Index by author
Summer 2017; Volume 43,Issue 4
B
Bianchi, Robert J.
- You have accessThe Diversification Delta: A Different PerspectiveYuri Salazar Flores, Robert J. Bianchi, Michael E. Drew and Stefan TrückThe Journal of Portfolio Management Summer 2017, 43 (4) 112-124; DOI: https://doi.org/10.3905/jpm.2017.43.4.112
C
Copeland, Maggie
- You have accessRevising Equity Valuation with Tail RiskMaggie Copeland, Thomas Copeland and Timothy CopelandThe Journal of Portfolio Management Summer 2017, 43 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2017.43.4.100
Copeland, Thomas
- You have accessRevising Equity Valuation with Tail RiskMaggie Copeland, Thomas Copeland and Timothy CopelandThe Journal of Portfolio Management Summer 2017, 43 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2017.43.4.100
Copeland, Timothy
- You have accessRevising Equity Valuation with Tail RiskMaggie Copeland, Thomas Copeland and Timothy CopelandThe Journal of Portfolio Management Summer 2017, 43 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2017.43.4.100
Cornell, Bradford
- You have accessDoes Past Performance Matter in Investment Manager Selection?Bradford Cornell, Jason Hsu and David NanigianThe Journal of Portfolio Management Summer 2017, 43 (4) 33-43; DOI: https://doi.org/10.3905/jpm.2017.43.4.033
D
de Carvalho, Raul Leote
- You have accessDecomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor ExposuresErik Kroon, Anton Wouters and Raul Leote de CarvalhoThe Journal of Portfolio Management Summer 2017, 43 (4) 71-86; DOI: https://doi.org/10.3905/jpm.2017.43.4.071
Ding, Xiaoya (Sara)
- You have accessThe Impact on Stock Returns of Crowding by Mutual
FundsLigang Zhong, Xiaoya (Sara) Ding and Nicholas S.P. TayThe Journal of Portfolio Management Summer 2017, 43 (4) 87-99; DOI: https://doi.org/10.3905/jpm.2017.43.4.087
Drew, Michael E.
- You have accessThe Diversification Delta: A Different PerspectiveYuri Salazar Flores, Robert J. Bianchi, Michael E. Drew and Stefan TrückThe Journal of Portfolio Management Summer 2017, 43 (4) 112-124; DOI: https://doi.org/10.3905/jpm.2017.43.4.112
F
Fang, Jiali
- You have accessPopularity versus Profitability: Evidence from Bollinger BandsJiali Fang, Ben Jacobsen and Yafeng QinThe Journal of Portfolio Management Summer 2017, 43 (4) 152-159; DOI: https://doi.org/10.3905/jpm.2017.43.4.152
Feldman, Todd
- You have accessContagious Investor Sentiment and International MarketsTodd Feldman and Shuming LiuThe Journal of Portfolio Management Summer 2017, 43 (4) 125-136; DOI: https://doi.org/10.3905/jpm.2017.43.4.125
Fernandez, Giovanni
- You have accessIPOs: The Third Year OnJessica West, Giovanni Fernandez and K.C. MaThe Journal of Portfolio Management Summer 2017, 43 (4) 137-151; DOI: https://doi.org/10.3905/jpm.2017.43.4.137
H
Harvey, Campbell R.
- You have accessMan vs. Machine: Comparing Discretionary and
Systematic Hedge Fund PerformanceCampbell R. Harvey, Sandy Rattray, Andrew Sinclair and Otto Van HemertThe Journal of Portfolio Management Summer 2017, 43 (4) 55-69; DOI: https://doi.org/10.3905/jpm.2017.43.4.055
Hsu, Jason
- You have accessDoes Past Performance Matter in Investment Manager Selection?Bradford Cornell, Jason Hsu and David NanigianThe Journal of Portfolio Management Summer 2017, 43 (4) 33-43; DOI: https://doi.org/10.3905/jpm.2017.43.4.033
J
Jacobsen, Ben
- You have accessPopularity versus Profitability: Evidence from Bollinger BandsJiali Fang, Ben Jacobsen and Yafeng QinThe Journal of Portfolio Management Summer 2017, 43 (4) 152-159; DOI: https://doi.org/10.3905/jpm.2017.43.4.152
K
Kritzman, Mark
- You have accessINVITED EDITORIAL COMMENTMark KritzmanThe Journal of Portfolio Management Summer 2017, 43 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2017.43.4.001
Kroon, Erik
- You have accessDecomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor ExposuresErik Kroon, Anton Wouters and Raul Leote de CarvalhoThe Journal of Portfolio Management Summer 2017, 43 (4) 71-86; DOI: https://doi.org/10.3905/jpm.2017.43.4.071
Kushner, Joseph
- You have accessTwo Types of Factors: A Return Decomposition for Factor PortfoliosJoseph KushnerThe Journal of Portfolio Management Summer 2017, 43 (4) 17-32; DOI: https://doi.org/10.3905/jpm.2017.43.4.017
L
Liu, Shuming
- You have accessContagious Investor Sentiment and International MarketsTodd Feldman and Shuming LiuThe Journal of Portfolio Management Summer 2017, 43 (4) 125-136; DOI: https://doi.org/10.3905/jpm.2017.43.4.125
López de Prado, Marcos
- You have accessINVITED EDITORIAL COMMENTMarcos López de PradoThe Journal of Portfolio Management Summer 2017, 43 (4) 5-9; DOI: https://doi.org/10.3905/jpm.2017.43.4.005
M
Ma, K.C.
- You have accessIPOs: The Third Year OnJessica West, Giovanni Fernandez and K.C. MaThe Journal of Portfolio Management Summer 2017, 43 (4) 137-151; DOI: https://doi.org/10.3905/jpm.2017.43.4.137
N
Nanigian, David
- You have accessDoes Past Performance Matter in Investment Manager Selection?Bradford Cornell, Jason Hsu and David NanigianThe Journal of Portfolio Management Summer 2017, 43 (4) 33-43; DOI: https://doi.org/10.3905/jpm.2017.43.4.033
Q
Qian, Edward
- You have accessThe Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal MineEdward Qian and Wayne QianThe Journal of Portfolio Management Summer 2017, 43 (4) 44-53; DOI: https://doi.org/10.3905/jpm.2017.43.4.044
Qian, Wayne
- You have accessThe Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal MineEdward Qian and Wayne QianThe Journal of Portfolio Management Summer 2017, 43 (4) 44-53; DOI: https://doi.org/10.3905/jpm.2017.43.4.044
Qin, Yafeng
- You have accessPopularity versus Profitability: Evidence from Bollinger BandsJiali Fang, Ben Jacobsen and Yafeng QinThe Journal of Portfolio Management Summer 2017, 43 (4) 152-159; DOI: https://doi.org/10.3905/jpm.2017.43.4.152
R
Rattray, Sandy
- You have accessMan vs. Machine: Comparing Discretionary and
Systematic Hedge Fund PerformanceCampbell R. Harvey, Sandy Rattray, Andrew Sinclair and Otto Van HemertThe Journal of Portfolio Management Summer 2017, 43 (4) 55-69; DOI: https://doi.org/10.3905/jpm.2017.43.4.055
S
Salazar Flores, Yuri
- You have accessThe Diversification Delta: A Different PerspectiveYuri Salazar Flores, Robert J. Bianchi, Michael E. Drew and Stefan TrückThe Journal of Portfolio Management Summer 2017, 43 (4) 112-124; DOI: https://doi.org/10.3905/jpm.2017.43.4.112
Sinclair, Andrew
- You have accessMan vs. Machine: Comparing Discretionary and
Systematic Hedge Fund PerformanceCampbell R. Harvey, Sandy Rattray, Andrew Sinclair and Otto Van HemertThe Journal of Portfolio Management Summer 2017, 43 (4) 55-69; DOI: https://doi.org/10.3905/jpm.2017.43.4.055
T
Tay, Nicholas S.P.
- You have accessThe Impact on Stock Returns of Crowding by Mutual
FundsLigang Zhong, Xiaoya (Sara) Ding and Nicholas S.P. TayThe Journal of Portfolio Management Summer 2017, 43 (4) 87-99; DOI: https://doi.org/10.3905/jpm.2017.43.4.087
Trück, Stefan
- You have accessThe Diversification Delta: A Different PerspectiveYuri Salazar Flores, Robert J. Bianchi, Michael E. Drew and Stefan TrückThe Journal of Portfolio Management Summer 2017, 43 (4) 112-124; DOI: https://doi.org/10.3905/jpm.2017.43.4.112
V
Van Hemert, Otto
- You have accessMan vs. Machine: Comparing Discretionary and
Systematic Hedge Fund PerformanceCampbell R. Harvey, Sandy Rattray, Andrew Sinclair and Otto Van HemertThe Journal of Portfolio Management Summer 2017, 43 (4) 55-69; DOI: https://doi.org/10.3905/jpm.2017.43.4.055
W
West, Jessica
- You have accessIPOs: The Third Year OnJessica West, Giovanni Fernandez and K.C. MaThe Journal of Portfolio Management Summer 2017, 43 (4) 137-151; DOI: https://doi.org/10.3905/jpm.2017.43.4.137
Wouters, Anton
- You have accessDecomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor ExposuresErik Kroon, Anton Wouters and Raul Leote de CarvalhoThe Journal of Portfolio Management Summer 2017, 43 (4) 71-86; DOI: https://doi.org/10.3905/jpm.2017.43.4.071
Z
Zhong, Ligang
- You have accessThe Impact on Stock Returns of Crowding by Mutual
FundsLigang Zhong, Xiaoya (Sara) Ding and Nicholas S.P. TayThe Journal of Portfolio Management Summer 2017, 43 (4) 87-99; DOI: https://doi.org/10.3905/jpm.2017.43.4.087