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The Journal of Portfolio Management

The Journal of Portfolio Management

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

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Table of Contents

Spring 2018; Volume 44,Issue 5
  • 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. Arnott, Rob

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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The Journal of Portfolio Management: 44 (5)
The Journal of Portfolio Management
Vol. 44, Issue 5
Spring 2018
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