The Journal of Portfolio Management: 43 (1)

The Journal of Portfolio Management

Fall 2016; Volume 43,Issue 1

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INVITED EDITORIAL COMMENT
Bradford Cornell

The Journal of Portfolio Management Fall 2016, 43 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2016.43.1.001
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INVITED EDITORIAL COMMENT
Marcos López de Prado

The Journal of Portfolio Management Fall 2016, 43 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2016.43.1.005
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ETFs, High-Frequency Trading, and Flash Crashes
Irene Aldridge

The Journal of Portfolio Management Fall 2016, 43 (1) 17-28; DOI: https://doi.org/10.3905/jpm.2016.43.1.017
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What Goes into Risk-Neutral Volatility? Empirical
Estimates of Risk and Subjective Risk Preferences
Stephen Figlewski

The Journal of Portfolio Management Fall 2016, 43 (1) 29-42; DOI: https://doi.org/10.3905/jpm.2016.43.1.029
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A Practitioner’s Guide to Market Microstructure Invariance
Albert S. Kyle, Anna A. Obizhaeva and Mark Kritzman

The Journal of Portfolio Management Fall 2016, 43 (1) 43-53; DOI: https://doi.org/10.3905/jpm.2016.43.1.043
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Labor Conditions and Future Capital Market Performance
Rob Arnott, Feifei Li and Xi Liu

The Journal of Portfolio Management Fall 2016, 43 (1) 54-71; DOI: https://doi.org/10.3905/jpm.2016.43.1.054
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An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium
William Fallon and James Park

The Journal of Portfolio Management Fall 2016, 43 (1) 72-84; DOI: https://doi.org/10.3905/jpm.2016.43.1.072
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Optimal Dynamic Portfolio Risk Management
Valeriy Zakamulin

The Journal of Portfolio Management Fall 2016, 43 (1) 85-99; DOI: https://doi.org/10.3905/jpm.2016.43.1.085
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Identifying Economic Regimes: Reducing Downside
Risks for University Endowments and Foundations
John M. Mulvey and Han Liu

The Journal of Portfolio Management Fall 2016, 43 (1) 100-108; DOI: https://doi.org/10.3905/jpm.2016.43.1.100
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Uncloaking Campbell and Shiller’s CAPE: A Comprehensive Guide to Its Construction and Use
Thomas Philips and Cenk Ural

The Journal of Portfolio Management Fall 2016, 43 (1) 109-125; DOI: https://doi.org/10.3905/jpm.2016.43.1.109
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David and Goliath: Who Wins the Quantitative Battle?
John C. Bogle

The Journal of Portfolio Management Fall 2016, 43 (1) 127-137; DOI: https://doi.org/10.3905/jpm.2016.43.1.127
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An Analysis of the Expense Ratio Pricing of SMB,
HML, and UMD Exposure in U.S. Equity Mutual Funds
Sean Grover and Jared Kizer

The Journal of Portfolio Management Fall 2016, 43 (1) 138-143; DOI: https://doi.org/10.3905/jpm.2016.43.1.138

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