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The Journal of Portfolio Management
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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

Summer 2018; Volume 44,Issue 7

Five Short-Termism Myths Dispelled

  • You have access
    Five Short-Termism Myths Dispelled
    Alfred Rappaport
    The Journal of Portfolio Management Summer 2018, 44 (7) 1-2; DOI: https://doi.org/10.3905/jpm.2018.44.7.001

What Is the Alternative Hypothesis to Market Efficiency?

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    What Is the Alternative Hypothesis to Market Efficiency?
    Bradford Cornell
    The Journal of Portfolio Management Summer 2018, 44 (7) 3-6; DOI: https://doi.org/10.3905/jpm.2018.44.7.003

The Global Capital Stock: Finding a Proxy for the Unobservable Global Market Portfolio

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    The Global Capital Stock: Finding a Proxy for the Unobservable Global Market Portfolio
    Gregory Gadzinski, Markus Schuller and Andrea Vacchino
    The Journal of Portfolio Management summer 2018, 44 (7) 12-23; DOI: https://doi.org/10.3905/jpm.2018.44.7.012

The Conservative Formula: Quantitative Investing Made Easy

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    The Conservative Formula: Quantitative Investing Made Easy
    David Blitz and Pim van Vliet
    The Journal of Portfolio Management Summer 2018, 44 (7) 24-38; DOI: https://doi.org/10.3905/jpm.2018.44.7.024

Downside Beta and Equity Returns around the World

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    Downside Beta and Equity Returns around the World
    Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas and A. Doruk Gunaydin
    The Journal of Portfolio Management Summer 2018, 44 (7) 39-54; DOI: https://doi.org/10.3905/jpm.2018.1.080

Right Tail Hedging: Managing Risk When Markets Melt Up

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    Right Tail Hedging: Managing Risk When Markets Melt Up
    Vineer Bhansali
    The Journal of Portfolio Management Summer 2018, 44 (7) 55-62; DOI: https://doi.org/10.3905/jpm.2018.44.7.055

Do High Frequency Trading Firms Provide Two-Sided Liquidity?

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    Do High Frequency Trading Firms Provide Two-Sided Liquidity?
    Deniz Ozenbas and Robert A. Schwartz
    The Journal of Portfolio Management Summer 2018, 44 (7) 63-74; DOI: https://doi.org/10.3905/jpm.2018.1.081

A Comparative Analysis of Performance Fees

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    A Comparative Analysis of Performance Fees
    Megan Czasonis, Mark Kritzman, Baykan Pamir and David Turkington
    The Journal of Portfolio Management Summer 2018, 44 (7) 75-84; DOI: https://doi.org/10.3905/jpm.2018.44.7.075

Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter

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    Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter
    Shreyash Agrawal, Pablo D. Azar, Andrew W. Lo and Taranjit Singh
    The Journal of Portfolio Management Summer 2018, 44 (7) 85-95; DOI: https://doi.org/10.3905/jpm.2018.44.7.085

The Impact of Flows into Exchange-Traded Funds: Volumes and Correlations

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    The Impact of Flows into Exchange-Traded Funds: Volumes and Correlations
    Ananth Madhavan and Daniel Morillo
    The Journal of Portfolio Management Summer 2018, 44 (7) 96-107; DOI: https://doi.org/10.3905/jpm.2018.44.7.096

Anomalies in Chinese A-Shares

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    Anomalies in Chinese A-Shares
    Jason Hsu, Vivek Viswanathan, Michael Wang and Phillip Wool
    The Journal of Portfolio Management Summer 2018, 44 (7) 108-123; DOI: https://doi.org/10.3905/jpm.2018.44.7.108

A Unified Behavioral Finance

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    A Unified Behavioral Finance
    Meir Statman
    The Journal of Portfolio Management Summer 2018, 44 (7) 124-134; DOI: https://doi.org/10.3905/jpm.2018.44.7.124

Behavioral Finance Lessons for Asset Managers

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    Behavioral Finance Lessons for Asset Managers
    Meir Statman
    The Journal of Portfolio Management Summer 2018, 44 (7) 135-147; DOI: https://doi.org/10.3905/jpm.2018.44.7.135
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The Journal of Portfolio Management: 44 (7)
The Journal of Portfolio Management
Vol. 44, Issue 7
Summer 2018
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