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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

Special QES Issue 2016; Volume 42,Issue 5
  • You have access
    INVITED EDITORIAL COMMENT
    Clifford S. Asness
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 1-6; DOI: https://doi.org/10.3905/jpm.2016.42.5.001
  • You have access
    Factors to Assets: Mapping Factor Exposures to Asset Allocations
    David Greenberg, Abhilash Babu and Andrew Ang
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 18-27; DOI: https://doi.org/10.3905/jpm.2016.42.5.018
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    A Trustee Guide to Factor Investing
    Kees Koedijk, Alfred Slager and Philip Stork
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 28-38; DOI: https://doi.org/10.3905/jpm.2016.42.5.028
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    Can the Whole Be More Than the Sum of the Parts? Bottom-Up versus Top-Down Multifactor Portfolio Construction
    Jennifer Bender and Taie Wang
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 39-50; DOI: https://doi.org/10.3905/jpm.2016.42.5.039
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    Alpha Signals, Smart Betas, and Factor Model Alignment
    Terry Marsh and Paul Pfleiderer
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 51-66; DOI: https://doi.org/10.3905/jpm.2016.42.5.051
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    Adjusted Factor-Based Performance Attribution
    Robert A. Stubbs and Vishv Jeet
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 67-78; DOI: https://doi.org/10.3905/jpm.2016.42.5.067
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    Flexible Indeterminate Factor-Based Asset Allocation
    Stephen Blyth, Mark C. Szigety and Jake Xia
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 79-93; DOI: https://doi.org/10.3905/jpm.2016.42.5.079
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    Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management
    Robert F. Engle, Sergio M. Focardi and Frank J. Fabozzi
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 94-106; DOI: https://doi.org/10.3905/jpm.2016.42.5.094
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    Seeking Alpha? It’s a Bad Guideline for Portfolio Optimization
    Moshe Levy and Richard Roll
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 107-112; DOI: https://doi.org/10.3905/jpm.2016.42.5.107
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    Stability-Adjusted Portfolios
    Mark Kritzman and David Turkington
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 113-122; DOI: https://doi.org/10.3905/jpm.2016.42.5.113
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    The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds
    Pablo D. Azar and Andrew W. Lo
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 123-134; DOI: https://doi.org/10.3905/jpm.2016.42.5.123
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    Best Practices in Research for Quantitative Equity Strategies
    Joseph A. Cerniglia, Frank J. Fabozzi and Petter N. Kolm
    The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 135-143; DOI: https://doi.org/10.3905/jpm.2016.42.5.135
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The Journal of Portfolio Management: 42 (5)
The Journal of Portfolio Management
Vol. 42, Issue 5
Special QES Issue 2016
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