Table of Contents

Fall 2018; Volume 45,Issue 1

INVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment Practice

INVITED EDITORIAL COMMENT: What We Still Have to Learn from the Credit Collapse (and Other Market Crises)

The Impact of Volatility Targeting

  • The Impact of Volatility Targeting
    Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van Hemert
    The Journal of Portfolio Management Fall 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014

Fact, Fiction, and the Size Effect

  • Fact, Fiction, and the Size Effect
    Ron Alquist, Ronen Israel and Tobias Moskowitz
    The Journal of Portfolio Management Fall 2018, 45 (1) 34-61; DOI: https://doi.org/10.3905/jpm.2018.1.082

Nonlinear Trading Rules for Portfolio Management

The Folly of Hiring Winners and Firing Losers

The Covariance Matrix between Real Assets

Short-Horizon Beta or Long-Horizon Alpha?

  • Short-Horizon Beta or Long-Horizon Alpha?
    Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie Sadka
    The Journal of Portfolio Management Fall 2018, 45 (1) 96-105; DOI: https://doi.org/10.3905/jpm.2018.45.1.096

Accessing the China A-Shares Market via Minimum-Variance Investing

Tax Optimization of Municipal Bond Portfolios: Investment Selection and Tax Rate Arbitrage

Improving Investment Operations through Data Science: A Case Study of Innovation in Valuation

Being Honest in Backtest Reporting: A Template for Disclosing Multiple Tests

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