Index by author
Spring 2015; Volume 41,Issue 3
B
Bijlsma, Michiel
- You have accessTail Dependence: A Cross-Industry ComparisonSander Muns and Michiel BijlsmaThe Journal of Portfolio Management Spring 2015, 41 (3) 109-116; DOI: https://doi.org/10.3905/jpm.2015.41.3.109
Blanchett, David
- You have accessBuilding Efficient Income PortfoliosDavid Blanchett and Hal RatnerThe Journal of Portfolio Management Spring 2015, 41 (3) 117-125; DOI: https://doi.org/10.3905/jpm.2015.41.3.117
F
Feyen, Erik
- You have accessINVITED EDITORIALErik FeyenThe Journal of Portfolio Management Spring 2015, 41 (3) 1-3; DOI: https://doi.org/10.3905/jpm.2015.41.3.001
G
Giamouridis, Daniel
- You have accessA Risk-Oriented Model for Factor Timing DecisionsKeith L. Miller, Hong Li, Tiffany G. Zhou and Daniel GiamouridisThe Journal of Portfolio Management Spring 2015, 41 (3) 46-58; DOI: https://doi.org/10.3905/jpm.2015.41.3.046
H
Heisinger, Chuck
- You have accessThe Folly of Blame: Why Investors Should Care About Their Managers’ CultureJason Hsu, Jim Ware and Chuck HeisingerThe Journal of Portfolio Management Spring 2015, 41 (3) 23-34; DOI: https://doi.org/10.3905/jpm.2015.41.3.023
Hsu, Jason
- You have accessThe Folly of Blame: Why Investors Should Care About Their Managers’ CultureJason Hsu, Jim Ware and Chuck HeisingerThe Journal of Portfolio Management Spring 2015, 41 (3) 23-34; DOI: https://doi.org/10.3905/jpm.2015.41.3.023
K
Kakushadze, Zura
- You have accessINVITED EDITORIALZura Kakushadze and Jim Kyung-Soo LiewThe Journal of Portfolio Management Spring 2015, 41 (3) 4-6; DOI: https://doi.org/10.3905/jpm.2015.41.3.004
Kinlaw, Will
- You have accessThe Divergence of High- and Low-Frequency Estimation: Implications for Performance MeasurementWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Spring 2015, 41 (3) 14-21; DOI: https://doi.org/10.3905/jpm.2015.41.3.014
Kritzman, Mark
- You have accessThe Divergence of High- and Low-Frequency Estimation: Implications for Performance MeasurementWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Spring 2015, 41 (3) 14-21; DOI: https://doi.org/10.3905/jpm.2015.41.3.014
Kwon, David T.
- You have accessThe Ins and Outs of Index TrackingJames J. Rowley and David T. KwonThe Journal of Portfolio Management Spring 2015, 41 (3) 35-45; DOI: https://doi.org/10.3905/jpm.2015.41.3.035
L
Lee, Jieun
- You have accessDid the Profitability of Momentum and Reversal Strategies Decline with Arbitrage Costs After the Turn of the Millennium?Jieun Lee and Joseph P. OgdenThe Journal of Portfolio Management Spring 2015, 41 (3) 70-83; DOI: https://doi.org/10.3905/jpm.2015.41.3.070
Li, Hong
- You have accessA Risk-Oriented Model for Factor Timing DecisionsKeith L. Miller, Hong Li, Tiffany G. Zhou and Daniel GiamouridisThe Journal of Portfolio Management Spring 2015, 41 (3) 46-58; DOI: https://doi.org/10.3905/jpm.2015.41.3.046
Liew, Jim Kyung-Soo
- You have accessINVITED EDITORIALZura Kakushadze and Jim Kyung-Soo LiewThe Journal of Portfolio Management Spring 2015, 41 (3) 4-6; DOI: https://doi.org/10.3905/jpm.2015.41.3.004
M
Menchero, Jose
- You have accessImproving Risk Forecasts Through Cross-Sectional ObservationsJose Menchero and Andrei MorozovThe Journal of Portfolio Management Spring 2015, 41 (3) 84-96; DOI: https://doi.org/10.3905/jpm.2015.41.3.084
Miller, Keith L.
- You have accessA Risk-Oriented Model for Factor Timing DecisionsKeith L. Miller, Hong Li, Tiffany G. Zhou and Daniel GiamouridisThe Journal of Portfolio Management Spring 2015, 41 (3) 46-58; DOI: https://doi.org/10.3905/jpm.2015.41.3.046
Mladina, Peter
- You have accessIlluminating Hedge Fund Returns to Improve Portfolio ConstructionPeter MladinaThe Journal of Portfolio Management Spring 2015, 41 (3) 127-139; DOI: https://doi.org/10.3905/jpm.2015.41.3.127
Mo, Jack P.
- You have accessValue Investing Through the Lens of Campbell-ShillerJack P. Mo and Xiao QiaoThe Journal of Portfolio Management Spring 2015, 41 (3) 59-69; DOI: https://doi.org/10.3905/jpm.2015.41.3.059
Morozov, Andrei
- You have accessImproving Risk Forecasts Through Cross-Sectional ObservationsJose Menchero and Andrei MorozovThe Journal of Portfolio Management Spring 2015, 41 (3) 84-96; DOI: https://doi.org/10.3905/jpm.2015.41.3.084
Muns, Sander
- You have accessTail Dependence: A Cross-Industry ComparisonSander Muns and Michiel BijlsmaThe Journal of Portfolio Management Spring 2015, 41 (3) 109-116; DOI: https://doi.org/10.3905/jpm.2015.41.3.109
O
Ogden, Joseph P.
- You have accessDid the Profitability of Momentum and Reversal Strategies Decline with Arbitrage Costs After the Turn of the Millennium?Jieun Lee and Joseph P. OgdenThe Journal of Portfolio Management Spring 2015, 41 (3) 70-83; DOI: https://doi.org/10.3905/jpm.2015.41.3.070
Q
Qiao, Xiao
- You have accessValue Investing Through the Lens of Campbell-ShillerJack P. Mo and Xiao QiaoThe Journal of Portfolio Management Spring 2015, 41 (3) 59-69; DOI: https://doi.org/10.3905/jpm.2015.41.3.059
R
Ratner, Hal
- You have accessBuilding Efficient Income PortfoliosDavid Blanchett and Hal RatnerThe Journal of Portfolio Management Spring 2015, 41 (3) 117-125; DOI: https://doi.org/10.3905/jpm.2015.41.3.117
Rowley, James J.
- You have accessThe Ins and Outs of Index TrackingJames J. Rowley and David T. KwonThe Journal of Portfolio Management Spring 2015, 41 (3) 35-45; DOI: https://doi.org/10.3905/jpm.2015.41.3.035
T
Turkington, David
- You have accessThe Divergence of High- and Low-Frequency Estimation: Implications for Performance MeasurementWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Spring 2015, 41 (3) 14-21; DOI: https://doi.org/10.3905/jpm.2015.41.3.014
W
Ware, Jim
- You have accessThe Folly of Blame: Why Investors Should Care About Their Managers’ CultureJason Hsu, Jim Ware and Chuck HeisingerThe Journal of Portfolio Management Spring 2015, 41 (3) 23-34; DOI: https://doi.org/10.3905/jpm.2015.41.3.023
Z
Zakamulin, Valeriy
- You have accessA Test of Covariance-Matrix Forecasting MethodsValeriy ZakamulinThe Journal of Portfolio Management Spring 2015, 41 (3) 97-108; DOI: https://doi.org/10.3905/jpm.2015.41.3.097
Zhou, Tiffany G.
- You have accessA Risk-Oriented Model for Factor Timing DecisionsKeith L. Miller, Hong Li, Tiffany G. Zhou and Daniel GiamouridisThe Journal of Portfolio Management Spring 2015, 41 (3) 46-58; DOI: https://doi.org/10.3905/jpm.2015.41.3.046