The Journal of Portfolio Management: 42 (1)

Fall 2015; Volume 42,Issue 1

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INVITED EDITORIAL
Bradford Cornell

The Journal of Portfolio Management Fall 2015, 42 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2015.42.1.001
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INVITED EDITORIAL
Ryan Leggio and Steven Romick

The Journal of Portfolio Management Fall 2015, 42 (1) 5-6; DOI: https://doi.org/10.3905/jpm.2015.42.1.005
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Backtesting
Campbell R. Harvey and Yan Liu

The Journal of Portfolio Management Fall 2015, 42 (1) 13-28; DOI: https://doi.org/10.3905/jpm.2015.42.1.013
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Recent Trends in Empirical Finance
Marcos López de Prado

The Journal of Portfolio Management Fall 2015, 42 (1) 29-33; DOI: https://doi.org/10.3905/jpm.2015.42.1.029
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Fact, Fiction, and Value Investing
Clifford Asness, Andrea Frazzini, Ronen Israel and Tobias Moskowitz

The Journal of Portfolio Management Fall 2015, 42 (1) 34-52; DOI: https://doi.org/10.3905/jpm.2015.42.1.034
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International Diversification: The Weighting is the Hardest Part
Charles Braymen and Robert R. Johnson

The Journal of Portfolio Management Fall 2015, 42 (1) 53-62; DOI: https://doi.org/10.3905/jpm.2015.42.1.053
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The Hunt for a Low-Risk Anomaly in the USD Corporate Bond Market
Kwok Yuen Ng and Bruce D. Phelps

The Journal of Portfolio Management Fall 2015, 42 (1) 63-84; DOI: https://doi.org/10.3905/jpm.2015.42.1.063
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Portfolio Construction and Tail Risk
Chris Downing, Ananth Madhavan, Alex Ulitsky and Ajit Singh

The Journal of Portfolio Management Fall 2015, 42 (1) 85-102; DOI: https://doi.org/10.3905/jpm.2015.42.1.085
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Regime-Based Versus Static Asset Allocation: Letting the Data Speak
Peter Nystrup, Bo William Hansen, Henrik Madsen and Erik Lindström

The Journal of Portfolio Management Fall 2015, 42 (1) 103-109; DOI: https://doi.org/10.3905/jpm.2015.42.1.103
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Buy and Hold Versus Timing Strategies: The Winner Is …
Todd Feldman, Alan Jung and Jim Klein

The Journal of Portfolio Management Fall 2015, 42 (1) 110-118; DOI: https://doi.org/10.3905/jpm.2015.42.1.110
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Occam’s Razor Redux: Establishing Reasonable Expectations for Financial Market Returns
John C. Bogle and Michael W. Nolan

The Journal of Portfolio Management Fall 2015, 42 (1) 119-134; DOI: https://doi.org/10.3905/jpm.2015.42.1.119
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Structural Relationships and Portfolio Efficiency
Jason M. Thomas

The Journal of Portfolio Management Fall 2015, 42 (1) 135-142; DOI: https://doi.org/10.3905/jpm.2015.42.1.135
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The Stock Price Performance of Spin-Off Subsidiaries, Their Parents, and the Spin-Off ETF, 2001–2013
John J. McConnell, Steven E. Sibley and Wei Xu

The Journal of Portfolio Management Fall 2015, 42 (1) 143-152; DOI: https://doi.org/10.3905/jpm.2015.42.1.143
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A Response to Professor Paul A. Samuelson’s Objections to Kelly Capital Growth Investing
William T. Ziemba

The Journal of Portfolio Management Fall 2015, 42 (1) 153-167; DOI: https://doi.org/10.3905/jpm.2015.42.1.153

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