Table of Contents
Winter 2016; Volume 42,Issue 2
A
Amenc, Noël
- You have accessDiversified or Concentrated Factor Tilts?Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064
B
Berk, Jonathan B.
- You have accessActive Managers are Skilled: On Average, They Add More Than $3 Million Per YearJonathan B. Berk and Jules H. van BinsbergenThe Journal of Portfolio Management Winter 2016, 42 (2) 131-139; DOI: https://doi.org/10.3905/jpm.2016.42.2.131
Bogle, John C.
- You have accessINVITED EDITORIALJohn C. BogleThe Journal of Portfolio Management Winter 2016, 42 (2) 9-13; DOI: https://doi.org/10.3905/jpm.2016.42.2.009
Buetow, Gerald W.
- You have accessThe VIX Futures Basis: Determinants and ImplicationsGerald W. Buetow and Brian J. HendersonThe Journal of Portfolio Management Winter 2016, 42 (2) 119-130; DOI: https://doi.org/10.3905/jpm.2016.42.2.119
C
Cummings, Alan
- You have accessOptimizing ValueRan Leshem, Lisa R. Goldberg and Alan CummingsThe Journal of Portfolio Management Winter 2016, 42 (2) 77-89; DOI: https://doi.org/10.3905/jpm.2016.42.2.077
D
Dempster, M.A.H.
- You have accessLifecycle Goal Achievement or Portfolio Volatility Reduction?M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp UstinovThe Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099
Ducoulombier, Frédéric
- You have accessDiversified or Concentrated Factor Tilts?Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064
G
Glushkov, Denys
- You have accessClassifying and Measuring the Performance of Socially Responsible Mutual FundsMeir Statman and Denys GlushkovThe Journal of Portfolio Management Winter 2016, 42 (2) 140-151; DOI: https://doi.org/10.3905/jpm.2016.42.2.140
Goldberg, Lisa R.
- You have accessOptimizing ValueRan Leshem, Lisa R. Goldberg and Alan CummingsThe Journal of Portfolio Management Winter 2016, 42 (2) 77-89; DOI: https://doi.org/10.3905/jpm.2016.42.2.077
Goltz, Felix
- You have accessDiversified or Concentrated Factor Tilts?Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064
H
Henderson, Brian J.
- You have accessThe VIX Futures Basis: Determinants and ImplicationsGerald W. Buetow and Brian J. HendersonThe Journal of Portfolio Management Winter 2016, 42 (2) 119-130; DOI: https://doi.org/10.3905/jpm.2016.42.2.119
Hsu, Jason
- You have accessTiming Poorly: A Guide to Generating Poor Returns While Investing in Successful StrategiesJason Hsu, Brett W. Myers and Ryan WhitbyThe Journal of Portfolio Management Winter 2016, 42 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2016.42.2.090
Hua, Fan
- You have accessStock–Bond Correlation and Duration Risk AllocationLiu Xinyi and Fan HuaThe Journal of Portfolio Management Winter 2016, 42 (2) 56-63; DOI: https://doi.org/10.3905/jpm.2016.42.2.056
J
Jarrow, Robert
- You have accessAsset Price Bubbles and the Land of OzRobert JarrowThe Journal of Portfolio Management Winter 2016, 42 (2) 37-42; DOI: https://doi.org/10.3905/jpm.2016.42.2.037
K
Kloppers, Dwayne
- You have accessLifecycle Goal Achievement or Portfolio Volatility Reduction?M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp UstinovThe Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099
L
Leshem, Ran
- You have accessOptimizing ValueRan Leshem, Lisa R. Goldberg and Alan CummingsThe Journal of Portfolio Management Winter 2016, 42 (2) 77-89; DOI: https://doi.org/10.3905/jpm.2016.42.2.077
Lindsey, Richard R.
- You have accessForced Liquidations, Fire Sales, and the Cost of IlliquidityRichard R. Lindsey and Andrew B. WeismanThe Journal of Portfolio Management Winter 2016, 42 (2) 43-55; DOI: https://doi.org/10.3905/jpm.2016.42.2.043
Lo, Andrew W.
- You have accessWhat Is an Index?Andrew W. LoThe Journal of Portfolio Management Winter 2016, 42 (2) 21-36; DOI: https://doi.org/10.3905/jpm.2016.42.2.021
Lodh, Ashish
- You have accessDiversified or Concentrated Factor Tilts?Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064
M
Medova, Elena
- You have accessLifecycle Goal Achievement or Portfolio Volatility Reduction?M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp UstinovThe Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099
Melas, Dimitris
- You have accessINVITED EDITORIALDimitris MelasThe Journal of Portfolio Management Winter 2016, 42 (2) 6-8; DOI: https://doi.org/10.3905/jpm.2016.42.2.006
Myers, Brett W.
- You have accessTiming Poorly: A Guide to Generating Poor Returns While Investing in Successful StrategiesJason Hsu, Brett W. Myers and Ryan WhitbyThe Journal of Portfolio Management Winter 2016, 42 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2016.42.2.090
O
Osmolovsky, Igor
- You have accessLifecycle Goal Achievement or Portfolio Volatility Reduction?M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp UstinovThe Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099
S
Siegel, Laurence B.
- You have accessINVITED EDITORIALM. Barton Waring and Laurence B. SiegelThe Journal of Portfolio Management Winter 2016, 42 (2) 1-5; DOI: https://doi.org/10.3905/jpm.2016.42.2.001
Sivasubramanian, Sivagaminathan
- You have accessDiversified or Concentrated Factor Tilts?Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Winter 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064
Statman, Meir
- You have accessClassifying and Measuring the Performance of Socially Responsible Mutual FundsMeir Statman and Denys GlushkovThe Journal of Portfolio Management Winter 2016, 42 (2) 140-151; DOI: https://doi.org/10.3905/jpm.2016.42.2.140
U
Ustinov, Philipp
- You have accessLifecycle Goal Achievement or Portfolio Volatility Reduction?M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp UstinovThe Journal of Portfolio Management Winter 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099
V
van Binsbergen, Jules H.
- You have accessActive Managers are Skilled: On Average, They Add More Than $3 Million Per YearJonathan B. Berk and Jules H. van BinsbergenThe Journal of Portfolio Management Winter 2016, 42 (2) 131-139; DOI: https://doi.org/10.3905/jpm.2016.42.2.131
W
Waring, M. Barton
- You have accessINVITED EDITORIALM. Barton Waring and Laurence B. SiegelThe Journal of Portfolio Management Winter 2016, 42 (2) 1-5; DOI: https://doi.org/10.3905/jpm.2016.42.2.001
Weisman, Andrew B.
- You have accessForced Liquidations, Fire Sales, and the Cost of IlliquidityRichard R. Lindsey and Andrew B. WeismanThe Journal of Portfolio Management Winter 2016, 42 (2) 43-55; DOI: https://doi.org/10.3905/jpm.2016.42.2.043
Whitby, Ryan
- You have accessTiming Poorly: A Guide to Generating Poor Returns While Investing in Successful StrategiesJason Hsu, Brett W. Myers and Ryan WhitbyThe Journal of Portfolio Management Winter 2016, 42 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2016.42.2.090
X
Xinyi, Liu
- You have accessStock–Bond Correlation and Duration Risk AllocationLiu Xinyi and Fan HuaThe Journal of Portfolio Management Winter 2016, 42 (2) 56-63; DOI: https://doi.org/10.3905/jpm.2016.42.2.056