Index by author

Fall 2016; Volume 43,Issue 1

A

  1. Aldridge, Irene

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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

Explore our content to discover more relevant research

In this issue