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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Summer 2016; Volume 42,Issue 4

Article

  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Portfolio Management: 42 (4)
The Journal of Portfolio Management
Vol. 42, Issue 4
Summer 2016
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