Index by author

Special QES Issue 2017; Volume 43,Issue 5

A

  1. Alford, Andrew W.

    1. Implementing a Smart Beta Index: The Implications of a Dual Performance Objective and Limited Liquidity
      Andrew W. Alford and Dmitry A. Rakhlin
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 135-146; DOI: https://doi.org/10.3905/jpm.2017.43.5.135

  2. Amenc, Noël

    1. Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
      Noël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099

  3. Ang, Andrew

    1. Total Portfolio Factor, Not Just Asset, Allocation
      Robert Bass, Scott Gladstone and Andrew Ang
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 38-53; DOI: https://doi.org/10.3905/jpm.2017.43.5.038

  4. Asness, Clifford

    1. Contrarian Factor Timing is Deceptively Difficult
      Clifford Asness, Swati Chandra, Antti Ilmanen and Ronen Israel
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072

B

  1. Bass, Robert

    1. Total Portfolio Factor, Not Just Asset, Allocation
      Robert Bass, Scott Gladstone and Andrew Ang
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 38-53; DOI: https://doi.org/10.3905/jpm.2017.43.5.038

  2. Bender, Jennifer

    1. Quality Assurance: Demystifying the Quality Factor in Equities and Bonds
      Jennifer Bender and Ritirupa Samanta
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 88-98; DOI: https://doi.org/10.3905/jpm.2017.43.5.088

  3. Bianchi, Stephen W.

    1. The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk
      Stephen W. Bianchi, Lisa R. Goldberg and Allan Rosenberg
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 147-156; DOI: https://doi.org/10.3905/jpm.2017.43.5.147

C

  1. Chandra, Swati

    1. Contrarian Factor Timing is Deceptively Difficult
      Clifford Asness, Swati Chandra, Antti Ilmanen and Ronen Israel
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072

  2. Cocoma, Paula

    1. Facts about Factors
      Paula Cocoma, Megan Czasonis, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 55-65; DOI: https://doi.org/10.3905/jpm.2017.43.5.055

  3. Czasonis, Megan

    1. Facts about Factors
      Paula Cocoma, Megan Czasonis, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 55-65; DOI: https://doi.org/10.3905/jpm.2017.43.5.055

D

  1. Dimson, Elroy

    1. Factor-Based Investing: The Long-Term Evidence
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 15-37; DOI: https://doi.org/10.3905/jpm.2017.43.5.015

  2. Ducoulombier, Frédéric

    1. Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
      Noël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099

E

  1. Esakia, Mikheil

    1. Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
      Noël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099

F

  1. Fabozzi, Frank J.

    1. Robust Factor-Based Investing
      Jang Ho Kim, Woo Chang Kim and Frank J. Fabozzi
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 157-164; DOI: https://doi.org/10.3905/jpm.2017.43.5.157

G

  1. Gladstone, Scott

    1. Total Portfolio Factor, Not Just Asset, Allocation
      Robert Bass, Scott Gladstone and Andrew Ang
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 38-53; DOI: https://doi.org/10.3905/jpm.2017.43.5.038

  2. Goldberg, Lisa R.

    1. The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk
      Stephen W. Bianchi, Lisa R. Goldberg and Allan Rosenberg
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 147-156; DOI: https://doi.org/10.3905/jpm.2017.43.5.147

  3. Goltz, Felix

    1. Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
      Noël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099

I

  1. Ilmanen, Antti

    1. Contrarian Factor Timing is Deceptively Difficult
      Clifford Asness, Swati Chandra, Antti Ilmanen and Ronen Israel
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072

  2. Israel, Ronen

    1. Contrarian Factor Timing is Deceptively Difficult
      Clifford Asness, Swati Chandra, Antti Ilmanen and Ronen Israel
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 72-87; DOI: https://doi.org/10.3905/jpm.2017.43.5.072

K

  1. Kim, Jang Ho

    1. Robust Factor-Based Investing
      Jang Ho Kim, Woo Chang Kim and Frank J. Fabozzi
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 157-164; DOI: https://doi.org/10.3905/jpm.2017.43.5.157

  2. Kim, Woo Chang

    1. Robust Factor-Based Investing
      Jang Ho Kim, Woo Chang Kim and Frank J. Fabozzi
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 157-164; DOI: https://doi.org/10.3905/jpm.2017.43.5.157

  3. Kritzman, Mark

    1. Facts about Factors
      Paula Cocoma, Megan Czasonis, Mark Kritzman and David Turkington
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 55-65; DOI: https://doi.org/10.3905/jpm.2017.43.5.055

L

  1. Lee, Wai

    1. Factors Timing Factors
      Wai Lee
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 66-71; DOI: https://doi.org/10.3905/jpm.2017.43.5.066

  2. Liu, Ding

    1. Pure Quintile Portfolios
      Ding Liu
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 115-129; DOI: https://doi.org/10.3905/jpm.2017.43.5.115

M

  1. Marsh, Paul

    1. Factor-Based Investing: The Long-Term Evidence
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 15-37; DOI: https://doi.org/10.3905/jpm.2017.43.5.015

P

  1. Podkaminer, Eugene

    1. Smart Beta is the Gateway Drug to Risk Factor Investing
      Eugene Podkaminer
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 130-134; DOI: https://doi.org/10.3905/jpm.2017.43.5.130

R

  1. Rakhlin, Dmitry A.

    1. Implementing a Smart Beta Index: The Implications of a Dual Performance Objective and Limited Liquidity
      Andrew W. Alford and Dmitry A. Rakhlin
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 135-146; DOI: https://doi.org/10.3905/jpm.2017.43.5.135

  2. Rosenberg, Allan

    1. The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk
      Stephen W. Bianchi, Lisa R. Goldberg and Allan Rosenberg
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 147-156; DOI: https://doi.org/10.3905/jpm.2017.43.5.147

  3. Ross, Stephen A.

    1. INVITED EDITORIAL COMMENT
      Stephen A. Ross
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2017.43.5.001

S

  1. Samanta, Ritirupa

    1. Quality Assurance: Demystifying the Quality Factor in Equities and Bonds
      Jennifer Bender and Ritirupa Samanta
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 88-98; DOI: https://doi.org/10.3905/jpm.2017.43.5.088

  2. Sivasubramanian, Sivagaminathan

    1. Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
      Noël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz and Sivagaminathan Sivasubramanian
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 99-114; DOI: https://doi.org/10.3905/jpm.2017.43.5.099

  3. Staunton, Mike

    1. Factor-Based Investing: The Long-Term Evidence
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 15-37; DOI: https://doi.org/10.3905/jpm.2017.43.5.015

T

  1. Turkington, David

    1. Facts about Factors
      Paula Cocoma, Megan Czasonis, Mark Kritzman and David Turkington
      The 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: 43 (5)
The Journal of Portfolio Management
Vol. 43, Issue 5
Special QES Issue 2017
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