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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Winter 2015; Volume 41,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Alan, Nazli Sila

    1. You have access
      A Liquidity Program to Stabilize Equity Markets
      Nazli Sila Alan, John S. Mask and Robert A. Schwartz
      The Journal of Portfolio Management Winter 2015, 41 (2) 113-125; DOI: https://doi.org/10.3905/jpm.2015.41.2.113
  2. Alonso, Nicholas F.

    1. You have access
      The Resale Value of Risk-Parity Equity Portfolios
      Eric H. Sorensen and Nicholas F. Alonso
      The Journal of Portfolio Management Winter 2015, 41 (2) 23-32; DOI: https://doi.org/10.3905/jpm.2015.41.2.023
  3. Anson, Mark

    1. You have access
      Beta as an Oxymoron
      Mark Anson
      The Journal of Portfolio Management Winter 2015, 41 (2) 1-2; DOI: https://doi.org/10.3905/jpm.2015.41.2.001

B

  1. Bierman, Harold

    1. You have access
      A Conclusion for Most CEOs: Your Corporation Should Not Pay Dividends
      Harold Bierman
      The Journal of Portfolio Management Winter 2015, 41 (2) 138-139; DOI: https://doi.org/10.3905/jpm.2015.41.2.138

C

  1. Chiquoine, Ben

    1. You have access
      A Penalty Cost Approach to Strategic Asset Allocation with Illiquid Asset Classes
      Mark Hayes, James A. Primbs and Ben Chiquoine
      The Journal of Portfolio Management Winter 2015, 41 (2) 33-41; DOI: https://doi.org/10.3905/jpm.2015.41.2.033
  2. Cici, Gjergji

    1. You have access
      Market Transparency and the Marking Precision of Bond Mutual Fund Managers
      Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick
      The Journal of Portfolio Management Winter 2015, 41 (2) 126-137; DOI: https://doi.org/10.3905/jpm.2015.41.2.126

F

  1. Fisher, Gregg S.

    1. You have access
      Risk Parity Optimality
      Gregg S. Fisher, Philip Z. Maymin and Zakhar G. Maymin
      The Journal of Portfolio Management Winter 2015, 41 (2) 42-56; DOI: https://doi.org/10.3905/jpm.2015.41.2.042

G

  1. Gibson, Scott

    1. You have access
      Market Transparency and the Marking Precision of Bond Mutual Fund Managers
      Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick
      The Journal of Portfolio Management Winter 2015, 41 (2) 126-137; DOI: https://doi.org/10.3905/jpm.2015.41.2.126
  2. Gündüz, Yalin

    1. You have access
      Market Transparency and the Marking Precision of Bond Mutual Fund Managers
      Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick
      The Journal of Portfolio Management Winter 2015, 41 (2) 126-137; DOI: https://doi.org/10.3905/jpm.2015.41.2.126

H

  1. Hayes, Mark

    1. You have access
      A Penalty Cost Approach to Strategic Asset Allocation with Illiquid Asset Classes
      Mark Hayes, James A. Primbs and Ben Chiquoine
      The Journal of Portfolio Management Winter 2015, 41 (2) 33-41; DOI: https://doi.org/10.3905/jpm.2015.41.2.033

J

  1. Jacobsen, Brian

    1. You have access
      The Big ETF Charade
      Brian Jacobsen
      The Journal of Portfolio Management Winter 2015, 41 (2) 3-4; DOI: https://doi.org/10.3905/jpm.2015.41.2.003

K

  1. Kahn, Ronald N.

    1. You have access
      Smart Beta: The Owner’s Manual
      Ronald N. Kahn and Michael Lemmon
      The Journal of Portfolio Management Winter 2015, 41 (2) 76-83; DOI: https://doi.org/10.3905/jpm.2015.41.2.076
  2. Koniarski, Tim

    1. You have access
      Inflation-Protecting Asset Allocation: A Downside Risk Analysis
      Tim Koniarski and Steffen Sebastian
      The Journal of Portfolio Management Winter 2015, 41 (2) 57-70; DOI: https://doi.org/10.3905/jpm.2015.41.2.057

L

  1. Lemmon, Michael

    1. You have access
      Smart Beta: The Owner’s Manual
      Ronald N. Kahn and Michael Lemmon
      The Journal of Portfolio Management Winter 2015, 41 (2) 76-83; DOI: https://doi.org/10.3905/jpm.2015.41.2.076

M

  1. Malitius, Oliver

    1. You have access
      What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation
      Matthias W. Uhl, Mads Pedersen and Oliver Malitius
      The Journal of Portfolio Management Winter 2015, 41 (2) 100-112; DOI: https://doi.org/10.3905/jpm.2015.41.2.100
  2. Mask, John S.

    1. You have access
      A Liquidity Program to Stabilize Equity Markets
      Nazli Sila Alan, John S. Mask and Robert A. Schwartz
      The Journal of Portfolio Management Winter 2015, 41 (2) 113-125; DOI: https://doi.org/10.3905/jpm.2015.41.2.113
  3. Maymin, Philip Z.

    1. You have access
      Risk Parity Optimality
      Gregg S. Fisher, Philip Z. Maymin and Zakhar G. Maymin
      The Journal of Portfolio Management Winter 2015, 41 (2) 42-56; DOI: https://doi.org/10.3905/jpm.2015.41.2.042
  4. Maymin, Zakhar G.

    1. You have access
      Risk Parity Optimality
      Gregg S. Fisher, Philip Z. Maymin and Zakhar G. Maymin
      The Journal of Portfolio Management Winter 2015, 41 (2) 42-56; DOI: https://doi.org/10.3905/jpm.2015.41.2.042
  5. Merrick, John J.

    1. You have access
      Market Transparency and the Marking Precision of Bond Mutual Fund Managers
      Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick
      The Journal of Portfolio Management Winter 2015, 41 (2) 126-137; DOI: https://doi.org/10.3905/jpm.2015.41.2.126

P

  1. Pedersen, Mads

    1. You have access
      What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation
      Matthias W. Uhl, Mads Pedersen and Oliver Malitius
      The Journal of Portfolio Management Winter 2015, 41 (2) 100-112; DOI: https://doi.org/10.3905/jpm.2015.41.2.100
  2. Phoa, Wesley

    1. You have access
      Extreme Correlations and Optimizing for Stress
      Wesley Phoa
      The Journal of Portfolio Management Winter 2015, 41 (2) 71-75; DOI: https://doi.org/10.3905/jpm.2015.41.2.071
  3. Primbs, James A.

    1. You have access
      A Penalty Cost Approach to Strategic Asset Allocation with Illiquid Asset Classes
      Mark Hayes, James A. Primbs and Ben Chiquoine
      The Journal of Portfolio Management Winter 2015, 41 (2) 33-41; DOI: https://doi.org/10.3905/jpm.2015.41.2.033

Q

  1. Qian, Edward

    1. You have access
      On the Holy Grail of “Upside Participation and Downside Protection”
      Edward Qian
      The Journal of Portfolio Management Winter 2015, 41 (2) 11-22; DOI: https://doi.org/10.3905/jpm.2015.41.2.011

S

  1. Schwartz, Robert A.

    1. You have access
      A Liquidity Program to Stabilize Equity Markets
      Nazli Sila Alan, John S. Mask and Robert A. Schwartz
      The Journal of Portfolio Management Winter 2015, 41 (2) 113-125; DOI: https://doi.org/10.3905/jpm.2015.41.2.113
  2. Sebastian, Steffen

    1. You have access
      Inflation-Protecting Asset Allocation: A Downside Risk Analysis
      Tim Koniarski and Steffen Sebastian
      The Journal of Portfolio Management Winter 2015, 41 (2) 57-70; DOI: https://doi.org/10.3905/jpm.2015.41.2.057
  3. Siegel, Andrew F.

    1. You have access
      How Much Error Is in the Tracking Error? The Impact of Estimation Risk on Fund Tracking Error
      Artemiza Woodgate and Andrew F. Siegel
      The Journal of Portfolio Management Winter 2015, 41 (2) 84-99; DOI: https://doi.org/10.3905/jpm.2015.41.2.084
  4. Sorensen, Eric H.

    1. You have access
      The Resale Value of Risk-Parity Equity Portfolios
      Eric H. Sorensen and Nicholas F. Alonso
      The Journal of Portfolio Management Winter 2015, 41 (2) 23-32; DOI: https://doi.org/10.3905/jpm.2015.41.2.023

U

  1. Uhl, Matthias W.

    1. You have access
      What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation
      Matthias W. Uhl, Mads Pedersen and Oliver Malitius
      The Journal of Portfolio Management Winter 2015, 41 (2) 100-112; DOI: https://doi.org/10.3905/jpm.2015.41.2.100

W

  1. Woodgate, Artemiza

    1. You have access
      How Much Error Is in the Tracking Error? The Impact of Estimation Risk on Fund Tracking Error
      Artemiza Woodgate and Andrew F. Siegel
      The Journal of Portfolio Management Winter 2015, 41 (2) 84-99; DOI: https://doi.org/10.3905/jpm.2015.41.2.084
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The Journal of Portfolio Management: 41 (2)
The Journal of Portfolio Management
Vol. 41, Issue 2
Winter 2015
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