Table of Contents
Special QES Issue 2017; Volume 43,Issue 5
A
Alford, Andrew W.
- You have accessImplementing a Smart Beta Index: The Implications of a Dual Performance Objective and Limited LiquidityAndrew W. Alford and Dmitry A. RakhlinThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 135-146; DOI: https://doi.org/10.3905/jpm.2017.43.5.135
Amenc, Noël
- You have accessAccounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk ControlNoël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099
Ang, Andrew
- You have accessTotal Portfolio Factor, Not Just Asset, AllocationRobert Bass, Scott Gladstone and Andrew AngThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 38-53; DOI: https://doi.org/10.3905/jpm.2017.43.5.038
Asness, Clifford
- You have accessContrarian Factor Timing is Deceptively DifficultClifford Asness, Swati Chandra, Antti Ilmanen and Ronen IsraelThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072
B
Bass, Robert
- You have accessTotal Portfolio Factor, Not Just Asset, AllocationRobert Bass, Scott Gladstone and Andrew AngThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 38-53; DOI: https://doi.org/10.3905/jpm.2017.43.5.038
Bender, Jennifer
- You have accessQuality Assurance: Demystifying the Quality Factor in Equities and BondsJennifer Bender and Ritirupa SamantaThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 88-98; DOI: https://doi.org/10.3905/jpm.2017.43.5.088
Bianchi, Stephen W.
- You have accessThe Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio RiskStephen W. Bianchi, Lisa R. Goldberg and Allan RosenbergThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 147-156; DOI: https://doi.org/10.3905/jpm.2017.43.5.147
C
Chandra, Swati
- You have accessContrarian Factor Timing is Deceptively DifficultClifford Asness, Swati Chandra, Antti Ilmanen and Ronen IsraelThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072
Cocoma, Paula
- You have accessFacts about FactorsPaula Cocoma, Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 55-65; DOI: https://doi.org/10.3905/jpm.2017.43.5.055
Czasonis, Megan
- You have accessFacts about FactorsPaula Cocoma, Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 55-65; DOI: https://doi.org/10.3905/jpm.2017.43.5.055
D
Dimson, Elroy
- You have accessFactor-Based Investing: The Long-Term EvidenceElroy Dimson, Paul Marsh and Mike StauntonThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 15-37; DOI: https://doi.org/10.3905/jpm.2017.43.5.015
Ducoulombier, Frédéric
- You have accessAccounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk ControlNoël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099
E
Esakia, Mikheil
- You have accessAccounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk ControlNoël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099
F
Fabozzi, Frank J.
- You have accessRobust Factor-Based InvestingJang Ho Kim, Woo Chang Kim and Frank J. FabozziThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 157-164; DOI: https://doi.org/10.3905/jpm.2017.43.5.157
G
Gladstone, Scott
- You have accessTotal Portfolio Factor, Not Just Asset, AllocationRobert Bass, Scott Gladstone and Andrew AngThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 38-53; DOI: https://doi.org/10.3905/jpm.2017.43.5.038
Goldberg, Lisa R.
- You have accessThe Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio RiskStephen W. Bianchi, Lisa R. Goldberg and Allan RosenbergThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 147-156; DOI: https://doi.org/10.3905/jpm.2017.43.5.147
Goltz, Felix
- You have accessAccounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk ControlNoël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099
I
Ilmanen, Antti
- You have accessContrarian Factor Timing is Deceptively DifficultClifford Asness, Swati Chandra, Antti Ilmanen and Ronen IsraelThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072
Israel, Ronen
- You have accessContrarian Factor Timing is Deceptively DifficultClifford Asness, Swati Chandra, Antti Ilmanen and Ronen IsraelThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072
K
Kim, Jang Ho
- You have accessRobust Factor-Based InvestingJang Ho Kim, Woo Chang Kim and Frank J. FabozziThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 157-164; DOI: https://doi.org/10.3905/jpm.2017.43.5.157
Kim, Woo Chang
- You have accessRobust Factor-Based InvestingJang Ho Kim, Woo Chang Kim and Frank J. FabozziThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 157-164; DOI: https://doi.org/10.3905/jpm.2017.43.5.157
Kritzman, Mark
- You have accessFacts about FactorsPaula Cocoma, Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 55-65; DOI: https://doi.org/10.3905/jpm.2017.43.5.055
L
Lee, Wai
- You have accessFactors Timing FactorsWai LeeThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 66-71; DOI: https://doi.org/10.3905/jpm.2017.43.5.066
Liu, Ding
- You have accessPure Quintile PortfoliosDing LiuThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 115-129; DOI: https://doi.org/10.3905/jpm.2017.43.5.115
M
Marsh, Paul
- You have accessFactor-Based Investing: The Long-Term EvidenceElroy Dimson, Paul Marsh and Mike StauntonThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 15-37; DOI: https://doi.org/10.3905/jpm.2017.43.5.015
P
Podkaminer, Eugene
- You have accessSmart Beta is the Gateway Drug to Risk Factor InvestingEugene PodkaminerThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 130-134; DOI: https://doi.org/10.3905/jpm.2017.43.5.130
R
Rakhlin, Dmitry A.
- You have accessImplementing a Smart Beta Index: The Implications of a Dual Performance Objective and Limited LiquidityAndrew W. Alford and Dmitry A. RakhlinThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 135-146; DOI: https://doi.org/10.3905/jpm.2017.43.5.135
Rosenberg, Allan
- You have accessThe Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio RiskStephen W. Bianchi, Lisa R. Goldberg and Allan RosenbergThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 147-156; DOI: https://doi.org/10.3905/jpm.2017.43.5.147
Ross, Stephen A.
- You have accessINVITED EDITORIAL COMMENTStephen A. RossThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2017.43.5.001
S
Samanta, Ritirupa
- You have accessQuality Assurance: Demystifying the Quality Factor in Equities and BondsJennifer Bender and Ritirupa SamantaThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 88-98; DOI: https://doi.org/10.3905/jpm.2017.43.5.088
Sivasubramanian, Sivagaminathan
- You have accessAccounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk ControlNoël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan SivasubramanianThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099
Staunton, Mike
- You have accessFactor-Based Investing: The Long-Term EvidenceElroy Dimson, Paul Marsh and Mike StauntonThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 15-37; DOI: https://doi.org/10.3905/jpm.2017.43.5.015
T
Turkington, David
- You have accessFacts about FactorsPaula Cocoma, Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Special QES Issue 2017, 43 (5) 55-65; DOI: https://doi.org/10.3905/jpm.2017.43.5.055
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The Journal of Portfolio Management
Vol. 43, Issue 5
Special QES Issue 2017