The Journal of Portfolio Management: 43 (2)

Winter 2017; Volume 43,Issue 2

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INVITED EDITORIAL COMMENT
Victor Haghani

The Journal of Portfolio Management Winter 2017, 43 (2) 2-5; DOI: https://doi.org/10.3905/jpm.2017.43.2.002
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The Dangers of Diversification: Managing Multiple Manager Portfolios
Gerald Garvey, Ronald N. Kahn and Raffaele Savi

The Journal of Portfolio Management Winter 2017, 43 (2) 13-23; DOI: https://doi.org/10.3905/jpm.2017.43.2.013
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Extending the Risk Parity Approach to Higher Moments: Is There Any Value Added?
Eduard Baitinger, André Dragosch and Anastasia Topalova

The Journal of Portfolio Management Winter 2017, 43 (2) 24-36; DOI: https://doi.org/10.3905/jpm.2017.43.2.024
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Equity Portfolios with Improved Liability-Hedging Benefits
Guillaume Coqueret, Lionel Martellini and Vincent Milhau

The Journal of Portfolio Management Winter 2017, 43 (2) 37-49; DOI: https://doi.org/10.3905/jpm.2017.43.2.037
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Abnormal Stock Returns Using Supply Chain Momentum and Operational Financials
Antti Paatela, Elias Noschis and Ari-Pekka Hameri

The Journal of Portfolio Management Winter 2017, 43 (2) 50-60; DOI: https://doi.org/10.3905/jpm.2017.43.2.050
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Defined Contribution Retirement Plans Should Look
and Feel More Like Defined Benefit Plans
Antti Ilmanen, David G. Kabiller, Laurence B. Siegel and Rodney N. Sullivan

The Journal of Portfolio Management Winter 2017, 43 (2) 61-76; DOI: https://doi.org/10.3905/jpm.2017.43.2.061
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The Moral Hazard Problem in Hedge Funds: A Study of Commodity Trading Advisors
Li Cai, Chris (Cheng) Jiang and Marat Molyboga

The Journal of Portfolio Management Winter 2017, 43 (2) 77-89; DOI: https://doi.org/10.3905/jpm.2017.43.2.077
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Quantifying Backtest Overfitting in Alternative Beta Strategies
Antti Suhonen, Matthias Lennkh and Fabrice Perez

The Journal of Portfolio Management Winter 2017, 43 (2) 90-104; DOI: https://doi.org/10.3905/jpm.2017.43.2.090
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Effect of Booms and Busts on the Sharpe Ratio
Ziemowit Bednarek and Pratish Patel

The Journal of Portfolio Management Winter 2017, 43 (2) 105-114; DOI: https://doi.org/10.3905/jpm.2017.43.2.105
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The Bad Arithmetic of Active Management
Brian J. Jacobsen

The Journal of Portfolio Management Winter 2017, 43 (2) 115-122; DOI: https://doi.org/10.3905/jpm.2017.43.2.115
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Currency Crowdedness Generated by Global Bond Funds
Gueorgui Konstantinov

The Journal of Portfolio Management Winter 2017, 43 (2) 123-135; DOI: https://doi.org/10.3905/jpm.2017.43.2.123
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Volatility Wisdom of Social Media Crowds
Ahmet K. Karagozoglu and Frank J. Fabozzi

The Journal of Portfolio Management Winter 2017, 43 (2) 136-151; DOI: https://doi.org/10.3905/jpm.2017.43.2.136

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