Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Portfolio Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Portfolio Management

The Journal of Portfolio Management

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

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Index by author

Fall 2017; Volume 44,Issue 1
  • 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. Ang, Andrew

    1. You have access
      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
  2. Arnott, Robert D.

    1. You have access
      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

B

  1. Beveratos, Alexios

    1. You have access
      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 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
  2. Blitz, David

    1. You have access
      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
  3. Bogle, John C.

    1. You have access
      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
  4. Bouchaud, Jean-Philippe

    1. You have access
      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 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091

C

  1. Chaves, Denis B.

    1. You have access
      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
  2. Chow, Tzee-man

    1. You have access
      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
  3. Ciliberti, Stefano

    1. You have access
      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 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091

D

  1. Da Silva, Alexandre S.

    1. You have access
      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

F

  1. Fabozzi, Frank J.

    1. You have access
      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
    2. You have access
      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
  2. Fisher, Gregg S.

    1. You have access
      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

G

  1. Gupta, Francis

    1. You have access
      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

H

  1. Hodges, Philip

    1. You have access
      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
  2. Hogan, Ked

    1. You have access
      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
  3. Hua, Jian

    1. You have access
      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
  4. Hurst, Brian

    1. You have access
      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

L

  1. Laloux, Laurent

    1. You have access
      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 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
  2. Lee, Wai

    1. You have access
      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
  3. Lempérière, Yves

    1. You have access
      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 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
  4. López de Prado, Marcos

    1. You have access
      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

O

  1. Ooi, Yao Hua

    1. You have access
      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

P

  1. Pedersen, Lasse Heje

    1. You have access
      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
  2. Peterson, Justin R.

    1. You have access
      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
  3. Potters, Marc

    1. You have access
      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 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091

S

  1. Schwartz, Robert A.

    1. You have access
      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
  2. Shah, Ronnie

    1. You have access
      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
  3. Simon, Guillaume

    1. You have access
      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 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
  4. Sipress, Gregory

    1. You have access
      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
  5. Spinney, Jon

    1. You have access
      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
  6. Statman, Meir

    1. You have access
      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

T

  1. Titman, Sheridan

    1. You have access
      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

W

  1. Wang, Peng

    1. You have access
      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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Portfolio Management: 44 (1)
The Journal of Portfolio Management
Vol. 44, Issue 1
Fall 2017
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • News
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies