Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Subscribe Now
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Portfolio Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Subscribe Now
  • Log in
The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Spring 2017; Volume 43,Issue 3
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Budavari, Tamas

    1. You have access
      The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet Sentiments
      Jim Liew and Tamas Budavari
      The Journal of Portfolio Management Spring 2017, 43 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2017.43.3.102

C

  1. Cavaglia, Stefano

    1. You have access
      A Wealth Management Perspective on Factor Premia and the Value of Downside Protection
      Louis Scott and Stefano Cavaglia
      The Journal of Portfolio Management Spring 2017, 43 (3) 33-41; DOI: https://doi.org/10.3905/jpm.2017.43.3.033
  2. Clarke, Roger

    1. You have access
      Pure Factor Portfolios and Multivariate
      Regression Analysis
      Roger Clarke, Harindra de Silva and Steven Thorley
      The Journal of Portfolio Management Spring 2017, 43 (3) 16-31; DOI: https://doi.org/10.3905/jpm.2017.43.3.016

D

  1. de Silva, Harindra

    1. You have access
      Pure Factor Portfolios and Multivariate
      Regression Analysis
      Roger Clarke, Harindra de Silva and Steven Thorley
      The Journal of Portfolio Management Spring 2017, 43 (3) 16-31; DOI: https://doi.org/10.3905/jpm.2017.43.3.016
  2. Dewey, Richard

    1. You have access
      INVITED EDITORIAL COMMENT
      Victor Haghani and Richard Dewey
      The Journal of Portfolio Management Spring 2017, 43 (3) 2-8; DOI: https://doi.org/10.3905/jpm.2017.43.3.002

F

  1. Feng, Shu

    1. You have access
      Sentiment and the Performance of Technical Indicators
      Shu Feng, Na Wang and Edward J. Zychowicz
      The Journal of Portfolio Management Spring 2017, 43 (3) 112-125; DOI: https://doi.org/10.3905/jpm.2017.43.3.112

H

  1. Haghani, Victor

    1. You have access
      INVITED EDITORIAL COMMENT
      Victor Haghani and Richard Dewey
      The Journal of Portfolio Management Spring 2017, 43 (3) 2-8; DOI: https://doi.org/10.3905/jpm.2017.43.3.002
  2. Hardardottir, Hjördis

    1. You have access
      Risk Aversion, Noise, and Optimal Investments
      Hjördis Hardardottir and Frederik Lundtofte
      The Journal of Portfolio Management Spring 2017, 43 (3) 51-59; DOI: https://doi.org/10.3905/jpm.2017.43.3.051
  3. Huang, Shirley

    1. You have access
      Performance Control and Risk Calibration in the Black–Litterman Model
      Chyng Wen Tee, Shirley Huang and Kian Guan Lim
      The Journal of Portfolio Management Spring 2017, 43 (3) 126-135; DOI: https://doi.org/10.3905/jpm.2017.43.3.126
  4. Hughen, J. Christopher

    1. You have access
      Portfolio Allocations Using Fundamental Ratios: Are Profitability Measures More Effective in Selecting Firms and Sectors?
      J. Christopher Hughen and Jack Strauss
      The Journal of Portfolio Management Spring 2017, 43 (3) 87-101; DOI: https://doi.org/10.3905/jpm.2017.43.3.087
  5. Hull, Blair

    1. You have access
      A Practitioner’s Defense of Return Predictability
      Blair Hull and Xiao Qiao
      The Journal of Portfolio Management Spring 2017, 43 (3) 60-76; DOI: https://doi.org/10.3905/jpm.2017.43.3.060

L

  1. Liew, Jim

    1. You have access
      The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet Sentiments
      Jim Liew and Tamas Budavari
      The Journal of Portfolio Management Spring 2017, 43 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2017.43.3.102
  2. Lim, Kian Guan

    1. You have access
      Performance Control and Risk Calibration in the Black–Litterman Model
      Chyng Wen Tee, Shirley Huang and Kian Guan Lim
      The Journal of Portfolio Management Spring 2017, 43 (3) 126-135; DOI: https://doi.org/10.3905/jpm.2017.43.3.126
  3. Lundtofte, Frederik

    1. You have access
      Risk Aversion, Noise, and Optimal Investments
      Hjördis Hardardottir and Frederik Lundtofte
      The Journal of Portfolio Management Spring 2017, 43 (3) 51-59; DOI: https://doi.org/10.3905/jpm.2017.43.3.051

P

  1. Pye, Gordon B.

    1. You have access
      Disbursements
      Gordon B. Pye
      The Journal of Portfolio Management Spring 2017, 43 (3) 136-151; DOI: https://doi.org/10.3905/jpm.2017.43.3.136

Q

  1. Qiao, Xiao

    1. You have access
      A Practitioner’s Defense of Return Predictability
      Blair Hull and Xiao Qiao
      The Journal of Portfolio Management Spring 2017, 43 (3) 60-76; DOI: https://doi.org/10.3905/jpm.2017.43.3.060

S

  1. Schmielewski, Frank

    1. You have access
      Defensive Portfolio Construction Based on Extreme
      Value at Risk
      Frank Schmielewski and Stoyan Stoyanov
      The Journal of Portfolio Management Spring 2017, 43 (3) 42-50; DOI: https://doi.org/10.3905/jpm.2017.43.3.042
  2. Scott, Louis

    1. You have access
      A Wealth Management Perspective on Factor Premia and the Value of Downside Protection
      Louis Scott and Stefano Cavaglia
      The Journal of Portfolio Management Spring 2017, 43 (3) 33-41; DOI: https://doi.org/10.3905/jpm.2017.43.3.033
  3. Sexauer, Stephen C.

    1. You have access
      Five Mysteries Surrounding Low and Negative Interest Rates
      Laurence B. Siegel and Stephen C. Sexauer
      The Journal of Portfolio Management Spring 2017, 43 (3) 77-86; DOI: https://doi.org/10.3905/jpm.2017.43.3.077
  4. Siegel, Laurence B.

    1. You have access
      Five Mysteries Surrounding Low and Negative Interest Rates
      Laurence B. Siegel and Stephen C. Sexauer
      The Journal of Portfolio Management Spring 2017, 43 (3) 77-86; DOI: https://doi.org/10.3905/jpm.2017.43.3.077
  5. Stoyanov, Stoyan

    1. You have access
      Defensive Portfolio Construction Based on Extreme
      Value at Risk
      Frank Schmielewski and Stoyan Stoyanov
      The Journal of Portfolio Management Spring 2017, 43 (3) 42-50; DOI: https://doi.org/10.3905/jpm.2017.43.3.042
  6. Strauss, Jack

    1. You have access
      Portfolio Allocations Using Fundamental Ratios: Are Profitability Measures More Effective in Selecting Firms and Sectors?
      J. Christopher Hughen and Jack Strauss
      The Journal of Portfolio Management Spring 2017, 43 (3) 87-101; DOI: https://doi.org/10.3905/jpm.2017.43.3.087

T

  1. Tee, Chyng Wen

    1. You have access
      Performance Control and Risk Calibration in the Black–Litterman Model
      Chyng Wen Tee, Shirley Huang and Kian Guan Lim
      The Journal of Portfolio Management Spring 2017, 43 (3) 126-135; DOI: https://doi.org/10.3905/jpm.2017.43.3.126
  2. Thorley, Steven

    1. You have access
      Pure Factor Portfolios and Multivariate
      Regression Analysis
      Roger Clarke, Harindra de Silva and Steven Thorley
      The Journal of Portfolio Management Spring 2017, 43 (3) 16-31; DOI: https://doi.org/10.3905/jpm.2017.43.3.016

W

  1. Wang, Na

    1. You have access
      Sentiment and the Performance of Technical Indicators
      Shu Feng, Na Wang and Edward J. Zychowicz
      The Journal of Portfolio Management Spring 2017, 43 (3) 112-125; DOI: https://doi.org/10.3905/jpm.2017.43.3.112

Z

  1. Zychowicz, Edward J.

    1. You have access
      Sentiment and the Performance of Technical Indicators
      Shu Feng, Na Wang and Edward J. Zychowicz
      The Journal of Portfolio Management Spring 2017, 43 (3) 112-125; DOI: https://doi.org/10.3905/jpm.2017.43.3.112
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Portfolio Management: 43 (3)
The Journal of Portfolio Management
Vol. 43, Issue 3
Spring 2017
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • News
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies