Table of Contents

Summer 2018; Volume 44,Issue 7

Five Short-Termism Myths Dispelled

  • 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?

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

The Conservative Formula: Quantitative Investing Made Easy

Downside Beta and Equity Returns around the World

Right Tail Hedging: Managing Risk When Markets Melt Up

Do High Frequency Trading Firms Provide Two-Sided Liquidity?

A Comparative Analysis of Performance Fees

  • 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

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

Anomalies in Chinese A-Shares

  • 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

  • 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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