Index by author

Fall 2015; Volume 42,Issue 1

A

  1. Asness, Clifford

    1. 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

B

  1. Bogle, John C.

    1. 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

  2. Braymen, Charles

    1. 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

C

  1. Cornell, Bradford

    1. 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

D

  1. Downing, Chris

    1. 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

F

  1. Feldman, Todd

    1. 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

  2. Frazzini, Andrea

    1. 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

H

  1. Hansen, Bo William

    1. 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

  2. Harvey, Campbell R.

    1. 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

I

  1. Israel, Ronen

    1. 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

J

  1. Johnson, Robert R.

    1. 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

  2. Jung, Alan

    1. 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

K

  1. Klein, Jim

    1. 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

L

  1. Leggio, Ryan

    1. 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

  2. Lindström, Erik

    1. 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

  3. Liu, Yan

    1. 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

  4. López de Prado, Marcos

    1. 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

M

  1. Madhavan, Ananth

    1. 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

  2. Madsen, Henrik

    1. 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

  3. McConnell, John J.

    1. 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

  4. Moskowitz, Tobias

    1. 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

N

  1. Ng, Kwok Yuen

    1. 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

  2. Nolan, Michael W.

    1. 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

  3. Nystrup, Peter

    1. 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

P

  1. Phelps, Bruce D.

    1. 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

R

  1. Romick, Steven

    1. 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

S

  1. Sibley, Steven E.

    1. 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

  2. Singh, Ajit

    1. 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

T

  1. Thomas, Jason M.

    1. 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

U

  1. Ulitsky, Alex

    1. 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

X

  1. Xu, Wei

    1. 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

Z

  1. Ziemba, William T.

    1. 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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