Index by author
Fall 2017; Volume 44,Issue 1
A
Ang, Andrew
- You have accessFactor Timing with Cross-Sectional and Time-Series PredictorsPhilip Hodges, Ked Hogan, Justin R. Peterson and Andrew AngThe Journal of Portfolio Management Fall 2017, 44 (1) 30-43; DOI: https://doi.org/10.3905/jpm.2017.44.1.030
Arnott, Robert D.
- You have accessKing of the Mountain: The Shiller P/E and Macroeconomic ConditionsRobert D. Arnott, Denis B. Chaves and Tzee-man ChowThe Journal of Portfolio Management Fall 2017, 44 (1) 55-68; DOI: https://doi.org/10.3905/jpm.2017.44.1.055
B
Beveratos, Alexios
- You have accessDeconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management Fall 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
Blitz, David
- You have accessSin Stocks Revisited: Resolving the Sin Stock AnomalyDavid Blitz and Frank J. FabozziThe Journal of Portfolio Management Fall 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105
Bogle, John C.
- You have accessThe Road Not TakenJohn C. BogleThe Journal of Portfolio Management Fall 2017, 44 (1) 83-90; DOI: https://doi.org/10.3905/jpm.2017.44.1.083
Bouchaud, Jean-Philippe
- You have accessDeconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management Fall 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
C
Chaves, Denis B.
- You have accessKing of the Mountain: The Shiller P/E and Macroeconomic ConditionsRobert D. Arnott, Denis B. Chaves and Tzee-man ChowThe Journal of Portfolio Management Fall 2017, 44 (1) 55-68; DOI: https://doi.org/10.3905/jpm.2017.44.1.055
Chow, Tzee-man
- You have accessKing of the Mountain: The Shiller P/E and Macroeconomic ConditionsRobert D. Arnott, Denis B. Chaves and Tzee-man ChowThe Journal of Portfolio Management Fall 2017, 44 (1) 55-68; DOI: https://doi.org/10.3905/jpm.2017.44.1.055
Ciliberti, Stefano
- You have accessDeconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management Fall 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
D
Da Silva, Alexandre S.
- You have accessFrom Risk Premia to Smart Betas: A Unified FrameworkAlexandre S. Da Silva and Wai LeeThe Journal of Portfolio Management Fall 2017, 44 (1) 44-54; DOI: https://doi.org/10.3905/jpm.2017.44.1.044
F
Fabozzi, Frank J.
- You have accessSin Stocks Revisited: Resolving the Sin Stock AnomalyDavid Blitz and Frank J. FabozziThe Journal of Portfolio Management Fall 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105
- You have accessINVITED EDITORIAL COMMENTMarcos López de Prado and Frank J. FabozziThe Journal of Portfolio Management Fall 2017, 44 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2017.44.1.001
Fisher, Gregg S.
- You have accessShould You Tilt Your Equity Portfolio to Smaller Countries?Gregg S. Fisher, Ronnie Shah and Sheridan TitmanThe Journal of Portfolio Management Fall 2017, 44 (1) 127-141; DOI: https://doi.org/10.3905/jpm.2017.44.1.127
G
Gupta, Francis
- You have accessU.S. Company Earnings, Earnings Growth, and Equity Performance in the New MillenniumFrancis GuptaThe Journal of Portfolio Management Fall 2017, 44 (1) 112-125; DOI: https://doi.org/10.3905/jpm.2017.44.1.112
H
Hodges, Philip
- You have accessFactor Timing with Cross-Sectional and Time-Series PredictorsPhilip Hodges, Ked Hogan, Justin R. Peterson and Andrew AngThe Journal of Portfolio Management Fall 2017, 44 (1) 30-43; DOI: https://doi.org/10.3905/jpm.2017.44.1.030
Hogan, Ked
- You have accessFactor Timing with Cross-Sectional and Time-Series PredictorsPhilip Hodges, Ked Hogan, Justin R. Peterson and Andrew AngThe Journal of Portfolio Management Fall 2017, 44 (1) 30-43; DOI: https://doi.org/10.3905/jpm.2017.44.1.030
Hua, Jian
- You have accessUsing Simulation to Better Understand Price Determination in a Nonfrictionless Equity MarketJian Hua, Robert A. Schwartz and Gregory SipressThe Journal of Portfolio Management Fall 2017, 44 (1) 142-159; DOI: https://doi.org/10.3905/jpm.2017.44.1.142
Hurst, Brian
- You have accessA Century of Evidence on Trend-Following InvestingBrian Hurst, Yao Hua Ooi and Lasse Heje PedersenThe Journal of Portfolio Management Fall 2017, 44 (1) 15-29; DOI: https://doi.org/10.3905/jpm.2017.44.1.015
L
Laloux, Laurent
- You have accessDeconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management Fall 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
Lee, Wai
- You have accessFrom Risk Premia to Smart Betas: A Unified FrameworkAlexandre S. Da Silva and Wai LeeThe Journal of Portfolio Management Fall 2017, 44 (1) 44-54; DOI: https://doi.org/10.3905/jpm.2017.44.1.044
Lempérière, Yves
- You have accessDeconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management Fall 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
López de Prado, Marcos
- You have accessINVITED EDITORIAL COMMENTMarcos López de Prado and Frank J. FabozziThe Journal of Portfolio Management Fall 2017, 44 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2017.44.1.001
O
Ooi, Yao Hua
- You have accessA Century of Evidence on Trend-Following InvestingBrian Hurst, Yao Hua Ooi and Lasse Heje PedersenThe Journal of Portfolio Management Fall 2017, 44 (1) 15-29; DOI: https://doi.org/10.3905/jpm.2017.44.1.015
P
Pedersen, Lasse Heje
- You have accessA Century of Evidence on Trend-Following InvestingBrian Hurst, Yao Hua Ooi and Lasse Heje PedersenThe Journal of Portfolio Management Fall 2017, 44 (1) 15-29; DOI: https://doi.org/10.3905/jpm.2017.44.1.015
Peterson, Justin R.
- You have accessFactor Timing with Cross-Sectional and Time-Series PredictorsPhilip Hodges, Ked Hogan, Justin R. Peterson and Andrew AngThe Journal of Portfolio Management Fall 2017, 44 (1) 30-43; DOI: https://doi.org/10.3905/jpm.2017.44.1.030
Potters, Marc
- You have accessDeconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management Fall 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
S
Schwartz, Robert A.
- You have accessUsing Simulation to Better Understand Price Determination in a Nonfrictionless Equity MarketJian Hua, Robert A. Schwartz and Gregory SipressThe Journal of Portfolio Management Fall 2017, 44 (1) 142-159; DOI: https://doi.org/10.3905/jpm.2017.44.1.142
Shah, Ronnie
- You have accessShould You Tilt Your Equity Portfolio to Smaller Countries?Gregg S. Fisher, Ronnie Shah and Sheridan TitmanThe Journal of Portfolio Management Fall 2017, 44 (1) 127-141; DOI: https://doi.org/10.3905/jpm.2017.44.1.127
Simon, Guillaume
- You have accessDeconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management Fall 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
Sipress, Gregory
- You have accessUsing Simulation to Better Understand Price Determination in a Nonfrictionless Equity MarketJian Hua, Robert A. Schwartz and Gregory SipressThe Journal of Portfolio Management Fall 2017, 44 (1) 142-159; DOI: https://doi.org/10.3905/jpm.2017.44.1.142
Spinney, Jon
- You have accessStrategic Asset Allocation: Combining Science and Judgment to Balance Short-Term and Long-Term GoalsPeng Wang and Jon SpinneyThe Journal of Portfolio Management Fall 2017, 44 (1) 69-82; DOI: https://doi.org/10.3905/jpm.2017.44.1.069
Statman, Meir
- You have accessINVITED EDITORIAL COMMENTMeir StatmanThe Journal of Portfolio Management Fall 2017, 44 (1) 5-9; DOI: https://doi.org/10.3905/jpm.2017.44.1.005
T
Titman, Sheridan
- You have accessShould You Tilt Your Equity Portfolio to Smaller Countries?Gregg S. Fisher, Ronnie Shah and Sheridan TitmanThe Journal of Portfolio Management Fall 2017, 44 (1) 127-141; DOI: https://doi.org/10.3905/jpm.2017.44.1.127
W
Wang, Peng
- You have accessStrategic Asset Allocation: Combining Science and Judgment to Balance Short-Term and Long-Term GoalsPeng Wang and Jon SpinneyThe Journal of Portfolio Management Fall 2017, 44 (1) 69-82; DOI: https://doi.org/10.3905/jpm.2017.44.1.069