Table of Contents

Fall 2017; Volume 44,Issue 1

INVITED EDITORIAL COMMENT: Who Needs a Newtonian Finance?

  • INVITED EDITORIAL COMMENT
    Marcos López de Prado and Frank J. Fabozzi
    The Journal of Portfolio Management Fall 2017, 44 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2017.44.1.001

INVITED EDITORIAL COMMENT: Behavioral Asset Pricing: Asset Pricing for Normal People

  • INVITED EDITORIAL COMMENT
    Meir Statman
    The Journal of Portfolio Management Fall 2017, 44 (1) 5-9; DOI: https://doi.org/10.3905/jpm.2017.44.1.005

A Century of Evidence on Trend-Following Investing

Factor Timing with Cross-Sectional and Time-Series Predictors

From Risk Premia to Smart Betas: A Unified Framework

King of the Mountain: The Shiller P/E and Macroeconomic Conditions

Strategic Asset Allocation: Combining Science and Judgment to Balance Short-Term and Long-Term Goals

The Road Not Taken

  • The Road Not Taken
    John C. Bogle
    The Journal of Portfolio Management Fall 2017, 44 (1) 83-90; DOI: https://doi.org/10.3905/jpm.2017.44.1.083

Deconstructing the Low-Vol Anomaly

  • Deconstructing the Low-Vol Anomaly
    Alexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume Simon
    The Journal of Portfolio Management Fall 2014, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091

Sin Stocks Revisited: Resolving the Sin Stock Anomaly

U.S. Company Earnings, Earnings Growth, and Equity Performance in the New Millennium

Should You Tilt Your Equity Portfolio to Smaller Countries?

Using Simulation to Better Understand Price Determination in a Nonfrictionless Equity Market

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