Index by author

Quantitative Special Issue 2019; Volume 45,Issue 3

B

  1. Bektić, Demir

    1. Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141

  2. Bender, Jennifer

    1. Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
      Jennifer Bender, Thomas Blackburn and Xiaole Sun
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038

  3. Blackburn, Thomas

    1. Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
      Jennifer Bender, Thomas Blackburn and Xiaole Sun
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038

  4. Blitz, David

    1. The Characteristics of Factor Investing
      David Blitz and Milan Vidojevic
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 69-86; DOI: https://doi.org/10.3905/jpm.2019.45.3.069

D

  1. Davies, Jack

    1. Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
      Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101

F

  1. Fergis, Kristin

    1. Defensive Factor Timing
      Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050

G

  1. Gallagher, Katelyn

    1. Defensive Factor Timing
      Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050

  2. Gibbon, Dave

    1. Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
      Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101

  3. Gupta, Tarun

    1. Factor Momentum Everywhere
      Tarun Gupta and Bryan Kelly
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 13-36; DOI: https://doi.org/10.3905/jpm.2019.45.3.013

H

  1. Hao, Han

    1. A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
      John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165

  2. Hodges, Philip

    1. Defensive Factor Timing
      Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050

  3. Hogan, Ked

    1. Defensive Factor Timing
      Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050

  4. Huij, Joop

    1. Factor Investing from Concept to Implementation
      Eduard van Gelderen, Joop Huij and Georgi Kyosev
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125

K

  1. Kelly, Bryan

    1. Factor Momentum Everywhere
      Tarun Gupta and Bryan Kelly
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 13-36; DOI: https://doi.org/10.3905/jpm.2019.45.3.013

  2. Kyosev, Georgi

    1. Factor Investing from Concept to Implementation
      Eduard van Gelderen, Joop Huij and Georgi Kyosev
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125

L

  1. Lester, Ashley

    1. On the Theory and Practice of Multifactor Portfolios
      Ashley Lester
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 87-100; DOI: https://doi.org/10.3905/jpm.2019.45.3.087

  2. Li, Feifei

    1. Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost
      Feifei Li and Joseph (Yoseop) Shim
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115

  3. Li, Nongchao

    1. A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
      John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165

M

  1. Martellini, Lionel

    1. A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
      John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165

  2. Mulvey, John M.

    1. A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
      John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165

S

  1. Schiereck, Dirk

    1. Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141

  2. Shim, Joseph (Yoseop)

    1. Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost
      Feifei Li and Joseph (Yoseop) Shim
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115

  3. Shores, Sara

    1. Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
      Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101

  4. Simonian, Joseph

    1. Factors in Time: Fine-Tuning Hedge Fund Replication
      Joseph Simonian and Chenwei Wu
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159

  5. Smith, Josephine

    1. Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
      Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101

  6. Spielmann, Timo

    1. Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141

  7. Sun, Xiaole

    1. Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
      Jennifer Bender, Thomas Blackburn and Xiaole Sun
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038

V

  1. van Gelderen, Eduard

    1. Factor Investing from Concept to Implementation
      Eduard van Gelderen, Joop Huij and Georgi Kyosev
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125

  2. Vidojevic, Milan

    1. The Characteristics of Factor Investing
      David Blitz and Milan Vidojevic
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 69-86; DOI: https://doi.org/10.3905/jpm.2019.45.3.069

W

  1. Wegener, Michael

    1. Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141

  2. Wenzler, Josef-Stefan

    1. Extending Fama–French Factors to Corporate Bond Markets
      Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141

  3. Wu, Chenwei

    1. Factors in Time: Fine-Tuning Hedge Fund Replication
      Joseph Simonian and Chenwei Wu
      The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159
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The Journal of Portfolio Management: 45 (3)
The Journal of Portfolio Management
Vol. 45, Issue 3
Quantitative Special Issue 2019
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