Table of Contents
Spring 2018; Volume 44,Issue 5
A
Arnott, Rob
- You have accessIs Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century RetrospectiveRob Arnott, Vitali Kalesnik and Trevor SchueslerThe Journal of Portfolio Management Spring 2018, 44 (5) 78-102; DOI: https://doi.org/10.3905/jpm.2018.44.5.078
Arslan-Ayaydin, Özgür
- You have accessAvoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False PositivesÖzgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid RazaThe Journal of Portfolio Management Spring 2018, 44 (5) 136-143; DOI: https://doi.org/10.3905/jpm.2018.44.5.136
Asness, Clifford
- You have accessBuyback Derangement SyndromeClifford Asness, Todd Hazelkorn and Scott RichardsonThe Journal of Portfolio Management Spring 2018, 44 (5) 50-57; DOI: https://doi.org/10.3905/jpm.2018.44.5.050
B
Bouchey, Paul
- You have accessOn the Benefits of Centralized Portfolio ManagementPaul Bouchey and Mahesh PritamaniThe Journal of Portfolio Management Spring 2018, 44 (5) 68-77; DOI: https://doi.org/10.3905/jpm.2018.44.5.068
Boudt, Kris
- You have accessAvoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False PositivesÖzgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid RazaThe Journal of Portfolio Management Spring 2018, 44 (5) 136-143; DOI: https://doi.org/10.3905/jpm.2018.44.5.136
D
Dachraoui, Kais
- You have accessOn the Optimality of Target Volatility StrategiesKais DachraouiThe Journal of Portfolio Management Spring 2018, 44 (5) 58-67; DOI: https://doi.org/10.3905/jpm.2018.44.5.058
Dong, Feng
- You have accessFund Management Skill and Noise TradingFeng Dong and John A. DoukasThe Journal of Portfolio Management Spring 2018, 44 (5) 113-124; DOI: https://doi.org/10.3905/jpm.2018.44.5.113
Doukas, John A.
- You have accessFund Management Skill and Noise TradingFeng Dong and John A. DoukasThe Journal of Portfolio Management Spring 2018, 44 (5) 113-124; DOI: https://doi.org/10.3905/jpm.2018.44.5.113
G
Golub, Bennett
- You have accessMarket-Driven Scenarios: An Approach for Plausible Scenario ConstructionBennett Golub, David Greenberg and Ronald RatcliffeThe Journal of Portfolio Management Spring 2018, 44 (5) 6-20; DOI: https://doi.org/10.3905/jpm.2018.1.079
Greenberg, David
- You have accessMarket-Driven Scenarios: An Approach for Plausible Scenario ConstructionBennett Golub, David Greenberg and Ronald RatcliffeThe Journal of Portfolio Management Spring 2018, 44 (5) 6-20; DOI: https://doi.org/10.3905/jpm.2018.1.079
H
Hazelkorn, Todd
- You have accessBuyback Derangement SyndromeClifford Asness, Todd Hazelkorn and Scott RichardsonThe Journal of Portfolio Management Spring 2018, 44 (5) 50-57; DOI: https://doi.org/10.3905/jpm.2018.44.5.050
K
Kalesnik, Vitali
- You have accessIs Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century RetrospectiveRob Arnott, Vitali Kalesnik and Trevor SchueslerThe Journal of Portfolio Management Spring 2018, 44 (5) 78-102; DOI: https://doi.org/10.3905/jpm.2018.44.5.078
L
Lleo, Sébastien
- You have accessPredicting Stock Market Crashes in ChinaSébastien Lleo and William T. ZiembaThe Journal of Portfolio Management Spring 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078
O
O’Neill, Michael
- You have accessCapacity Analysis for Equity FundsMichael O’Neill, Camille Schmidt and Geoffrey WarrenThe Journal of Portfolio Management Spring 2018, 44 (5) 36-49; DOI: https://doi.org/10.3905/jpm.2018.44.5.036
P
Pritamani, Mahesh
- You have accessOn the Benefits of Centralized Portfolio ManagementPaul Bouchey and Mahesh PritamaniThe Journal of Portfolio Management Spring 2018, 44 (5) 68-77; DOI: https://doi.org/10.3905/jpm.2018.44.5.068
R
Ratcliffe, Ronald
- You have accessMarket-Driven Scenarios: An Approach for Plausible Scenario ConstructionBennett Golub, David Greenberg and Ronald RatcliffeThe Journal of Portfolio Management Spring 2018, 44 (5) 6-20; DOI: https://doi.org/10.3905/jpm.2018.1.079
Raza, Muhammad Wajid
- You have accessAvoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False PositivesÖzgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid RazaThe Journal of Portfolio Management Spring 2018, 44 (5) 136-143; DOI: https://doi.org/10.3905/jpm.2018.44.5.136
Richardson, Scott
- You have accessBuyback Derangement SyndromeClifford Asness, Todd Hazelkorn and Scott RichardsonThe Journal of Portfolio Management Spring 2018, 44 (5) 50-57; DOI: https://doi.org/10.3905/jpm.2018.44.5.050
Roll, Richard
- You have accessMimicking PortfoliosRichard Roll and Akshay SrivastavaThe Journal of Portfolio Management Spring 2018, 44 (5) 21-35; DOI: https://doi.org/10.3905/jpm.2018.44.5.021
Rudin, Alexander
- You have accessPersistence of Hedge Fund Returns and Fee-Aware Portfolio ConstructionAlexander RudinThe Journal of Portfolio Management Spring 2018, 44 (5) 103-112; DOI: https://doi.org/10.3905/jpm.2018.44.5.103
S
Schmidt, Camille
- You have accessCapacity Analysis for Equity FundsMichael O’Neill, Camille Schmidt and Geoffrey WarrenThe Journal of Portfolio Management Spring 2018, 44 (5) 36-49; DOI: https://doi.org/10.3905/jpm.2018.44.5.036
Schuesler, Trevor
- You have accessIs Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century RetrospectiveRob Arnott, Vitali Kalesnik and Trevor SchueslerThe Journal of Portfolio Management Spring 2018, 44 (5) 78-102; DOI: https://doi.org/10.3905/jpm.2018.44.5.078
Srivastava, Akshay
- You have accessMimicking PortfoliosRichard Roll and Akshay SrivastavaThe Journal of Portfolio Management Spring 2018, 44 (5) 21-35; DOI: https://doi.org/10.3905/jpm.2018.44.5.021
W
Warren, Geoffrey
- You have accessCapacity Analysis for Equity FundsMichael O’Neill, Camille Schmidt and Geoffrey WarrenThe Journal of Portfolio Management Spring 2018, 44 (5) 36-49; DOI: https://doi.org/10.3905/jpm.2018.44.5.036
Z
Ziemba, William T.
- You have accessPredicting Stock Market Crashes in ChinaSébastien Lleo and William T. ZiembaThe Journal of Portfolio Management Spring 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078
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The Journal of Portfolio Management
Vol. 44, Issue 5
Spring 2018