The Journal of Portfolio Management: 41 (4)

Summer 2015; Volume 41,Issue 4

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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

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