2015, 41 (2) 100-112; DOI: https://doi.org/10.3905/jpm.2015.41.2.100
W
Woodgate, Artemiza
- You have accessHow Much Error Is in the Tracking Error? The Impact of Estimation Risk on Fund Tracking ErrorArtemiza Woodgate and Andrew F. SiegelThe Journal of Portfolio Management Winter 2015, 41 (2) 84-99; DOI: https://doi.org/10.3905/jpm.2015.41.2.084