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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Fall 2016; Volume 43,Issue 1

Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Portfolio Management: 43 (1)
The Journal of Portfolio Management
Vol. 43, Issue 1
Fall 2016
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