Table of Contents

Article

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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