Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Portfolio Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Fall 2016; Volume 43,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Aldridge, Irene

    1. 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
  2. Arnott, Rob

    1. 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

B

  1. Bogle, John C.

    1. You have access
      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

C

  1. Cornell, Bradford

    1. 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

F

  1. Fallon, William

    1. 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
  2. Figlewski, Stephen

    1. 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

G

  1. Grover, Sean

    1. You have access
      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

K

  1. Kizer, Jared

    1. You have access
      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
  2. Kritzman, Mark

    1. 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
  3. Kyle, Albert S.

    1. 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

L

  1. Li, Feifei

    1. 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
  2. Liu, Han

    1. 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
  3. Liu, Xi

    1. 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
  4. López de Prado, Marcos

    1. 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

M

  1. Mulvey, John M.

    1. 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

O

  1. Obizhaeva, Anna A.

    1. 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

P

  1. Park, James

    1. 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
  2. Philips, Thomas

    1. 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

U

  1. Ural, Cenk

    1. 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

Z

  1. Zakamulin, Valeriy

    1. 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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Portfolio Management: 43 (1)
The Journal of Portfolio Management
Vol. 43, Issue 1
Fall 2016
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • News
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies