Table of Contents

Spring 2016; Volume 42,Issue 3

A

  1. Angel, James J.

    1. 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

B

  1. Baker, Malcolm

    1. 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

  2. Bhardwaj, Geetesh

    1. 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

  3. Blitz, David

    1. 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

  4. Bolla, Lidia

    1. 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

  5. Borisov, Boris G.

    1. 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

  6. Broms, Todd J.

    1. 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

  7. Byrne, John Aidan

    1. 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

C

  1. Copeland, Maggie

    1. 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

  2. Copeland, Thomas

    1. 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

D

  1. Dewey, Richard

    1. 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

G

  1. Gastineau, Gary L.

    1. 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

  2. Gorton, Gary B.

    1. 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

H

  1. Haghani, Victor

    1. 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

I

  1. Ibbotson, Roger G.

    1. 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

  2. Idzorek, Thomas M.

    1. 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

J

  1. Jones, Robert C.

    1. 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

K

  1. Kohler, Alexander

    1. 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

L

  1. Lindsey, Richard

    1. 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

  2. Lueg, Rainer

    1. 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

M

  1. Menchero, Jose G.

    1. 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

N

  1. Nagy, Zoltan

    1. 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

R

  1. Rouwenhorst, K. Geert

    1. 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

S

  1. Schwartz, Robert A.

    1. 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

  2. Singh, Ashutosh

    1. 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

W

  1. Wittig, Hagen

    1. 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

X

  1. Xiong, James X.

    1. 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
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