Table of Contents

Article

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  INVITED EDITORIAL

  Bruce I. Jacobs

  The Journal of Portfolio Management Summer 2015, 41 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2015.41.4.001
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  INVITED EDITORIAL

  David Blitz

  The Journal of Portfolio Management Summer 2015, 41 (4) 4-7; DOI: https://doi.org/10.3905/jpm.2015.41.4.004
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  INVITED EDITORIAL

  Nazli Sila Alan, Timothy Mahoney and Robert A. Schwartz

  The Journal of Portfolio Management Summer 2015, 41 (4) 8-11; DOI: https://doi.org/10.3905/jpm.2015.41.4.008
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  The Triumph of Mediocrity: A Case Study of Naïve Beta

  Edward Qian, Nicholas Alonso and Mark Barnes

  The Journal of Portfolio Management Summer 2015, 41 (4) 19-34; DOI: https://doi.org/10.3905/jpm.2015.41.4.019
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  Should Equity Investors Care about Corporate Bond Prices? Using Bond Prices to Construct Equity Momentum Strategies

  Arik Ben Dor and Zhe Xu

  The Journal of Portfolio Management Summer 2015, 41 (4) 35-49; DOI: https://doi.org/10.3905/jpm.2015.41.4.035
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  Rip Van Winkle Indexing

  Robert Arnott, Noah Beck and Vitali Kalesnik

  The Journal of Portfolio Management Summer 2015, 41 (4) 50-67; DOI: https://doi.org/10.3905/jpm.2015.41.4.050
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  Implied Expected Returns and the Choice of a Mean–Variance Efficient Portfolio Proxy

  David Ardia and Kris Boudt

  The Journal of Portfolio Management Summer 2015, 41 (4) 68-81; DOI: https://doi.org/10.3905/jpm.2015.41.4.068
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  Carry and Trend in Lots of Places

  Vineer Bhansali, Josh Davis, Matt Dorsten and Graham Rennison

  The Journal of Portfolio Management Summer 2015, 41 (4) 82-90; DOI: https://doi.org/10.3905/jpm.2015.41.4.082
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  On the Optimal Mix of Active and Passive Investments

  Stephen A. Buser

  The Journal of Portfolio Management Summer 2015, 41 (4) 91-96; DOI: https://doi.org/10.3905/jpm.2015.41.4.091
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  Bad Habits and Good Practices

  Amit Goyal, Antti Ilmanen and David Kabiller

  The Journal of Portfolio Management Summer 2015, 41 (4) 97-107; DOI: https://doi.org/10.3905/jpm.2015.41.4.097
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  Still Not Cheap: Portfolio Protection in Calm Markets

  Roni Israelov and Lars N. Nielsen

  The Journal of Portfolio Management Summer 2015, 41 (4) 108-120; DOI: https://doi.org/10.3905/jpm.2015.41.4.108
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  The Stock as a Portfolio of Durations: Solving Black’s Dividend Puzzle Using Black’s Criteria

  Oscar Varela

  The Journal of Portfolio Management Summer 2015, 41 (4) 122-132; DOI: https://doi.org/10.3905/jpm.2015.41.4.122
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  Forecasting Prices in Regime-Switching Markets

  Luis E. Pereiro and Martín González-Rozada

  The Journal of Portfolio Management Summer 2015, 41 (4) 133-139; DOI: https://doi.org/10.3905/jpm.2015.41.4.133
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  The Future of Empirical Finance

  Marcos López de Prado

  The Journal of Portfolio Management Summer 2015, 41 (4) 140-144; DOI: https://doi.org/10.3905/jpm.2015.41.4.140
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  Economics: An Empirical Science Capable of Forecasting Economic Events?

  Sergio M. Focardi and Frank J. Fabozzi

  The Journal of Portfolio Management Summer 2015, 41 (4) 145-151; DOI: https://doi.org/10.3905/jpm.2015.41.4.145