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

Editors’ Introduction: The Legacy of Stephen A. Ross

  • 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

  • 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

What Steve Ross Taught Me about Contracting

  • 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

Options and the Gamma Knife

  • 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

Equilibrium Analysis of Asset Prices: Lessons from CIR and APT

What I Learned from Steve Ross

  • 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

  • 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

  • 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

Linear Trading Rules for Portfolio Management

  • 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

  • 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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