Index by author

Fall 2018; Volume 45,Issue 1

A

  1. Alquist, Ron

    1. 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

  2. Arnott, Rob

    1. The Folly of Hiring Winners and Firing Losers
      Rob Arnott, Vitali Kalesnik and Lillian Wu
      The Journal of Portfolio Management Fall 2018, 45 (1) 71-84; DOI: https://doi.org/10.3905/jpm.2018.45.1.071

C

  1. Chen, Alex

    1. Accessing the China A-Shares Market via Minimum-Variance Investing
      Alex Chen, Eddie Pong and Yang Wang
      The Journal of Portfolio Management Fall 2018, 45 (1) 106-117; DOI: https://doi.org/10.3905/jpm.2018.45.1.106

F

  1. Fabozzi, Frank J.

    1. INVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment Practice
      Joseph Simonian, Marcos López de Prado and Frank J. Fabozzi
      The Journal of Portfolio Management Fall 2018, 45 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2018.45.1.001
    2. Being Honest in Backtest Reporting: A Template for Disclosing Multiple Tests
      Frank J. Fabozzi and Marcos López de Prado
      The Journal of Portfolio Management Fall 2018, 45 (1) 141-147; DOI: https://doi.org/10.3905/jpm.2018.45.1.141

G

  1. Grinold, Richard

    1. Nonlinear Trading Rules for Portfolio Management
      Richard Grinold
      The Journal of Portfolio Management Fall 2018, 45 (1) 62-70; DOI: https://doi.org/10.3905/jpm.2018.45.1.062

  2. Guimarães, Arthur

    1. Improving Investment Operations through Data Science: A Case Study of Innovation in Valuation
      Arthur Guimarães, Ashby Monk and Sidney Porter
      The Journal of Portfolio Management Fall 2018, 45 (1) 125-140; DOI: https://doi.org/10.3905/jpm.2018.1.083

H

  1. Harvey, Campbell R.

    1. 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

  2. Hemert, Otto Van

    1. 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

  3. Hoyle, Edward

    1. 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

I

  1. Israel, Ronen

    1. 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

J

  1. Jacobs, Bruce I.

    1. INVITED EDITORIAL COMMENT: What We Still Have to Learn from the Credit Collapse (and Other Market Crises)
      Bruce I. Jacobs
      The Journal of Portfolio Management Fall 2018, 45 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2018.45.1.005

  2. Jong, Marielle de

    1. The Covariance Matrix between Real Assets
      Marielle de Jong
      The Journal of Portfolio Management Fall 2018, 45 (1) 85-95; DOI: https://doi.org/10.3905/jpm.2018.45.1.085

K

  1. Kalesnik, Vitali

    1. The Folly of Hiring Winners and Firing Losers
      Rob Arnott, Vitali Kalesnik and Lillian Wu
      The Journal of Portfolio Management Fall 2018, 45 (1) 71-84; DOI: https://doi.org/10.3905/jpm.2018.45.1.071

  2. Kalotay, Andrew

    1. Tax Optimization of Municipal Bond Portfolios: Investment Selection and Tax Rate Arbitrage
      Andrew Kalotay
      The Journal of Portfolio Management Fall 2018, 45 (1) 118-124; DOI: https://doi.org/10.3905/jpm.2018.45.1.118

  3. Kamara, Avraham

    1. 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

  4. Korajczyk, Robert

    1. 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

  5. Korgaonkar, Russell

    1. 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

L

  1. Lou, Xiaoxia

    1. 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

M

  1. Monk, Ashby

    1. Improving Investment Operations through Data Science: A Case Study of Innovation in Valuation
      Arthur Guimarães, Ashby Monk and Sidney Porter
      The Journal of Portfolio Management Fall 2018, 45 (1) 125-140; DOI: https://doi.org/10.3905/jpm.2018.1.083

  2. Moskowitz, Tobias

    1. 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

P

  1. Pong, Eddie

    1. Accessing the China A-Shares Market via Minimum-Variance Investing
      Alex Chen, Eddie Pong and Yang Wang
      The Journal of Portfolio Management Fall 2018, 45 (1) 106-117; DOI: https://doi.org/10.3905/jpm.2018.45.1.106

  2. Porter, Sidney

    1. Improving Investment Operations through Data Science: A Case Study of Innovation in Valuation
      Arthur Guimarães, Ashby Monk and Sidney Porter
      The Journal of Portfolio Management Fall 2018, 45 (1) 125-140; DOI: https://doi.org/10.3905/jpm.2018.1.083

  3. Prado, Marcos López de

    1. INVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment Practice
      Joseph Simonian, Marcos López de Prado and Frank J. Fabozzi
      The Journal of Portfolio Management Fall 2018, 45 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2018.45.1.001
    2. Being Honest in Backtest Reporting: A Template for Disclosing Multiple Tests
      Frank J. Fabozzi and Marcos López de Prado
      The Journal of Portfolio Management Fall 2018, 45 (1) 141-147; DOI: https://doi.org/10.3905/jpm.2018.45.1.141

R

  1. Rattray, Sandy

    1. 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

S

  1. Sadka, Ronnie

    1. 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

  2. Sargaison, Matthew

    1. 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

  3. Simonian, Joseph

    1. INVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment Practice
      Joseph Simonian, Marcos López de Prado and Frank J. Fabozzi
      The Journal of Portfolio Management Fall 2018, 45 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2018.45.1.001

W

  1. Wang, Yang

    1. Accessing the China A-Shares Market via Minimum-Variance Investing
      Alex Chen, Eddie Pong and Yang Wang
      The Journal of Portfolio Management Fall 2018, 45 (1) 106-117; DOI: https://doi.org/10.3905/jpm.2018.45.1.106

  2. Wu, Lillian

    1. The Folly of Hiring Winners and Firing Losers
      Rob Arnott, Vitali Kalesnik and Lillian Wu
      The Journal of Portfolio Management Fall 2018, 45 (1) 71-84; DOI: https://doi.org/10.3905/jpm.2018.45.1.071
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