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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

Fall 2018; Volume 45,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Alquist, Ron

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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The Journal of Portfolio Management: 45 (1)
The Journal of Portfolio Management
Vol. 45, Issue 1
Fall 2018
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