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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Fall 2017; Volume 44,Issue 1

INVITED EDITORIAL COMMENT: Who Needs a Newtonian Finance?

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    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

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    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

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    A Century of Evidence on Trend-Following Investing
    Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen
    The Journal of Portfolio Management Fall 2017, 44 (1) 15-29; DOI: https://doi.org/10.3905/jpm.2017.44.1.015

Factor Timing with Cross-Sectional and Time-Series Predictors

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    Factor Timing with Cross-Sectional and Time-Series Predictors
    Philip Hodges, Ked Hogan, Justin R. Peterson and Andrew Ang
    The Journal of Portfolio Management Fall 2017, 44 (1) 30-43; DOI: https://doi.org/10.3905/jpm.2017.44.1.030

From Risk Premia to Smart Betas: A Unified Framework

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    From Risk Premia to Smart Betas: A Unified Framework
    Alexandre S. Da Silva and Wai Lee
    The Journal of Portfolio Management Fall 2017, 44 (1) 44-54; DOI: https://doi.org/10.3905/jpm.2017.44.1.044

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

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    King of the Mountain: The Shiller P/E and Macroeconomic Conditions
    Robert D. Arnott, Denis B. Chaves and Tzee-man Chow
    The Journal of Portfolio Management Fall 2017, 44 (1) 55-68; DOI: https://doi.org/10.3905/jpm.2017.44.1.055

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

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    Strategic Asset Allocation: Combining Science and Judgment to Balance Short-Term and Long-Term Goals
    Peng Wang and Jon Spinney
    The Journal of Portfolio Management Fall 2017, 44 (1) 69-82; DOI: https://doi.org/10.3905/jpm.2017.44.1.069

The Road Not Taken

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    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

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    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

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    Sin Stocks Revisited: Resolving the Sin Stock Anomaly
    David Blitz and Frank J. Fabozzi
    The Journal of Portfolio Management Fall 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105

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

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    U.S. Company Earnings, Earnings Growth, and Equity Performance in the New Millennium
    Francis Gupta
    The Journal of Portfolio Management Fall 2017, 44 (1) 112-125; DOI: https://doi.org/10.3905/jpm.2017.44.1.112

Should You Tilt Your Equity Portfolio to Smaller Countries?

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    Should You Tilt Your Equity Portfolio to Smaller Countries?
    Gregg S. Fisher, Ronnie Shah and Sheridan Titman
    The Journal of Portfolio Management Fall 2017, 44 (1) 127-141; DOI: https://doi.org/10.3905/jpm.2017.44.1.127

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

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    Using Simulation to Better Understand Price Determination in a Nonfrictionless Equity Market
    Jian Hua, Robert A. Schwartz and Gregory Sipress
    The Journal of Portfolio Management Fall 2017, 44 (1) 142-159; DOI: https://doi.org/10.3905/jpm.2017.44.1.142
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The Journal of Portfolio Management: 44 (1)
The Journal of Portfolio Management
Vol. 44, Issue 1
Fall 2017
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