The Journal of Portfolio Management: 42 (4)

Summer 2016; Volume 42,Issue 4

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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

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