Table of Contents

Article

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  EDITORIAL COMMENTS

  Sergio M. Focardi and Frank J. Fabozzi

  The Journal of Portfolio Management Summer 2016, 42 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2016.42.4.001
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  EDITORIAL COMMENTS

  François Cocquemas and Robert E. Whaley

  The Journal of Portfolio Management Summer 2016, 42 (4) 4-7; DOI: https://doi.org/10.3905/jpm.2016.42.4.004
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  Balancing on the Life Cycle: Target-Date Funds Need Better Diversification

  Jusvin Dhillon, Antti Ilmanen and John Liew

  The Journal of Portfolio Management Summer 2016, 42 (4) 12-27; DOI: https://doi.org/10.3905/jpm.2016.42.4.012
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  Navigating Stock Price Crashes

  B. Korcan Ak, Steven Rossi, Richard Sloan and Scott Tracy

  The Journal of Portfolio Management Summer 2016, 42 (4) 28-37; DOI: https://doi.org/10.3905/jpm.2016.42.4.028
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  The Black–Litterman Approach and Views from Predictive Regressions: Theory and Implementation

  Alois Geyer and Katarína Lucivjanská

  The Journal of Portfolio Management Summer 2016, 42 (4) 38-48; DOI: https://doi.org/10.3905/jpm.2016.42.4.038
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  A Simple Procedure for Combining Expert Opinion with Statistical Estimates to Achieve Superior Portfolio Performance

  Mark H.A. Davis and Sébastien Lleo

  The Journal of Portfolio Management Summer 2016, 42 (4) 49-58; DOI: https://doi.org/10.3905/jpm.2016.42.4.049
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  Building Diversified Portfolios that Outperform Out of Sample

  Marcos López de Prado

  The Journal of Portfolio Management Summer 2016, 42 (4) 59-69; DOI: https://doi.org/10.3905/jpm.2016.42.4.059
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  Can We Count on Accounting Fundamentals for Industry Portfolio Allocation?

  Justin Lallemand and Jack Strauss

  The Journal of Portfolio Management Summer 2016, 42 (4) 70-87; DOI: https://doi.org/10.3905/jpm.2016.42.4.070
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  Fear and Greed: A Returns-Based Trading Strategy around Earnings Announcements

  Ivo Ph. Jansen and Andrei L. Nikiforov

  The Journal of Portfolio Management Summer 2016, 42 (4) 88-95; DOI: https://doi.org/10.3905/jpm.2016.42.4.088
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  The Interaction of Short-Term Reversal and Momentum Strategies

  Zhaobo Zhu and Kenneth Yung

  The Journal of Portfolio Management Summer 2016, 42 (4) 96-107; DOI: https://doi.org/10.3905/jpm.2016.42.4.096
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  The Risk of Premiums

  Juan Ignacio Garat

  The Journal of Portfolio Management Summer 2016, 42 (4) 108-115; DOI: https://doi.org/10.3905/jpm.2016.42.4.108
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  Measuring Bond-Level Liquidity

  Vadim Konstantinovsky, Kwok Yuen Ng and Bruce D. Phelps

  The Journal of Portfolio Management Summer 2016, 42 (4) 116-128; DOI: https://doi.org/10.3905/jpm.2016.42.4.116
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  Twitter Sentiment and IPO Performance: A Cross-Sectional Examination

  Jim Kyung-Soo Liew and Garrett Zhengyuan Wang

  The Journal of Portfolio Management Summer 2016, 42 (4) 129-135; DOI: https://doi.org/10.3905/jpm.2016.42.4.129