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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Winter 2017; Volume 43,Issue 2

Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Portfolio Management: 43 (2)
The Journal of Portfolio Management
Vol. 43, Issue 2
Winter 2017
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