The Journal of Portfolio Management: 42 (5)

Special QES Issue 2016; Volume 42,Issue 5

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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

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