Table of Contents
Spring 2017; Volume 43,Issue 3
B
Budavari, Tamas
- You have accessThe “Sixth” Factor—A Social Media Factor Derived Directly from Tweet SentimentsJim Liew and Tamas BudavariThe Journal of Portfolio Management Spring 2017, 43 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2017.43.3.102
C
Cavaglia, Stefano
- You have accessA Wealth Management Perspective on Factor Premia and the Value of Downside ProtectionLouis Scott and Stefano CavagliaThe Journal of Portfolio Management Spring 2017, 43 (3) 33-41; DOI: https://doi.org/10.3905/jpm.2017.43.3.033
Clarke, Roger
- You have accessPure Factor Portfolios and Multivariate
Regression AnalysisRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Spring 2017, 43 (3) 16-31; DOI: https://doi.org/10.3905/jpm.2017.43.3.016
D
de Silva, Harindra
- You have accessPure Factor Portfolios and Multivariate
Regression AnalysisRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Spring 2017, 43 (3) 16-31; DOI: https://doi.org/10.3905/jpm.2017.43.3.016
Dewey, Richard
- You have accessINVITED EDITORIAL COMMENTVictor Haghani and Richard DeweyThe Journal of Portfolio Management Spring 2017, 43 (3) 2-8; DOI: https://doi.org/10.3905/jpm.2017.43.3.002
F
Feng, Shu
- You have accessSentiment and the Performance of Technical IndicatorsShu Feng, Na Wang and Edward J. ZychowiczThe Journal of Portfolio Management Spring 2017, 43 (3) 112-125; DOI: https://doi.org/10.3905/jpm.2017.43.3.112
H
Haghani, Victor
- You have accessINVITED EDITORIAL COMMENTVictor Haghani and Richard DeweyThe Journal of Portfolio Management Spring 2017, 43 (3) 2-8; DOI: https://doi.org/10.3905/jpm.2017.43.3.002
Hardardottir, Hjördis
- You have accessRisk Aversion, Noise, and Optimal InvestmentsHjördis Hardardottir and Frederik LundtofteThe Journal of Portfolio Management Spring 2017, 43 (3) 51-59; DOI: https://doi.org/10.3905/jpm.2017.43.3.051
Huang, Shirley
- You have accessPerformance Control and Risk Calibration in the Black–Litterman ModelChyng Wen Tee, Shirley Huang and Kian Guan LimThe Journal of Portfolio Management Spring 2017, 43 (3) 126-135; DOI: https://doi.org/10.3905/jpm.2017.43.3.126
Hughen, J. Christopher
- You have accessPortfolio Allocations Using Fundamental Ratios: Are Profitability Measures More Effective in Selecting Firms and Sectors?J. Christopher Hughen and Jack StraussThe Journal of Portfolio Management Spring 2017, 43 (3) 87-101; DOI: https://doi.org/10.3905/jpm.2017.43.3.087
Hull, Blair
- You have accessA Practitioner’s Defense of Return PredictabilityBlair Hull and Xiao QiaoThe Journal of Portfolio Management Spring 2017, 43 (3) 60-76; DOI: https://doi.org/10.3905/jpm.2017.43.3.060
L
Liew, Jim
- You have accessThe “Sixth” Factor—A Social Media Factor Derived Directly from Tweet SentimentsJim Liew and Tamas BudavariThe Journal of Portfolio Management Spring 2017, 43 (3) 102-111; DOI: https://doi.org/10.3905/jpm.2017.43.3.102
Lim, Kian Guan
- You have accessPerformance Control and Risk Calibration in the Black–Litterman ModelChyng Wen Tee, Shirley Huang and Kian Guan LimThe Journal of Portfolio Management Spring 2017, 43 (3) 126-135; DOI: https://doi.org/10.3905/jpm.2017.43.3.126
Lundtofte, Frederik
- You have accessRisk Aversion, Noise, and Optimal InvestmentsHjördis Hardardottir and Frederik LundtofteThe Journal of Portfolio Management Spring 2017, 43 (3) 51-59; DOI: https://doi.org/10.3905/jpm.2017.43.3.051
P
Pye, Gordon B.
- You have accessDisbursementsGordon B. PyeThe Journal of Portfolio Management Spring 2017, 43 (3) 136-151; DOI: https://doi.org/10.3905/jpm.2017.43.3.136
Q
Qiao, Xiao
- You have accessA Practitioner’s Defense of Return PredictabilityBlair Hull and Xiao QiaoThe Journal of Portfolio Management Spring 2017, 43 (3) 60-76; DOI: https://doi.org/10.3905/jpm.2017.43.3.060
S
Schmielewski, Frank
- You have accessDefensive Portfolio Construction Based on Extreme
Value at RiskFrank Schmielewski and Stoyan StoyanovThe Journal of Portfolio Management Spring 2017, 43 (3) 42-50; DOI: https://doi.org/10.3905/jpm.2017.43.3.042
Scott, Louis
- You have accessA Wealth Management Perspective on Factor Premia and the Value of Downside ProtectionLouis Scott and Stefano CavagliaThe Journal of Portfolio Management Spring 2017, 43 (3) 33-41; DOI: https://doi.org/10.3905/jpm.2017.43.3.033
Sexauer, Stephen C.
- You have accessFive Mysteries Surrounding Low and Negative Interest RatesLaurence B. Siegel and Stephen C. SexauerThe Journal of Portfolio Management Spring 2017, 43 (3) 77-86; DOI: https://doi.org/10.3905/jpm.2017.43.3.077
Siegel, Laurence B.
- You have accessFive Mysteries Surrounding Low and Negative Interest RatesLaurence B. Siegel and Stephen C. SexauerThe Journal of Portfolio Management Spring 2017, 43 (3) 77-86; DOI: https://doi.org/10.3905/jpm.2017.43.3.077
Stoyanov, Stoyan
- You have accessDefensive Portfolio Construction Based on Extreme
Value at RiskFrank Schmielewski and Stoyan StoyanovThe Journal of Portfolio Management Spring 2017, 43 (3) 42-50; DOI: https://doi.org/10.3905/jpm.2017.43.3.042
Strauss, Jack
- You have accessPortfolio Allocations Using Fundamental Ratios: Are Profitability Measures More Effective in Selecting Firms and Sectors?J. Christopher Hughen and Jack StraussThe Journal of Portfolio Management Spring 2017, 43 (3) 87-101; DOI: https://doi.org/10.3905/jpm.2017.43.3.087
T
Tee, Chyng Wen
- You have accessPerformance Control and Risk Calibration in the Black–Litterman ModelChyng Wen Tee, Shirley Huang and Kian Guan LimThe Journal of Portfolio Management Spring 2017, 43 (3) 126-135; DOI: https://doi.org/10.3905/jpm.2017.43.3.126
Thorley, Steven
- You have accessPure Factor Portfolios and Multivariate
Regression AnalysisRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management Spring 2017, 43 (3) 16-31; DOI: https://doi.org/10.3905/jpm.2017.43.3.016
W
Wang, Na
- You have accessSentiment and the Performance of Technical IndicatorsShu Feng, Na Wang and Edward J. ZychowiczThe Journal of Portfolio Management Spring 2017, 43 (3) 112-125; DOI: https://doi.org/10.3905/jpm.2017.43.3.112
Z
Zychowicz, Edward J.
- You have accessSentiment and the Performance of Technical IndicatorsShu Feng, Na Wang and Edward J. ZychowiczThe Journal of Portfolio Management Spring 2017, 43 (3) 112-125; DOI: https://doi.org/10.3905/jpm.2017.43.3.112