Table of Contents

Article

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  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
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  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