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
  • Request a Demo
  • 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
  • Request a Demo
  • 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

Index by author

Summer 2017; Volume 43,Issue 4
  • 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. Bianchi, Robert J.

    1. You have access
      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

C

  1. Copeland, Maggie

    1. You have access
      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
  2. Copeland, Thomas

    1. You have access
      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
  3. Copeland, Timothy

    1. You have access
      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
  4. Cornell, Bradford

    1. You have access
      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

D

  1. de Carvalho, Raul Leote

    1. You have access
      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
  2. Ding, Xiaoya (Sara)

    1. You have access
      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
  3. Drew, Michael E.

    1. You have access
      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

F

  1. Fang, Jiali

    1. You have access
      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
  2. Feldman, Todd

    1. You have access
      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
  3. Fernandez, Giovanni

    1. You have access
      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

H

  1. Harvey, Campbell R.

    1. You have access
      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
  2. Hsu, Jason

    1. You have access
      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

J

  1. Jacobsen, Ben

    1. You have access
      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

K

  1. Kritzman, Mark

    1. 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
  2. Kroon, Erik

    1. You have access
      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
  3. Kushner, Joseph

    1. You have access
      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

L

  1. Liu, Shuming

    1. You have access
      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
  2. López de Prado, Marcos

    1. You have access
      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

M

  1. Ma, K.C.

    1. You have access
      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

N

  1. Nanigian, David

    1. You have access
      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

Q

  1. Qian, Edward

    1. You have access
      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
  2. Qian, Wayne

    1. You have access
      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
  3. Qin, Yafeng

    1. You have access
      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

R

  1. Rattray, Sandy

    1. You have access
      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

S

  1. Salazar Flores, Yuri

    1. You have access
      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
  2. Sinclair, Andrew

    1. You have access
      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

T

  1. Tay, Nicholas S.P.

    1. You have access
      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
  2. Trück, Stefan

    1. You have access
      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

V

  1. Van Hemert, Otto

    1. You have access
      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

W

  1. West, Jessica

    1. You have access
      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
  2. Wouters, Anton

    1. You have access
      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

Z

  1. Zhong, Ligang

    1. You have access
      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
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 (4)
The Journal of Portfolio Management
Vol. 43, Issue 4
Summer 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

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

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