Index by author
Special Issue Dedicated to Stephen A. Ross 2018; Volume 44,Issue 6
B
Berk, Jonathan B.
- You have accessWhat I Learned from Steve RossJonathan B. BerkThe 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
Brown, Stephen J.
- You have accessStephen Ross’s Contribution to Ex Post Conditioning and Survival Bias in Empirical ResearchStephen J. Brown and William N. GoetzmannThe 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
Campbell, John Y.
- You have accessThe Influence of Stephen A. Ross: Reflections of an Empirical Finance EconomistJohn Y. CampbellThe 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
Chincarini, Ludwig B.
- You have accessStephen A. Ross: Excellence Beyond RecognitionLudwig B. Chincarini and Frank J. FabozziThe 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
Copeland, Maggie
- You have accessIndustry Rotation and Time-Varying Sensitivity by VIXMaggie Copeland, Michael Copeland and Thomas CopelandThe 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
Copeland, Michael
- You have accessIndustry Rotation and Time-Varying Sensitivity by VIXMaggie Copeland, Michael Copeland and Thomas CopelandThe 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
Copeland, Thomas
- You have accessIndustry Rotation and Time-Varying Sensitivity by VIXMaggie Copeland, Michael Copeland and Thomas CopelandThe 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
Dybvig, Philip H.
- You have accessWhat Steve Ross Taught Me about ContractingPhilip H. DybvigThe 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
Elton, Edwin J.
- You have accessThe Impact of Ross’s Exploration of APT on Our ResearchEdwin J. Elton and Martin J. GruberThe 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
Fabozzi, Frank J.
- You have accessStephen A. Ross: Excellence Beyond RecognitionLudwig B. Chincarini and Frank J. FabozziThe 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
- You have accessEditors’ Introduction: The Legacy of Stephen A. RossFrank J. Fabozzi, Bruce I. Jacobs and Kenneth N. LevyThe 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
Goetzmann, William N.
- You have accessStephen Ross’s Contribution to Ex Post Conditioning and Survival Bias in Empirical ResearchStephen J. Brown and William N. GoetzmannThe 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
Grinblatt, Mark
- You have accessImproving Factor ModelsMark Grinblatt and Konark SaxenaThe 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
Grinold, Richard
- You have accessLinear Trading Rules for Portfolio ManagementRichard GrinoldThe 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
Gruber, Martin J.
- You have accessThe Impact of Ross’s Exploration of APT on Our ResearchEdwin J. Elton and Martin J. GruberThe 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
Jacobs, Bruce I.
- You have accessEditors’ Introduction: The Legacy of Stephen A. RossFrank J. Fabozzi, Bruce I. Jacobs and Kenneth N. LevyThe 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
Kogan, Leonid
- You have accessEquilibrium Analysis of Asset Prices: Lessons from CIR and APTLeonid Kogan and Dimitris PapanikolaouThe 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
Levy, Kenneth N.
- You have accessEditors’ Introduction: The Legacy of Stephen A. RossFrank J. Fabozzi, Bruce I. Jacobs and Kenneth N. LevyThe 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
López de Prado, Marcos
- You have accessThe 10 Reasons Most Machine Learning Funds FailMarcos López de PradoThe 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
Martin, Ian
- You have accessOptions and the Gamma KnifeIan MartinThe 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
Musto, David K.
- You have accessThe Role of the APT in the Hunt for Alpha: An Insight from Long AgoDavid K. MustoThe 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
Papanikolaou, Dimitris
- You have accessEquilibrium Analysis of Asset Prices: Lessons from CIR and APTLeonid Kogan and Dimitris PapanikolaouThe 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
Saxena, Konark
- You have accessImproving Factor ModelsMark Grinblatt and Konark SaxenaThe 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
Vol. 44, Issue 6
Special Issue Dedicated to Stephen A. Ross 2018