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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Summer 2017; Volume 43,Issue 4

INVITED EDITORIAL COMMENT: The State of Research in Finance

  • You have access
    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

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    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

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    Two Types of Factors: A Return Decomposition for Factor Portfolios
    Joseph Kushner
    The Journal of Portfolio Management Summer 2017, 43 (4) 17-32; DOI: https://doi.org/10.3905/jpm.2017.43.4.017

Does Past Performance Matter in Investment Manager Selection?

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    Does Past Performance Matter in Investment Manager Selection?
    Bradford Cornell, Jason Hsu and David Nanigian
    The Journal of Portfolio Management Summer 2017, 43 (4) 33-43; DOI: https://doi.org/10.3905/jpm.2017.43.4.033

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

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    The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine
    Edward Qian and Wayne Qian
    The Journal of Portfolio Management Summer 2017, 43 (4) 44-53; DOI: https://doi.org/10.3905/jpm.2017.43.4.044

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

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    Man vs. Machine: Comparing Discretionary and
    Systematic Hedge Fund Performance
    Campbell R. Harvey, Sandy Rattray, Andrew Sinclair and Otto Van Hemert
    The Journal of Portfolio Management Summer 2017, 43 (4) 55-69; DOI: https://doi.org/10.3905/jpm.2017.43.4.055

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

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    Decomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures
    Erik Kroon, Anton Wouters and Raul Leote de Carvalho
    The Journal of Portfolio Management Summer 2017, 43 (4) 71-86; DOI: https://doi.org/10.3905/jpm.2017.43.4.071

The Impact on Stock Returns of Crowding by Mutual Funds

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    The Impact on Stock Returns of Crowding by Mutual
    Funds
    Ligang Zhong, Xiaoya (Sara) Ding and Nicholas S.P. Tay
    The Journal of Portfolio Management Summer 2017, 43 (4) 87-99; DOI: https://doi.org/10.3905/jpm.2017.43.4.087

Revising Equity Valuation with Tail Risk

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    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

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    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

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    Contagious Investor Sentiment and International Markets
    Todd Feldman and Shuming Liu
    The Journal of Portfolio Management Summer 2017, 43 (4) 125-136; DOI: https://doi.org/10.3905/jpm.2017.43.4.125

IPOs: The Third Year On

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    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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    Popularity versus Profitability: Evidence from Bollinger Bands
    Jiali Fang, Ben Jacobsen and Yafeng Qin
    The Journal of Portfolio Management Summer 2017, 43 (4) 152-159; DOI: https://doi.org/10.3905/jpm.2017.43.4.152
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The Journal of Portfolio Management: 43 (4)
The Journal of Portfolio Management
Vol. 43, Issue 4
Summer 2017
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