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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Special QES Issue 2017; Volume 43,Issue 5
  • 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

A

  1. Alford, Andrew W.

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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