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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Special Issue Dedicated to Stephen A. Ross 2018; Volume 44,Issue 6

Editors’ Introduction: The Legacy of Stephen A. Ross

  • You have access
    Editors’ Introduction: The Legacy of Stephen A. Ross
    Frank J. Fabozzi, Bruce I. Jacobs and Kenneth N. Levy
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 8-10; DOI: https://doi.org/10.3905/jpm.2018.44.6.008

Stephen A. Ross: Excellence Beyond Recognition

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    Stephen A. Ross: Excellence Beyond Recognition
    Ludwig B. Chincarini and Frank J. Fabozzi
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 11-25; DOI: https://doi.org/10.3905/jpm.2018.44.6.011

The Influence of Stephen A. Ross: Reflections of an Empirical Finance Economist

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    The Influence of Stephen A. Ross: Reflections of an Empirical Finance Economist
    John Y. Campbell
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 27-34; DOI: https://doi.org/10.3905/jpm.2018.44.6.027

What Steve Ross Taught Me about Contracting

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    What Steve Ross Taught Me about Contracting
    Philip H. Dybvig
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 35-41; DOI: https://doi.org/10.3905/jpm.2018.44.6.035

Stephen Ross’s Contribution to Ex Post Conditioning and Survival Bias in Empirical Research

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    Stephen Ross’s Contribution to Ex Post Conditioning and Survival Bias in Empirical Research
    Stephen J. Brown and William N. Goetzmann
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 42-46; DOI: https://doi.org/10.3905/jpm.2018.44.6.042

Options and the Gamma Knife

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    Options and the Gamma Knife
    Ian Martin
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 47-55; DOI: https://doi.org/10.3905/jpm.2018.44.6.047

The Role of the APT in the Hunt for Alpha: An Insight from Long Ago

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    The Role of the APT in the Hunt for Alpha: An Insight from Long Ago
    David K. Musto
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 56-58; DOI: https://doi.org/10.3905/jpm.2018.44.6.056

Equilibrium Analysis of Asset Prices: Lessons from CIR and APT

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    Equilibrium Analysis of Asset Prices: Lessons from CIR and APT
    Leonid Kogan and Dimitris Papanikolaou
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 59-69; DOI: https://doi.org/10.3905/jpm.2018.44.6.059

What I Learned from Steve Ross

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    What I Learned from Steve Ross
    Jonathan B. Berk
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 70-73; DOI: https://doi.org/10.3905/jpm.2018.44.6.070

Improving Factor Models

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    Improving Factor Models
    Mark Grinblatt and Konark Saxena
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 74-88; DOI: https://doi.org/10.3905/jpm.2018.44.6.074

Industry Rotation and Time-Varying Sensitivity by VIX

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    Industry Rotation and Time-Varying Sensitivity by VIX
    Maggie Copeland, Michael Copeland and Thomas Copeland
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 89-97; DOI: https://doi.org/10.3905/jpm.2018.44.6.089

The Impact of Ross’s Exploration of APT on Our Research

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    The Impact of Ross’s Exploration of APT on Our Research
    Edwin J. Elton and Martin J. Gruber
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 98-107; DOI: https://doi.org/10.3905/jpm.2018.44.6.098

Linear Trading Rules for Portfolio Management

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    Linear Trading Rules for Portfolio Management
    Richard Grinold
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 109-119; DOI: https://doi.org/10.3905/jpm.2018.44.6.109

The 10 Reasons Most Machine Learning Funds Fail

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    The 10 Reasons Most Machine Learning Funds Fail
    Marcos López de Prado
    The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 120-133; DOI: https://doi.org/10.3905/jpm.2018.44.6.120
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The Journal of Portfolio Management: 44 (6)
The Journal of Portfolio Management
Vol. 44, Issue 6
Special Issue Dedicated to Stephen A. Ross 2018
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