Index by author

Summer 2015; Volume 41,Issue 4

A

  1. Alan, Nazli Sila

    1. 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

  2. Alonso, Nicholas

    1. 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

  3. Ardia, David

    1. 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

  4. Arnott, Robert

    1. 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

B

  1. Barnes, Mark

    1. 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

  2. Beck, Noah

    1. 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

  3. Bhansali, Vineer

    1. 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

  4. Blitz, David

    1. 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

  5. Boudt, Kris

    1. 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

  6. Buser, Stephen A.

    1. 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

D

  1. Davis, Josh

    1. 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

  2. de Prado, Marcos López

    1. 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

  3. Dor, Arik Ben

    1. 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

  4. Dorsten, Matt

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

  2. Focardi, Sergio M.

    1. 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

G

  1. González-Rozada, Martín

    1. 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

  2. Goyal, Amit

    1. 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

I

  1. Ilmanen, Antti

    1. 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

  2. Israelov, Roni

    1. 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

J

  1. Jacobs, Bruce I.

    1. 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

K

  1. Kabiller, David

    1. 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

  2. Kalesnik, Vitali

    1. 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

M

  1. Mahoney, Timothy

    1. 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

N

  1. Nielsen, Lars N.

    1. 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

P

  1. Pereiro, Luis E.

    1. 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

Q

  1. Qian, Edward

    1. 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

R

  1. Rennison, Graham

    1. 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

S

  1. Schwartz, Robert A.

    1. 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

V

  1. Varela, Oscar

    1. 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

X

  1. Xu, Zhe

    1. 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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