Table of Contents

Winter 2015; Volume 41,Issue 2

A

  1. Alan, Nazli Sila

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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