Table of Contents

Spring 2017; Volume 43,Issue 3

B

  1. Budavari, Tamas

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
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