Table of Contents

Winter 2016; Volume 42,Issue 2

A

  1. Amenc, Noël

    1. Diversified or Concentrated Factor Tilts?
      Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064

B

  1. Berk, Jonathan B.

    1. Active Managers are Skilled: On Average, They Add More Than $3 Million Per Year
      Jonathan B. Berk and Jules H. van Binsbergen
      The Journal of Portfolio Management Winter 2016, 42 (2) 131-139; DOI: https://doi.org/10.3905/jpm.2016.42.2.131

  2. Bogle, John C.

    1. INVITED EDITORIAL
      John C. Bogle
      The Journal of Portfolio Management Winter 2016, 42 (2) 9-13; DOI: https://doi.org/10.3905/jpm.2016.42.2.009

  3. Buetow, Gerald W.

    1. The VIX Futures Basis: Determinants and Implications
      Gerald W. Buetow and Brian J. Henderson
      The Journal of Portfolio Management Winter 2016, 42 (2) 119-130; DOI: https://doi.org/10.3905/jpm.2016.42.2.119

C

  1. Cummings, Alan

    1. Optimizing Value
      Ran Leshem, Lisa R. Goldberg and Alan Cummings
      The Journal of Portfolio Management Winter 2016, 42 (2) 77-89; DOI: https://doi.org/10.3905/jpm.2016.42.2.077

D

  1. Dempster, M.A.H.

    1. Lifecycle Goal Achievement or Portfolio Volatility Reduction?
      M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp Ustinov
      The Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099

  2. Ducoulombier, Frédéric

    1. Diversified or Concentrated Factor Tilts?
      Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064

G

  1. Glushkov, Denys

    1. Classifying and Measuring the Performance of Socially Responsible Mutual Funds
      Meir Statman and Denys Glushkov
      The Journal of Portfolio Management Winter 2016, 42 (2) 140-151; DOI: https://doi.org/10.3905/jpm.2016.42.2.140

  2. Goldberg, Lisa R.

    1. Optimizing Value
      Ran Leshem, Lisa R. Goldberg and Alan Cummings
      The Journal of Portfolio Management Winter 2016, 42 (2) 77-89; DOI: https://doi.org/10.3905/jpm.2016.42.2.077

  3. Goltz, Felix

    1. Diversified or Concentrated Factor Tilts?
      Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064

H

  1. Henderson, Brian J.

    1. The VIX Futures Basis: Determinants and Implications
      Gerald W. Buetow and Brian J. Henderson
      The Journal of Portfolio Management Winter 2016, 42 (2) 119-130; DOI: https://doi.org/10.3905/jpm.2016.42.2.119

  2. Hsu, Jason

    1. Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies
      Jason Hsu, Brett W. Myers and Ryan Whitby
      The Journal of Portfolio Management Winter 2016, 42 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2016.42.2.090

  3. Hua, Fan

    1. Stock–Bond Correlation and Duration Risk Allocation
      Liu Xinyi and Fan Hua
      The Journal of Portfolio Management Winter 2016, 42 (2) 56-63; DOI: https://doi.org/10.3905/jpm.2016.42.2.056

J

  1. Jarrow, Robert

    1. Asset Price Bubbles and the Land of Oz
      Robert Jarrow
      The Journal of Portfolio Management Winter 2016, 42 (2) 37-42; DOI: https://doi.org/10.3905/jpm.2016.42.2.037

K

  1. Kloppers, Dwayne

    1. Lifecycle Goal Achievement or Portfolio Volatility Reduction?
      M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp Ustinov
      The Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099

L

  1. Leshem, Ran

    1. Optimizing Value
      Ran Leshem, Lisa R. Goldberg and Alan Cummings
      The Journal of Portfolio Management Winter 2016, 42 (2) 77-89; DOI: https://doi.org/10.3905/jpm.2016.42.2.077

  2. Lindsey, Richard R.

    1. Forced Liquidations, Fire Sales, and the Cost of Illiquidity
      Richard R. Lindsey and Andrew B. Weisman
      The Journal of Portfolio Management Winter 2016, 42 (2) 43-55; DOI: https://doi.org/10.3905/jpm.2016.42.2.043

  3. Lo, Andrew W.

    1. What Is an Index?
      Andrew W. Lo
      The Journal of Portfolio Management Winter 2016, 42 (2) 21-36; DOI: https://doi.org/10.3905/jpm.2016.42.2.021

  4. Lodh, Ashish

    1. Diversified or Concentrated Factor Tilts?
      Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064

M

  1. Medova, Elena

    1. Lifecycle Goal Achievement or Portfolio Volatility Reduction?
      M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp Ustinov
      The Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099

  2. Melas, Dimitris

    1. INVITED EDITORIAL
      Dimitris Melas
      The Journal of Portfolio Management Winter 2016, 42 (2) 6-8; DOI: https://doi.org/10.3905/jpm.2016.42.2.006

  3. Myers, Brett W.

    1. Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies
      Jason Hsu, Brett W. Myers and Ryan Whitby
      The Journal of Portfolio Management Winter 2016, 42 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2016.42.2.090

O

  1. Osmolovsky, Igor

    1. Lifecycle Goal Achievement or Portfolio Volatility Reduction?
      M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp Ustinov
      The Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099

S

  1. Siegel, Laurence B.

    1. INVITED EDITORIAL
      M. Barton Waring and Laurence B. Siegel
      The Journal of Portfolio Management Winter 2016, 42 (2) 1-5; DOI: https://doi.org/10.3905/jpm.2016.42.2.001

  2. Sivasubramanian, Sivagaminathan

    1. Diversified or Concentrated Factor Tilts?
      Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064

  3. Statman, Meir

    1. Classifying and Measuring the Performance of Socially Responsible Mutual Funds
      Meir Statman and Denys Glushkov
      The Journal of Portfolio Management Winter 2016, 42 (2) 140-151; DOI: https://doi.org/10.3905/jpm.2016.42.2.140

U

  1. Ustinov, Philipp

    1. Lifecycle Goal Achievement or Portfolio Volatility Reduction?
      M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp Ustinov
      The Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099

V

  1. van Binsbergen, Jules H.

    1. Active Managers are Skilled: On Average, They Add More Than $3 Million Per Year
      Jonathan B. Berk and Jules H. van Binsbergen
      The Journal of Portfolio Management Winter 2016, 42 (2) 131-139; DOI: https://doi.org/10.3905/jpm.2016.42.2.131

W

  1. Waring, M. Barton

    1. INVITED EDITORIAL
      M. Barton Waring and Laurence B. Siegel
      The Journal of Portfolio Management Winter 2016, 42 (2) 1-5; DOI: https://doi.org/10.3905/jpm.2016.42.2.001

  2. Weisman, Andrew B.

    1. Forced Liquidations, Fire Sales, and the Cost of Illiquidity
      Richard R. Lindsey and Andrew B. Weisman
      The Journal of Portfolio Management Winter 2016, 42 (2) 43-55; DOI: https://doi.org/10.3905/jpm.2016.42.2.043

  3. Whitby, Ryan

    1. Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies
      Jason Hsu, Brett W. Myers and Ryan Whitby
      The Journal of Portfolio Management Winter 2016, 42 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2016.42.2.090

X

  1. Xinyi, Liu

    1. Stock–Bond Correlation and Duration Risk Allocation
      Liu Xinyi and Fan Hua
      The Journal of Portfolio Management Winter 2016, 42 (2) 56-63; DOI: https://doi.org/10.3905/jpm.2016.42.2.056
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