Table of Contents

Spring 2015; Volume 41,Issue 3

B

  1. Bijlsma, Michiel

    1. Tail Dependence: A Cross-Industry Comparison
      Sander Muns and Michiel Bijlsma
      The Journal of Portfolio Management Spring 2015, 41 (3) 109-116; DOI: https://doi.org/10.3905/jpm.2015.41.3.109

  2. Blanchett, David

    1. Building Efficient Income Portfolios
      David Blanchett and Hal Ratner
      The Journal of Portfolio Management Spring 2015, 41 (3) 117-125; DOI: https://doi.org/10.3905/jpm.2015.41.3.117

F

  1. Feyen, Erik

    1. INVITED EDITORIAL
      Erik Feyen
      The Journal of Portfolio Management Spring 2015, 41 (3) 1-3; DOI: https://doi.org/10.3905/jpm.2015.41.3.001

G

  1. Giamouridis, Daniel

    1. A Risk-Oriented Model for Factor Timing Decisions
      Keith L. Miller, Hong Li, Tiffany G. Zhou and Daniel Giamouridis
      The Journal of Portfolio Management Spring 2015, 41 (3) 46-58; DOI: https://doi.org/10.3905/jpm.2015.41.3.046

H

  1. Heisinger, Chuck

    1. The Folly of Blame: Why Investors Should Care About Their Managers’ Culture
      Jason Hsu, Jim Ware and Chuck Heisinger
      The Journal of Portfolio Management Spring 2015, 41 (3) 23-34; DOI: https://doi.org/10.3905/jpm.2015.41.3.023

  2. Hsu, Jason

    1. The Folly of Blame: Why Investors Should Care About Their Managers’ Culture
      Jason Hsu, Jim Ware and Chuck Heisinger
      The Journal of Portfolio Management Spring 2015, 41 (3) 23-34; DOI: https://doi.org/10.3905/jpm.2015.41.3.023

K

  1. Kakushadze, Zura

    1. INVITED EDITORIAL
      Zura Kakushadze and Jim Kyung-Soo Liew
      The Journal of Portfolio Management Spring 2015, 41 (3) 4-6; DOI: https://doi.org/10.3905/jpm.2015.41.3.004

  2. Kinlaw, Will

    1. The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
      Will Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Spring 2015, 41 (3) 14-21; DOI: https://doi.org/10.3905/jpm.2015.41.3.014

  3. Kritzman, Mark

    1. The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
      Will Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Spring 2015, 41 (3) 14-21; DOI: https://doi.org/10.3905/jpm.2015.41.3.014

  4. Kwon, David T.

    1. The Ins and Outs of Index Tracking
      James J. Rowley and David T. Kwon
      The Journal of Portfolio Management Spring 2015, 41 (3) 35-45; DOI: https://doi.org/10.3905/jpm.2015.41.3.035

L

  1. Lee, Jieun

    1. Did the Profitability of Momentum and Reversal Strategies Decline with Arbitrage Costs After the Turn of the Millennium?
      Jieun Lee and Joseph P. Ogden
      The Journal of Portfolio Management Spring 2015, 41 (3) 70-83; DOI: https://doi.org/10.3905/jpm.2015.41.3.070

  2. Li, Hong

    1. A Risk-Oriented Model for Factor Timing Decisions
      Keith L. Miller, Hong Li, Tiffany G. Zhou and Daniel Giamouridis
      The Journal of Portfolio Management Spring 2015, 41 (3) 46-58; DOI: https://doi.org/10.3905/jpm.2015.41.3.046

  3. Liew, Jim Kyung-Soo

    1. INVITED EDITORIAL
      Zura Kakushadze and Jim Kyung-Soo Liew
      The Journal of Portfolio Management Spring 2015, 41 (3) 4-6; DOI: https://doi.org/10.3905/jpm.2015.41.3.004

M

  1. Menchero, Jose

    1. Improving Risk Forecasts Through Cross-Sectional Observations
      Jose Menchero and Andrei Morozov
      The Journal of Portfolio Management Spring 2015, 41 (3) 84-96; DOI: https://doi.org/10.3905/jpm.2015.41.3.084

  2. Miller, Keith L.

    1. A Risk-Oriented Model for Factor Timing Decisions
      Keith L. Miller, Hong Li, Tiffany G. Zhou and Daniel Giamouridis
      The Journal of Portfolio Management Spring 2015, 41 (3) 46-58; DOI: https://doi.org/10.3905/jpm.2015.41.3.046

  3. Mladina, Peter

    1. Illuminating Hedge Fund Returns to Improve Portfolio Construction
      Peter Mladina
      The Journal of Portfolio Management Spring 2015, 41 (3) 127-139; DOI: https://doi.org/10.3905/jpm.2015.41.3.127

  4. Mo, Jack P.

    1. Value Investing Through the Lens of Campbell-Shiller
      Jack P. Mo and Xiao Qiao
      The Journal of Portfolio Management Spring 2015, 41 (3) 59-69; DOI: https://doi.org/10.3905/jpm.2015.41.3.059

  5. Morozov, Andrei

    1. Improving Risk Forecasts Through Cross-Sectional Observations
      Jose Menchero and Andrei Morozov
      The Journal of Portfolio Management Spring 2015, 41 (3) 84-96; DOI: https://doi.org/10.3905/jpm.2015.41.3.084

  6. Muns, Sander

    1. Tail Dependence: A Cross-Industry Comparison
      Sander Muns and Michiel Bijlsma
      The Journal of Portfolio Management Spring 2015, 41 (3) 109-116; DOI: https://doi.org/10.3905/jpm.2015.41.3.109

O

  1. Ogden, Joseph P.

    1. Did the Profitability of Momentum and Reversal Strategies Decline with Arbitrage Costs After the Turn of the Millennium?
      Jieun Lee and Joseph P. Ogden
      The Journal of Portfolio Management Spring 2015, 41 (3) 70-83; DOI: https://doi.org/10.3905/jpm.2015.41.3.070

Q

  1. Qiao, Xiao

    1. Value Investing Through the Lens of Campbell-Shiller
      Jack P. Mo and Xiao Qiao
      The Journal of Portfolio Management Spring 2015, 41 (3) 59-69; DOI: https://doi.org/10.3905/jpm.2015.41.3.059

R

  1. Ratner, Hal

    1. Building Efficient Income Portfolios
      David Blanchett and Hal Ratner
      The Journal of Portfolio Management Spring 2015, 41 (3) 117-125; DOI: https://doi.org/10.3905/jpm.2015.41.3.117

  2. Rowley, James J.

    1. The Ins and Outs of Index Tracking
      James J. Rowley and David T. Kwon
      The Journal of Portfolio Management Spring 2015, 41 (3) 35-45; DOI: https://doi.org/10.3905/jpm.2015.41.3.035

T

  1. Turkington, David

    1. The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
      Will Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Spring 2015, 41 (3) 14-21; DOI: https://doi.org/10.3905/jpm.2015.41.3.014

W

  1. Ware, Jim

    1. The Folly of Blame: Why Investors Should Care About Their Managers’ Culture
      Jason Hsu, Jim Ware and Chuck Heisinger
      The Journal of Portfolio Management Spring 2015, 41 (3) 23-34; DOI: https://doi.org/10.3905/jpm.2015.41.3.023

Z

  1. Zakamulin, Valeriy

    1. A Test of Covariance-Matrix Forecasting Methods
      Valeriy Zakamulin
      The Journal of Portfolio Management Spring 2015, 41 (3) 97-108; DOI: https://doi.org/10.3905/jpm.2015.41.3.097

  2. Zhou, Tiffany G.

    1. A Risk-Oriented Model for Factor Timing Decisions
      Keith L. Miller, Hong Li, Tiffany G. Zhou and Daniel Giamouridis
      The Journal of Portfolio Management Spring 2015, 41 (3) 46-58; DOI: https://doi.org/10.3905/jpm.2015.41.3.046
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