Table of Contents
Fall 2018; Volume 45,Issue 1
A
Alquist, Ron
- You have accessFact, Fiction, and the Size EffectRon Alquist, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Fall 2018, 45 (1) 34-61; DOI: https://doi.org/10.3905/jpm.2018.1.082
Arnott, Rob
- You have accessThe Folly of Hiring Winners and Firing LosersRob Arnott, Vitali Kalesnik and Lillian WuThe Journal of Portfolio Management Fall 2018, 45 (1) 71-84; DOI: https://doi.org/10.3905/jpm.2018.45.1.071
C
Chen, Alex
- You have accessAccessing the China A-Shares Market via Minimum-Variance InvestingAlex Chen, Eddie Pong and Yang WangThe Journal of Portfolio Management Fall 2018, 45 (1) 106-117; DOI: https://doi.org/10.3905/jpm.2018.45.1.106
F
Fabozzi, Frank J.
- You have accessINVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment PracticeJoseph Simonian, Marcos López de Prado and Frank J. FabozziThe Journal of Portfolio Management Fall 2018, 45 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2018.45.1.001
- You have accessBeing Honest in Backtest Reporting: A Template for Disclosing Multiple TestsFrank J. Fabozzi and Marcos López de PradoThe Journal of Portfolio Management Fall 2018, 45 (1) 141-147; DOI: https://doi.org/10.3905/jpm.2018.45.1.141
G
Grinold, Richard
- You have accessNonlinear Trading Rules for Portfolio ManagementRichard GrinoldThe Journal of Portfolio Management Fall 2018, 45 (1) 62-70; DOI: https://doi.org/10.3905/jpm.2018.45.1.062
Guimarães, Arthur
- You have accessImproving Investment Operations through Data Science: A Case Study of Innovation in ValuationArthur Guimarães, Ashby Monk and Sidney PorterThe Journal of Portfolio Management Fall 2018, 45 (1) 125-140; DOI: https://doi.org/10.3905/jpm.2018.1.083
H
Harvey, Campbell R.
- You have accessThe Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management Fall 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
Hemert, Otto Van
- You have accessThe Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management Fall 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
Hoyle, Edward
- You have accessThe Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management Fall 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
I
Israel, Ronen
- You have accessFact, Fiction, and the Size EffectRon Alquist, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Fall 2018, 45 (1) 34-61; DOI: https://doi.org/10.3905/jpm.2018.1.082
J
Jacobs, Bruce I.
- You have accessINVITED EDITORIAL COMMENT: What We Still Have to Learn from the Credit Collapse (and Other Market Crises)Bruce I. JacobsThe Journal of Portfolio Management Fall 2018, 45 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2018.45.1.005
Jong, Marielle de
- You have accessThe Covariance Matrix between Real AssetsMarielle de JongThe Journal of Portfolio Management Fall 2018, 45 (1) 85-95; DOI: https://doi.org/10.3905/jpm.2018.45.1.085
K
Kalesnik, Vitali
- You have accessThe Folly of Hiring Winners and Firing LosersRob Arnott, Vitali Kalesnik and Lillian WuThe Journal of Portfolio Management Fall 2018, 45 (1) 71-84; DOI: https://doi.org/10.3905/jpm.2018.45.1.071
Kalotay, Andrew
- You have accessTax Optimization of Municipal Bond Portfolios: Investment Selection and Tax Rate ArbitrageAndrew KalotayThe Journal of Portfolio Management Fall 2018, 45 (1) 118-124; DOI: https://doi.org/10.3905/jpm.2018.45.1.118
Kamara, Avraham
- You have accessShort-Horizon Beta or Long-Horizon Alpha?Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie SadkaThe Journal of Portfolio Management Fall 2018, 45 (1) 96-105; DOI: https://doi.org/10.3905/jpm.2018.45.1.096
Korajczyk, Robert
- You have accessShort-Horizon Beta or Long-Horizon Alpha?Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie SadkaThe Journal of Portfolio Management Fall 2018, 45 (1) 96-105; DOI: https://doi.org/10.3905/jpm.2018.45.1.096
Korgaonkar, Russell
- You have accessThe Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management Fall 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
L
Lou, Xiaoxia
- You have accessShort-Horizon Beta or Long-Horizon Alpha?Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie SadkaThe Journal of Portfolio Management Fall 2018, 45 (1) 96-105; DOI: https://doi.org/10.3905/jpm.2018.45.1.096
M
Monk, Ashby
- You have accessImproving Investment Operations through Data Science: A Case Study of Innovation in ValuationArthur Guimarães, Ashby Monk and Sidney PorterThe Journal of Portfolio Management Fall 2018, 45 (1) 125-140; DOI: https://doi.org/10.3905/jpm.2018.1.083
Moskowitz, Tobias
- You have accessFact, Fiction, and the Size EffectRon Alquist, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Fall 2018, 45 (1) 34-61; DOI: https://doi.org/10.3905/jpm.2018.1.082
P
Pong, Eddie
- You have accessAccessing the China A-Shares Market via Minimum-Variance InvestingAlex Chen, Eddie Pong and Yang WangThe Journal of Portfolio Management Fall 2018, 45 (1) 106-117; DOI: https://doi.org/10.3905/jpm.2018.45.1.106
Porter, Sidney
- You have accessImproving Investment Operations through Data Science: A Case Study of Innovation in ValuationArthur Guimarães, Ashby Monk and Sidney PorterThe Journal of Portfolio Management Fall 2018, 45 (1) 125-140; DOI: https://doi.org/10.3905/jpm.2018.1.083
Prado, Marcos López de
- You have accessINVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment PracticeJoseph Simonian, Marcos López de Prado and Frank J. FabozziThe Journal of Portfolio Management Fall 2018, 45 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2018.45.1.001
- You have accessBeing Honest in Backtest Reporting: A Template for Disclosing Multiple TestsFrank J. Fabozzi and Marcos López de PradoThe Journal of Portfolio Management Fall 2018, 45 (1) 141-147; DOI: https://doi.org/10.3905/jpm.2018.45.1.141
R
Rattray, Sandy
- You have accessThe Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management Fall 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
S
Sadka, Ronnie
- You have accessShort-Horizon Beta or Long-Horizon Alpha?Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie SadkaThe Journal of Portfolio Management Fall 2018, 45 (1) 96-105; DOI: https://doi.org/10.3905/jpm.2018.45.1.096
Sargaison, Matthew
- You have accessThe Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management Fall 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
Simonian, Joseph
- You have accessINVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment PracticeJoseph Simonian, Marcos López de Prado and Frank J. FabozziThe Journal of Portfolio Management Fall 2018, 45 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2018.45.1.001
W
Wang, Yang
- You have accessAccessing the China A-Shares Market via Minimum-Variance InvestingAlex Chen, Eddie Pong and Yang WangThe Journal of Portfolio Management Fall 2018, 45 (1) 106-117; DOI: https://doi.org/10.3905/jpm.2018.45.1.106
Wu, Lillian
- You have accessThe Folly of Hiring Winners and Firing LosersRob Arnott, Vitali Kalesnik and Lillian WuThe 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
Vol. 45, Issue 1
Fall 2018