Index by author

Spring 2018; Volume 44,Issue 5

A

  1. Arnott, Rob

    1. Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective
      Rob Arnott, Vitali Kalesnik and Trevor Schuesler
      The Journal of Portfolio Management Spring 2018, 44 (5) 78-102; DOI: https://doi.org/10.3905/jpm.2018.44.5.078

  2. Arslan-Ayaydin, Özgür

    1. Avoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False Positives
      Özgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid Raza
      The Journal of Portfolio Management Spring 2018, 44 (5) 136-143; DOI: https://doi.org/10.3905/jpm.2018.44.5.136

  3. Asness, Clifford

    1. Buyback Derangement Syndrome
      Clifford Asness, Todd Hazelkorn and Scott Richardson
      The Journal of Portfolio Management Spring 2018, 44 (5) 50-57; DOI: https://doi.org/10.3905/jpm.2018.44.5.050

B

  1. Bouchey, Paul

    1. On the Benefits of Centralized Portfolio Management
      Paul Bouchey and Mahesh Pritamani
      The Journal of Portfolio Management Spring 2018, 44 (5) 68-77; DOI: https://doi.org/10.3905/jpm.2018.44.5.068

  2. Boudt, Kris

    1. Avoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False Positives
      Özgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid Raza
      The Journal of Portfolio Management Spring 2018, 44 (5) 136-143; DOI: https://doi.org/10.3905/jpm.2018.44.5.136

D

  1. Dachraoui, Kais

    1. On the Optimality of Target Volatility Strategies
      Kais Dachraoui
      The Journal of Portfolio Management Spring 2018, 44 (5) 58-67; DOI: https://doi.org/10.3905/jpm.2018.44.5.058

  2. Dong, Feng

    1. Fund Management Skill and Noise Trading
      Feng Dong and John A. Doukas
      The Journal of Portfolio Management Spring 2018, 44 (5) 113-124; DOI: https://doi.org/10.3905/jpm.2018.44.5.113

  3. Doukas, John A.

    1. Fund Management Skill and Noise Trading
      Feng Dong and John A. Doukas
      The Journal of Portfolio Management Spring 2018, 44 (5) 113-124; DOI: https://doi.org/10.3905/jpm.2018.44.5.113

G

  1. Golub, Bennett

    1. Market-Driven Scenarios: An Approach for Plausible Scenario Construction
      Bennett Golub, David Greenberg and Ronald Ratcliffe
      The Journal of Portfolio Management Spring 2018, 44 (5) 6-20; DOI: https://doi.org/10.3905/jpm.2018.1.079

  2. Greenberg, David

    1. Market-Driven Scenarios: An Approach for Plausible Scenario Construction
      Bennett Golub, David Greenberg and Ronald Ratcliffe
      The Journal of Portfolio Management Spring 2018, 44 (5) 6-20; DOI: https://doi.org/10.3905/jpm.2018.1.079

H

  1. Hazelkorn, Todd

    1. Buyback Derangement Syndrome
      Clifford Asness, Todd Hazelkorn and Scott Richardson
      The Journal of Portfolio Management Spring 2018, 44 (5) 50-57; DOI: https://doi.org/10.3905/jpm.2018.44.5.050

K

  1. Kalesnik, Vitali

    1. Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective
      Rob Arnott, Vitali Kalesnik and Trevor Schuesler
      The Journal of Portfolio Management Spring 2018, 44 (5) 78-102; DOI: https://doi.org/10.3905/jpm.2018.44.5.078

L

  1. Lleo, Sébastien

    1. Predicting Stock Market Crashes in China
      Sébastien Lleo and William T. Ziemba
      The Journal of Portfolio Management Spring 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078

O

  1. O’Neill, Michael

    1. Capacity Analysis for Equity Funds
      Michael O’Neill, Camille Schmidt and Geoffrey Warren
      The Journal of Portfolio Management Spring 2018, 44 (5) 36-49; DOI: https://doi.org/10.3905/jpm.2018.44.5.036

P

  1. Pritamani, Mahesh

    1. On the Benefits of Centralized Portfolio Management
      Paul Bouchey and Mahesh Pritamani
      The Journal of Portfolio Management Spring 2018, 44 (5) 68-77; DOI: https://doi.org/10.3905/jpm.2018.44.5.068

R

  1. Ratcliffe, Ronald

    1. Market-Driven Scenarios: An Approach for Plausible Scenario Construction
      Bennett Golub, David Greenberg and Ronald Ratcliffe
      The Journal of Portfolio Management Spring 2018, 44 (5) 6-20; DOI: https://doi.org/10.3905/jpm.2018.1.079

  2. Raza, Muhammad Wajid

    1. Avoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False Positives
      Özgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid Raza
      The Journal of Portfolio Management Spring 2018, 44 (5) 136-143; DOI: https://doi.org/10.3905/jpm.2018.44.5.136

  3. Richardson, Scott

    1. Buyback Derangement Syndrome
      Clifford Asness, Todd Hazelkorn and Scott Richardson
      The Journal of Portfolio Management Spring 2018, 44 (5) 50-57; DOI: https://doi.org/10.3905/jpm.2018.44.5.050

  4. Roll, Richard

    1. Mimicking Portfolios
      Richard Roll and Akshay Srivastava
      The Journal of Portfolio Management Spring 2018, 44 (5) 21-35; DOI: https://doi.org/10.3905/jpm.2018.44.5.021

  5. Rudin, Alexander

    1. Persistence of Hedge Fund Returns and Fee-Aware Portfolio Construction
      Alexander Rudin
      The Journal of Portfolio Management Spring 2018, 44 (5) 103-112; DOI: https://doi.org/10.3905/jpm.2018.44.5.103

S

  1. Schmidt, Camille

    1. Capacity Analysis for Equity Funds
      Michael O’Neill, Camille Schmidt and Geoffrey Warren
      The Journal of Portfolio Management Spring 2018, 44 (5) 36-49; DOI: https://doi.org/10.3905/jpm.2018.44.5.036

  2. Schuesler, Trevor

    1. Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective
      Rob Arnott, Vitali Kalesnik and Trevor Schuesler
      The Journal of Portfolio Management Spring 2018, 44 (5) 78-102; DOI: https://doi.org/10.3905/jpm.2018.44.5.078

  3. Srivastava, Akshay

    1. Mimicking Portfolios
      Richard Roll and Akshay Srivastava
      The Journal of Portfolio Management Spring 2018, 44 (5) 21-35; DOI: https://doi.org/10.3905/jpm.2018.44.5.021

W

  1. Warren, Geoffrey

    1. Capacity Analysis for Equity Funds
      Michael O’Neill, Camille Schmidt and Geoffrey Warren
      The Journal of Portfolio Management Spring 2018, 44 (5) 36-49; DOI: https://doi.org/10.3905/jpm.2018.44.5.036

Z

  1. Ziemba, William T.

    1. Predicting Stock Market Crashes in China
      Sébastien Lleo and William T. Ziemba
      The Journal of Portfolio Management Spring 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078
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