Index by author

Fall 2017; Volume 44,Issue 1

A

  1. Ang, Andrew

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
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