Index by author

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

B

  1. Berk, Jonathan B.

    1. 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

  2. Brown, Stephen J.

    1. 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

C

  1. Campbell, John Y.

    1. 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

  2. Chincarini, Ludwig B.

    1. 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

  3. Copeland, Maggie

    1. 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

  4. Copeland, Michael

    1. 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

  5. Copeland, Thomas

    1. 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

D

  1. Dybvig, Philip H.

    1. 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

E

  1. Elton, Edwin J.

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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
    2. 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

G

  1. Goetzmann, William N.

    1. 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

  2. Grinblatt, Mark

    1. 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

  3. Grinold, Richard

    1. 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

  4. Gruber, Martin J.

    1. 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

J

  1. Jacobs, Bruce I.

    1. 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

K

  1. Kogan, Leonid

    1. 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

L

  1. Levy, Kenneth N.

    1. 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

  2. López de Prado, Marcos

    1. 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

M

  1. Martin, Ian

    1. 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

  2. Musto, David K.

    1. 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

P

  1. Papanikolaou, Dimitris

    1. 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

S

  1. Saxena, Konark

    1. 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
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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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