Table of Contents

Summer 2017; Volume 43,Issue 4

B

  1. Bianchi, Robert J.

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