Index by author

Article

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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