Index by author
Fall 2016; Volume 43,Issue 1
A
Aldridge, Irene
- You have accessETFs, High-Frequency Trading, and Flash CrashesIrene AldridgeThe Journal of Portfolio Management Fall 2016, 43 (1) 17-28; DOI: https://doi.org/10.3905/jpm.2016.43.1.017
Arnott, Rob
- You have accessLabor Conditions and Future Capital Market PerformanceRob Arnott, Feifei Li and Xi LiuThe Journal of Portfolio Management Fall 2016, 43 (1) 54-71; DOI: https://doi.org/10.3905/jpm.2016.43.1.054
B
Bogle, John C.
- You have accessDavid and Goliath: Who Wins the Quantitative Battle?John C. BogleThe Journal of Portfolio Management Fall 2016, 43 (1) 127-137; DOI: https://doi.org/10.3905/jpm.2016.43.1.127
C
Cornell, Bradford
- You have accessINVITED EDITORIAL COMMENTBradford CornellThe Journal of Portfolio Management Fall 2016, 43 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2016.43.1.001
F
Fallon, William
- You have accessAn Asset Class Characterization of the U.S. Equity Index Volatility Risk PremiumWilliam Fallon and James ParkThe Journal of Portfolio Management Fall 2016, 43 (1) 72-84; DOI: https://doi.org/10.3905/jpm.2016.43.1.072
Figlewski, Stephen
- You have accessWhat Goes into Risk-Neutral Volatility? Empirical
Estimates of Risk and Subjective Risk PreferencesStephen FiglewskiThe Journal of Portfolio Management Fall 2016, 43 (1) 29-42; DOI: https://doi.org/10.3905/jpm.2016.43.1.029
G
Grover, Sean
- You have accessAn Analysis of the Expense Ratio Pricing of SMB,
HML, and UMD Exposure in U.S. Equity Mutual FundsSean Grover and Jared KizerThe Journal of Portfolio Management Fall 2016, 43 (1) 138-143; DOI: https://doi.org/10.3905/jpm.2016.43.1.138
K
Kizer, Jared
- You have accessAn Analysis of the Expense Ratio Pricing of SMB,
HML, and UMD Exposure in U.S. Equity Mutual FundsSean Grover and Jared KizerThe Journal of Portfolio Management Fall 2016, 43 (1) 138-143; DOI: https://doi.org/10.3905/jpm.2016.43.1.138
Kritzman, Mark
- You have accessA Practitioner’s Guide to Market Microstructure InvarianceAlbert S. Kyle, Anna A. Obizhaeva and Mark KritzmanThe Journal of Portfolio Management Fall 2016, 43 (1) 43-53; DOI: https://doi.org/10.3905/jpm.2016.43.1.043
Kyle, Albert S.
- You have accessA Practitioner’s Guide to Market Microstructure InvarianceAlbert S. Kyle, Anna A. Obizhaeva and Mark KritzmanThe Journal of Portfolio Management Fall 2016, 43 (1) 43-53; DOI: https://doi.org/10.3905/jpm.2016.43.1.043
L
Li, Feifei
- You have accessLabor Conditions and Future Capital Market PerformanceRob Arnott, Feifei Li and Xi LiuThe Journal of Portfolio Management Fall 2016, 43 (1) 54-71; DOI: https://doi.org/10.3905/jpm.2016.43.1.054
Liu, Han
- You have accessIdentifying Economic Regimes: Reducing Downside
Risks for University Endowments and FoundationsJohn M. Mulvey and Han LiuThe Journal of Portfolio Management Fall 2016, 43 (1) 100-108; DOI: https://doi.org/10.3905/jpm.2016.43.1.100
Liu, Xi
- You have accessLabor Conditions and Future Capital Market PerformanceRob Arnott, Feifei Li and Xi LiuThe Journal of Portfolio Management Fall 2016, 43 (1) 54-71; DOI: https://doi.org/10.3905/jpm.2016.43.1.054
López de Prado, Marcos
- You have accessINVITED EDITORIAL COMMENTMarcos López de PradoThe Journal of Portfolio Management Fall 2016, 43 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2016.43.1.005
M
Mulvey, John M.
- You have accessIdentifying Economic Regimes: Reducing Downside
Risks for University Endowments and FoundationsJohn M. Mulvey and Han LiuThe Journal of Portfolio Management Fall 2016, 43 (1) 100-108; DOI: https://doi.org/10.3905/jpm.2016.43.1.100
O
Obizhaeva, Anna A.
- You have accessA Practitioner’s Guide to Market Microstructure InvarianceAlbert S. Kyle, Anna A. Obizhaeva and Mark KritzmanThe Journal of Portfolio Management Fall 2016, 43 (1) 43-53; DOI: https://doi.org/10.3905/jpm.2016.43.1.043
P
Park, James
- You have accessAn Asset Class Characterization of the U.S. Equity Index Volatility Risk PremiumWilliam Fallon and James ParkThe Journal of Portfolio Management Fall 2016, 43 (1) 72-84; DOI: https://doi.org/10.3905/jpm.2016.43.1.072
Philips, Thomas
- You have accessUncloaking Campbell and Shiller’s CAPE: A Comprehensive Guide to Its Construction and UseThomas Philips and Cenk UralThe Journal of Portfolio Management Fall 2016, 43 (1) 109-125; DOI: https://doi.org/10.3905/jpm.2016.43.1.109
U
Ural, Cenk
- You have accessUncloaking Campbell and Shiller’s CAPE: A Comprehensive Guide to Its Construction and UseThomas Philips and Cenk UralThe Journal of Portfolio Management Fall 2016, 43 (1) 109-125; DOI: https://doi.org/10.3905/jpm.2016.43.1.109
Z
Zakamulin, Valeriy
- You have accessOptimal Dynamic Portfolio Risk ManagementValeriy ZakamulinThe Journal of Portfolio Management Fall 2016, 43 (1) 85-99; DOI: https://doi.org/10.3905/jpm.2016.43.1.085