Index by author
Fall 2015; Volume 42,Issue 1
A
Asness, Clifford
- You have accessFact, Fiction, and Value InvestingClifford Asness, Andrea Frazzini, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Fall 2015, 42 (1) 34-52; DOI: https://doi.org/10.3905/jpm.2015.42.1.034
B
Bogle, John C.
- You have accessOccam’s Razor Redux: Establishing Reasonable Expectations for Financial Market ReturnsJohn C. Bogle and Michael W. NolanThe Journal of Portfolio Management Fall 2015, 42 (1) 119-134; DOI: https://doi.org/10.3905/jpm.2015.42.1.119
Braymen, Charles
- You have accessInternational Diversification: The Weighting is the Hardest PartCharles Braymen and Robert R. JohnsonThe Journal of Portfolio Management Fall 2015, 42 (1) 53-62; DOI: https://doi.org/10.3905/jpm.2015.42.1.053
C
Cornell, Bradford
- You have accessINVITED EDITORIALBradford CornellThe Journal of Portfolio Management Fall 2015, 42 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2015.42.1.001
D
Downing, Chris
- You have accessPortfolio Construction and Tail RiskChris Downing, Ananth Madhavan, Alex Ulitsky and Ajit SinghThe Journal of Portfolio Management Fall 2015, 42 (1) 85-102; DOI: https://doi.org/10.3905/jpm.2015.42.1.085
F
Feldman, Todd
- You have accessBuy and Hold Versus Timing Strategies: The Winner Is …Todd Feldman, Alan Jung and Jim KleinThe Journal of Portfolio Management Fall 2015, 42 (1) 110-118; DOI: https://doi.org/10.3905/jpm.2015.42.1.110
Frazzini, Andrea
- You have accessFact, Fiction, and Value InvestingClifford Asness, Andrea Frazzini, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Fall 2015, 42 (1) 34-52; DOI: https://doi.org/10.3905/jpm.2015.42.1.034
H
Hansen, Bo William
- You have accessRegime-Based Versus Static Asset Allocation: Letting the Data SpeakPeter Nystrup, Bo William Hansen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Fall 2015, 42 (1) 103-109; DOI: https://doi.org/10.3905/jpm.2015.42.1.103
Harvey, Campbell R.
- You have accessBacktestingCampbell R. Harvey and Yan LiuThe Journal of Portfolio Management Fall 2015, 42 (1) 13-28; DOI: https://doi.org/10.3905/jpm.2015.42.1.013
I
Israel, Ronen
- You have accessFact, Fiction, and Value InvestingClifford Asness, Andrea Frazzini, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Fall 2015, 42 (1) 34-52; DOI: https://doi.org/10.3905/jpm.2015.42.1.034
J
Johnson, Robert R.
- You have accessInternational Diversification: The Weighting is the Hardest PartCharles Braymen and Robert R. JohnsonThe Journal of Portfolio Management Fall 2015, 42 (1) 53-62; DOI: https://doi.org/10.3905/jpm.2015.42.1.053
Jung, Alan
- You have accessBuy and Hold Versus Timing Strategies: The Winner Is …Todd Feldman, Alan Jung and Jim KleinThe Journal of Portfolio Management Fall 2015, 42 (1) 110-118; DOI: https://doi.org/10.3905/jpm.2015.42.1.110
K
Klein, Jim
- You have accessBuy and Hold Versus Timing Strategies: The Winner Is …Todd Feldman, Alan Jung and Jim KleinThe Journal of Portfolio Management Fall 2015, 42 (1) 110-118; DOI: https://doi.org/10.3905/jpm.2015.42.1.110
L
Leggio, Ryan
- You have accessINVITED EDITORIALRyan Leggio and Steven RomickThe Journal of Portfolio Management Fall 2015, 42 (1) 5-6; DOI: https://doi.org/10.3905/jpm.2015.42.1.005
Lindström, Erik
- You have accessRegime-Based Versus Static Asset Allocation: Letting the Data SpeakPeter Nystrup, Bo William Hansen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Fall 2015, 42 (1) 103-109; DOI: https://doi.org/10.3905/jpm.2015.42.1.103
Liu, Yan
- You have accessBacktestingCampbell R. Harvey and Yan LiuThe Journal of Portfolio Management Fall 2015, 42 (1) 13-28; DOI: https://doi.org/10.3905/jpm.2015.42.1.013
López de Prado, Marcos
- You have accessRecent Trends in Empirical FinanceMarcos López de PradoThe Journal of Portfolio Management Fall 2015, 42 (1) 29-33; DOI: https://doi.org/10.3905/jpm.2015.42.1.029
M
Madhavan, Ananth
- You have accessPortfolio Construction and Tail RiskChris Downing, Ananth Madhavan, Alex Ulitsky and Ajit SinghThe Journal of Portfolio Management Fall 2015, 42 (1) 85-102; DOI: https://doi.org/10.3905/jpm.2015.42.1.085
Madsen, Henrik
- You have accessRegime-Based Versus Static Asset Allocation: Letting the Data SpeakPeter Nystrup, Bo William Hansen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Fall 2015, 42 (1) 103-109; DOI: https://doi.org/10.3905/jpm.2015.42.1.103
McConnell, John J.
- You have accessThe Stock Price Performance of Spin-Off Subsidiaries, Their Parents, and the Spin-Off ETF, 2001–2013John J. McConnell, Steven E. Sibley and Wei XuThe Journal of Portfolio Management Fall 2015, 42 (1) 143-152; DOI: https://doi.org/10.3905/jpm.2015.42.1.143
Moskowitz, Tobias
- You have accessFact, Fiction, and Value InvestingClifford Asness, Andrea Frazzini, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Fall 2015, 42 (1) 34-52; DOI: https://doi.org/10.3905/jpm.2015.42.1.034
N
Ng, Kwok Yuen
- You have accessThe Hunt for a Low-Risk Anomaly in the USD Corporate Bond MarketKwok Yuen Ng and Bruce D. PhelpsThe Journal of Portfolio Management Fall 2015, 42 (1) 63-84; DOI: https://doi.org/10.3905/jpm.2015.42.1.063
Nolan, Michael W.
- You have accessOccam’s Razor Redux: Establishing Reasonable Expectations for Financial Market ReturnsJohn C. Bogle and Michael W. NolanThe Journal of Portfolio Management Fall 2015, 42 (1) 119-134; DOI: https://doi.org/10.3905/jpm.2015.42.1.119
Nystrup, Peter
- You have accessRegime-Based Versus Static Asset Allocation: Letting the Data SpeakPeter Nystrup, Bo William Hansen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management Fall 2015, 42 (1) 103-109; DOI: https://doi.org/10.3905/jpm.2015.42.1.103
P
Phelps, Bruce D.
- You have accessThe Hunt for a Low-Risk Anomaly in the USD Corporate Bond MarketKwok Yuen Ng and Bruce D. PhelpsThe Journal of Portfolio Management Fall 2015, 42 (1) 63-84; DOI: https://doi.org/10.3905/jpm.2015.42.1.063
R
Romick, Steven
- You have accessINVITED EDITORIALRyan Leggio and Steven RomickThe Journal of Portfolio Management Fall 2015, 42 (1) 5-6; DOI: https://doi.org/10.3905/jpm.2015.42.1.005
S
Sibley, Steven E.
- You have accessThe Stock Price Performance of Spin-Off Subsidiaries, Their Parents, and the Spin-Off ETF, 2001–2013John J. McConnell, Steven E. Sibley and Wei XuThe Journal of Portfolio Management Fall 2015, 42 (1) 143-152; DOI: https://doi.org/10.3905/jpm.2015.42.1.143
Singh, Ajit
- You have accessPortfolio Construction and Tail RiskChris Downing, Ananth Madhavan, Alex Ulitsky and Ajit SinghThe Journal of Portfolio Management Fall 2015, 42 (1) 85-102; DOI: https://doi.org/10.3905/jpm.2015.42.1.085
T
Thomas, Jason M.
- You have accessStructural Relationships and Portfolio EfficiencyJason M. ThomasThe Journal of Portfolio Management Fall 2015, 42 (1) 135-142; DOI: https://doi.org/10.3905/jpm.2015.42.1.135
U
Ulitsky, Alex
- You have accessPortfolio Construction and Tail RiskChris Downing, Ananth Madhavan, Alex Ulitsky and Ajit SinghThe Journal of Portfolio Management Fall 2015, 42 (1) 85-102; DOI: https://doi.org/10.3905/jpm.2015.42.1.085
X
Xu, Wei
- You have accessThe Stock Price Performance of Spin-Off Subsidiaries, Their Parents, and the Spin-Off ETF, 2001–2013John J. McConnell, Steven E. Sibley and Wei XuThe Journal of Portfolio Management Fall 2015, 42 (1) 143-152; DOI: https://doi.org/10.3905/jpm.2015.42.1.143
Z
Ziemba, William T.
- You have accessA Response to Professor Paul A. Samuelson’s Objections to Kelly Capital Growth InvestingWilliam T. ZiembaThe Journal of Portfolio Management Fall 2015, 42 (1) 153-167; DOI: https://doi.org/10.3905/jpm.2015.42.1.153