Table of Contents

Summer 2017; Volume 43,Issue 4

INVITED EDITORIAL COMMENT: The State of Research in Finance

  • INVITED EDITORIAL COMMENT
    Mark Kritzman
    The Journal of Portfolio Management Summer 2017, 43 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2017.43.4.001

INVITED EDITORIAL COMMENT: Finance as an Industrial Science

  • INVITED EDITORIAL COMMENT
    Marcos López de Prado
    The Journal of Portfolio Management Summer 2017, 43 (4) 5-9; DOI: https://doi.org/10.3905/jpm.2017.43.4.005

Two Types of Factors: A Return Decomposition for Factor Portfolios

Does Past Performance Matter in Investment Manager Selection?

The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine

Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance

Decomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures

The Impact on Stock Returns of Crowding by Mutual Funds

Revising Equity Valuation with Tail Risk

  • Revising Equity Valuation with Tail Risk
    Maggie Copeland, Thomas Copeland and Timothy Copeland
    The Journal of Portfolio Management Summer 2017, 43 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2017.43.4.100

The Diversification Delta: A Different Perspective

  • The Diversification Delta: A Different Perspective
    Yuri Salazar Flores, Robert J. Bianchi, Michael E. Drew and Stefan Trück
    The Journal of Portfolio Management Summer 2017, 43 (4) 112-124; DOI: https://doi.org/10.3905/jpm.2017.43.4.112

Contagious Investor Sentiment and International Markets

IPOs: The Third Year On

  • IPOs: The Third Year On
    Jessica West, Giovanni Fernandez and K.C. Ma
    The Journal of Portfolio Management Summer 2017, 43 (4) 137-151; DOI: https://doi.org/10.3905/jpm.2017.43.4.137

Popularity versus Profitability: Evidence from Bollinger Bands

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