The Journal of Portfolio Management: 42 (3)

The Journal of Portfolio Management

Spring 2016; Volume 42,Issue 3

You have access
INVITED EDITORIAL COMMENT
Robert C. Jones

The Journal of Portfolio Management Spring 2016, 42 (3) 1-7; DOI: https://doi.org/10.3905/jpm.2016.42.3.001
You have access
Risk Neglect in Equity Markets
Malcolm Baker

The Journal of Portfolio Management Spring 2016, 42 (3) 12-25; DOI: https://doi.org/10.3905/jpm.2016.42.3.012
You have access
Index-Linked Investing—A Curse for the Stability of Financial Markets around the Globe?
Lidia Bolla, Alexander Kohler and Hagen Wittig

The Journal of Portfolio Management Spring 2016, 42 (3) 26-43; DOI: https://doi.org/10.3905/jpm.2016.42.3.026
You have access
Investor Interest and the Returns to Commodity Investing
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst

The Journal of Portfolio Management Spring 2016, 42 (3) 44-55; DOI: https://doi.org/10.3905/jpm.2016.42.3.044
You have access
The SEC’s Order Handling Rules of 1997 and Beyond: Perspective and Outcomes of the Landmark Regulation
Richard Lindsey, John Aidan Byrne and Robert A. Schwartz

The Journal of Portfolio Management Spring 2016, 42 (3) 56-64; DOI: https://doi.org/10.3905/jpm.2016.42.3.056
You have access
ETF Transaction Costs Are Often Higher Than Investors Realize
James J. Angel, Todd J. Broms and Gary L. Gastineau

The Journal of Portfolio Management Spring 2016, 42 (3) 65-75; DOI: https://doi.org/10.3905/jpm.2016.42.3.065
You have access
VIX versus Size
Maggie Copeland and Thomas Copeland

The Journal of Portfolio Management Spring 2016, 42 (3) 76-83; DOI: https://doi.org/10.3905/jpm.2016.42.3.076
You have access
Evaluating the Accuracy of Beta Forecasts
Jose G. Menchero, Zoltan Nagy and Ashutosh Singh

The Journal of Portfolio Management Spring 2016, 42 (3) 84-93; DOI: https://doi.org/10.3905/jpm.2016.42.3.084
You have access
The Value of Low Volatility
David Blitz

The Journal of Portfolio Management Spring 2016, 42 (3) 94-100; DOI: https://doi.org/10.3905/jpm.2016.42.3.094
You have access
A Case Study for Using Value and Momentum at the Asset Class Level
Victor Haghani and Richard Dewey

The Journal of Portfolio Management Spring 2016, 42 (3) 101-113; DOI: https://doi.org/10.3905/jpm.2016.42.3.101
You have access
The Economic Value of Forecasting Left-Tail Risk
James X. Xiong, Thomas M. Idzorek and Roger G. Ibbotson

The Journal of Portfolio Management Spring 2016, 42 (3) 114-123; DOI: https://doi.org/10.3905/jpm.2016.42.3.114
You have access
The Tournament Phenomenon Beyond Agency Theory: Behavioral Economic Experiment
Boris G. Borisov and Rainer Lueg

The Journal of Portfolio Management Spring 2016, 42 (3) 124-139; DOI: https://doi.org/10.3905/jpm.2016.42.3.124

Main menu

User menu

Search

The Journal of Portfolio Management

Table of Contents

Explore our content to discover more relevant research

In this issue

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Table of Contents

Explore our content to discover more relevant research

In this issue

Stay Connected