Table of Contents
Summer 2015; Volume 41,Issue 4
A
Alan, Nazli Sila
- You have accessINVITED EDITORIALNazli Sila Alan, Timothy Mahoney and Robert A. SchwartzThe Journal of Portfolio Management Summer 2015, 41 (4) 8-11; DOI: https://doi.org/10.3905/jpm.2015.41.4.008
Alonso, Nicholas
- You have accessThe Triumph of Mediocrity: A Case Study of Naïve BetaEdward Qian, Nicholas Alonso and Mark BarnesThe Journal of Portfolio Management Summer 2015, 41 (4) 19-34; DOI: https://doi.org/10.3905/jpm.2015.41.4.019
Ardia, David
- You have accessImplied Expected Returns and the Choice of a Mean–Variance Efficient Portfolio ProxyDavid Ardia and Kris BoudtThe Journal of Portfolio Management Summer 2015, 41 (4) 68-81; DOI: https://doi.org/10.3905/jpm.2015.41.4.068
Arnott, Robert
- You have accessRip Van Winkle IndexingRobert Arnott, Noah Beck and Vitali KalesnikThe Journal of Portfolio Management Summer 2015, 41 (4) 50-67; DOI: https://doi.org/10.3905/jpm.2015.41.4.050
B
Barnes, Mark
- You have accessThe Triumph of Mediocrity: A Case Study of Naïve BetaEdward Qian, Nicholas Alonso and Mark BarnesThe Journal of Portfolio Management Summer 2015, 41 (4) 19-34; DOI: https://doi.org/10.3905/jpm.2015.41.4.019
Beck, Noah
- You have accessRip Van Winkle IndexingRobert Arnott, Noah Beck and Vitali KalesnikThe Journal of Portfolio Management Summer 2015, 41 (4) 50-67; DOI: https://doi.org/10.3905/jpm.2015.41.4.050
Bhansali, Vineer
- You have accessCarry and Trend in Lots of PlacesVineer Bhansali, Josh Davis, Matt Dorsten and Graham RennisonThe Journal of Portfolio Management Summer 2015, 41 (4) 82-90; DOI: https://doi.org/10.3905/jpm.2015.41.4.082
Blitz, David
- You have accessINVITED EDITORIALDavid BlitzThe Journal of Portfolio Management Summer 2015, 41 (4) 4-7; DOI: https://doi.org/10.3905/jpm.2015.41.4.004
Boudt, Kris
- You have accessImplied Expected Returns and the Choice of a Mean–Variance Efficient Portfolio ProxyDavid Ardia and Kris BoudtThe Journal of Portfolio Management Summer 2015, 41 (4) 68-81; DOI: https://doi.org/10.3905/jpm.2015.41.4.068
Buser, Stephen A.
- You have accessOn the Optimal Mix of Active and Passive InvestmentsStephen A. BuserThe Journal of Portfolio Management Summer 2015, 41 (4) 91-96; DOI: https://doi.org/10.3905/jpm.2015.41.4.091
D
Davis, Josh
- You have accessCarry and Trend in Lots of PlacesVineer Bhansali, Josh Davis, Matt Dorsten and Graham RennisonThe Journal of Portfolio Management Summer 2015, 41 (4) 82-90; DOI: https://doi.org/10.3905/jpm.2015.41.4.082
de Prado, Marcos López
- You have accessThe Future of Empirical FinanceMarcos López de PradoThe Journal of Portfolio Management Summer 2015, 41 (4) 140-144; DOI: https://doi.org/10.3905/jpm.2015.41.4.140
Dor, Arik Ben
- You have accessShould Equity Investors Care about Corporate Bond Prices? Using Bond Prices to Construct Equity Momentum StrategiesArik Ben Dor and Zhe XuThe Journal of Portfolio Management Summer 2015, 41 (4) 35-49; DOI: https://doi.org/10.3905/jpm.2015.41.4.035
Dorsten, Matt
- You have accessCarry and Trend in Lots of PlacesVineer Bhansali, Josh Davis, Matt Dorsten and Graham RennisonThe Journal of Portfolio Management Summer 2015, 41 (4) 82-90; DOI: https://doi.org/10.3905/jpm.2015.41.4.082
F
Fabozzi, Frank J.
- You have accessEconomics: An Empirical Science Capable of Forecasting Economic Events?Sergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management Summer 2015, 41 (4) 145-151; DOI: https://doi.org/10.3905/jpm.2015.41.4.145
Focardi, Sergio M.
- You have accessEconomics: An Empirical Science Capable of Forecasting Economic Events?Sergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management Summer 2015, 41 (4) 145-151; DOI: https://doi.org/10.3905/jpm.2015.41.4.145
G
González-Rozada, Martín
- You have accessForecasting Prices in Regime-Switching MarketsLuis E. Pereiro and Martín González-RozadaThe Journal of Portfolio Management Summer 2015, 41 (4) 133-139; DOI: https://doi.org/10.3905/jpm.2015.41.4.133
Goyal, Amit
- You have accessBad Habits and Good PracticesAmit Goyal, Antti Ilmanen and David KabillerThe Journal of Portfolio Management Summer 2015, 41 (4) 97-107; DOI: https://doi.org/10.3905/jpm.2015.41.4.097
I
Ilmanen, Antti
- You have accessBad Habits and Good PracticesAmit Goyal, Antti Ilmanen and David KabillerThe Journal of Portfolio Management Summer 2015, 41 (4) 97-107; DOI: https://doi.org/10.3905/jpm.2015.41.4.097
Israelov, Roni
- You have accessStill Not Cheap: Portfolio Protection in Calm MarketsRoni Israelov and Lars N. NielsenThe Journal of Portfolio Management Summer 2015, 41 (4) 108-120; DOI: https://doi.org/10.3905/jpm.2015.41.4.108
J
Jacobs, Bruce I.
- You have accessINVITED EDITORIALBruce I. JacobsThe Journal of Portfolio Management Summer 2015, 41 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2015.41.4.001
K
Kabiller, David
- You have accessBad Habits and Good PracticesAmit Goyal, Antti Ilmanen and David KabillerThe Journal of Portfolio Management Summer 2015, 41 (4) 97-107; DOI: https://doi.org/10.3905/jpm.2015.41.4.097
Kalesnik, Vitali
- You have accessRip Van Winkle IndexingRobert Arnott, Noah Beck and Vitali KalesnikThe Journal of Portfolio Management Summer 2015, 41 (4) 50-67; DOI: https://doi.org/10.3905/jpm.2015.41.4.050
M
Mahoney, Timothy
- You have accessINVITED EDITORIALNazli Sila Alan, Timothy Mahoney and Robert A. SchwartzThe Journal of Portfolio Management Summer 2015, 41 (4) 8-11; DOI: https://doi.org/10.3905/jpm.2015.41.4.008
N
Nielsen, Lars N.
- You have accessStill Not Cheap: Portfolio Protection in Calm MarketsRoni Israelov and Lars N. NielsenThe Journal of Portfolio Management Summer 2015, 41 (4) 108-120; DOI: https://doi.org/10.3905/jpm.2015.41.4.108
P
Pereiro, Luis E.
- You have accessForecasting Prices in Regime-Switching MarketsLuis E. Pereiro and Martín González-RozadaThe Journal of Portfolio Management Summer 2015, 41 (4) 133-139; DOI: https://doi.org/10.3905/jpm.2015.41.4.133
Q
Qian, Edward
- You have accessThe Triumph of Mediocrity: A Case Study of Naïve BetaEdward Qian, Nicholas Alonso and Mark BarnesThe Journal of Portfolio Management Summer 2015, 41 (4) 19-34; DOI: https://doi.org/10.3905/jpm.2015.41.4.019
R
Rennison, Graham
- You have accessCarry and Trend in Lots of PlacesVineer Bhansali, Josh Davis, Matt Dorsten and Graham RennisonThe Journal of Portfolio Management Summer 2015, 41 (4) 82-90; DOI: https://doi.org/10.3905/jpm.2015.41.4.082
S
Schwartz, Robert A.
- You have accessINVITED EDITORIALNazli Sila Alan, Timothy Mahoney and Robert A. SchwartzThe Journal of Portfolio Management Summer 2015, 41 (4) 8-11; DOI: https://doi.org/10.3905/jpm.2015.41.4.008
V
Varela, Oscar
- You have accessThe Stock as a Portfolio of Durations: Solving Black’s Dividend Puzzle Using Black’s CriteriaOscar VarelaThe Journal of Portfolio Management Summer 2015, 41 (4) 122-132; DOI: https://doi.org/10.3905/jpm.2015.41.4.122
X
Xu, Zhe
- You have accessShould Equity Investors Care about Corporate Bond Prices? Using Bond Prices to Construct Equity Momentum StrategiesArik Ben Dor and Zhe XuThe Journal of Portfolio Management Summer 2015, 41 (4) 35-49; DOI: https://doi.org/10.3905/jpm.2015.41.4.035