Table of Contents

April 2019; Volume 45,Issue 4

A

  1. Arnott, Rob

    1. Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
      Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
      The Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018

  2. Asness, Clifford

    1. Open Access
      INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching Hockey
      Clifford Asness and Aaron Brown
      The Journal of Portfolio Management April 2019, 45 (4) 1-6; DOI: https://doi.org/10.3905/jpm.2019.45.4.001

B

  1. Baz, Jamil

    1. Stocks, Bonds, and Causality
      Jamil Baz, Steve Sapra and German Ramirez
      The Journal of Portfolio Management April 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037

  2. Blitz, David

    1. INVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment Philosophies
      David Blitz and Wilma de Groot
      The Journal of Portfolio Management April 2019, 45 (4) 7-11; DOI: https://doi.org/10.3905/jpm.2019.45.4.007

  3. Bova, Anthony

    1. P/E Ratios, Risk Premiums, and the g* Adjustment
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management April 2019, 45 (4) 119-128; DOI: https://doi.org/10.3905/jpm.2019.45.4.119

  4. Branch, Michael

    1. A Guide to ESG Portfolio Construction
      Michael Branch, Lisa R. Goldberg and Pete Hand
      The Journal of Portfolio Management April 2019, 45 (4) 61-66; DOI: https://doi.org/10.3905/jpm.2019.45.4.061

  5. Brown, Aaron

    1. Open Access
      INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching Hockey
      Clifford Asness and Aaron Brown
      The Journal of Portfolio Management April 2019, 45 (4) 1-6; DOI: https://doi.org/10.3905/jpm.2019.45.4.001

C

  1. Chen, Rui

    1. Return Predictability: Evidence from the US–China Supply Chain
      Rui Chen, Zhennan Gao and Xueyong Zhang
      The Journal of Portfolio Management April 2019, 45 (4) 143-151; DOI: https://doi.org/10.3905/jpm.2019.45.4.143

  2. Chung, Chune Young

    1. When Short Sellers and Corporate Insiders Agree on Stock Pricing
      Chune Young Chung, Hong Kee Sul and Kainan Wang
      The Journal of Portfolio Management April 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084

G

  1. Gao, Zhennan

    1. Return Predictability: Evidence from the US–China Supply Chain
      Rui Chen, Zhennan Gao and Xueyong Zhang
      The Journal of Portfolio Management April 2019, 45 (4) 143-151; DOI: https://doi.org/10.3905/jpm.2019.45.4.143

  2. Goldberg, Lisa R.

    1. A Guide to ESG Portfolio Construction
      Michael Branch, Lisa R. Goldberg and Pete Hand
      The Journal of Portfolio Management April 2019, 45 (4) 61-66; DOI: https://doi.org/10.3905/jpm.2019.45.4.061

  3. Greiner, Steven P.

    1. Portfolio Scoring by Expected Risk Premium
      Steven P. Greiner and Stoyan V. Stoyanov
      The Journal of Portfolio Management April 2019, 45 (4) 83-90; DOI: https://doi.org/10.3905/jpm.2019.45.4.083

  4. Groot, Wilma de

    1. INVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment Philosophies
      David Blitz and Wilma de Groot
      The Journal of Portfolio Management April 2019, 45 (4) 7-11; DOI: https://doi.org/10.3905/jpm.2019.45.4.007

H

  1. Hand, Pete

    1. A Guide to ESG Portfolio Construction
      Michael Branch, Lisa R. Goldberg and Pete Hand
      The Journal of Portfolio Management April 2019, 45 (4) 61-66; DOI: https://doi.org/10.3905/jpm.2019.45.4.061

  2. Harvey, Campbell R.

    1. Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
      Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
      The Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018

  3. Hasanhodzic, Jasmina

    1. What Do Humans Perceive in Asset Returns?
      Jasmina Hasanhodzic, Andrew W. Lo and Emanuele Viola
      The Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049

  4. Henriksson, Roy

    1. Integrating ESG in Portfolio Construction
      Roy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret Stumpp
      The Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067

  5. Hübner, Georges

    1. Performance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and Fees
      Georges Hübner and Marie Lambert
      The Journal of Portfolio Management April 2019, 45 (4) 105-118; DOI: https://doi.org/10.3905/jpm.2019.45.4.105

K

  1. Kalesnik, Vitali

    1. Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
      Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
      The Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018

  2. Kogelman, Stanley

    1. P/E Ratios, Risk Premiums, and the g* Adjustment
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management April 2019, 45 (4) 119-128; DOI: https://doi.org/10.3905/jpm.2019.45.4.119

L

  1. Lambert, Marie

    1. Performance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and Fees
      Georges Hübner and Marie Lambert
      The Journal of Portfolio Management April 2019, 45 (4) 105-118; DOI: https://doi.org/10.3905/jpm.2019.45.4.105

  2. Leibowitz, Martin L.

    1. P/E Ratios, Risk Premiums, and the g* Adjustment
      Martin L. Leibowitz, Stanley Kogelman and Anthony Bova
      The Journal of Portfolio Management April 2019, 45 (4) 119-128; DOI: https://doi.org/10.3905/jpm.2019.45.4.119

  3. Liang, Claire Y.C.

    1. Uncertainty, Momentum, and Profitability
      Claire Y.C. Liang, Zhenyang (David) Tang and Xiaowei Xu
      The Journal of Portfolio Management April 2019, 45 (4) 91-104; DOI: https://doi.org/10.3905/jpm.2019.1.085

  4. Linnainmaa, Juhani

    1. Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
      Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa
      The Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018

  5. Livnat, Joshua

    1. Integrating ESG in Portfolio Construction
      Roy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret Stumpp
      The Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067

  6. Lo, Andrew W.

    1. What Do Humans Perceive in Asset Returns?
      Jasmina Hasanhodzic, Andrew W. Lo and Emanuele Viola
      The Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049

P

  1. Pfeifer, Patrick

    1. Integrating ESG in Portfolio Construction
      Roy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret Stumpp
      The Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067

R

  1. Ramirez, German

    1. Stocks, Bonds, and Causality
      Jamil Baz, Steve Sapra and German Ramirez
      The Journal of Portfolio Management April 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037

S

  1. Sapra, Steve

    1. Stocks, Bonds, and Causality
      Jamil Baz, Steve Sapra and German Ramirez
      The Journal of Portfolio Management April 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037

  2. Stoyanov, Stoyan V.

    1. Portfolio Scoring by Expected Risk Premium
      Steven P. Greiner and Stoyan V. Stoyanov
      The Journal of Portfolio Management April 2019, 45 (4) 83-90; DOI: https://doi.org/10.3905/jpm.2019.45.4.083

  3. Stumpp, Margaret

    1. Integrating ESG in Portfolio Construction
      Roy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret Stumpp
      The Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067

  4. Sul, Hong Kee

    1. When Short Sellers and Corporate Insiders Agree on Stock Pricing
      Chune Young Chung, Hong Kee Sul and Kainan Wang
      The Journal of Portfolio Management April 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084

T

  1. Tang, Zhenyang (David)

    1. Uncertainty, Momentum, and Profitability
      Claire Y.C. Liang, Zhenyang (David) Tang and Xiaowei Xu
      The Journal of Portfolio Management April 2019, 45 (4) 91-104; DOI: https://doi.org/10.3905/jpm.2019.1.085

V

  1. Viola, Emanuele

    1. What Do Humans Perceive in Asset Returns?
      Jasmina Hasanhodzic, Andrew W. Lo and Emanuele Viola
      The Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049

W

  1. Wang, Kainan

    1. When Short Sellers and Corporate Insiders Agree on Stock Pricing
      Chune Young Chung, Hong Kee Sul and Kainan Wang
      The Journal of Portfolio Management April 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084

X

  1. Xu, Xiaowei

    1. Uncertainty, Momentum, and Profitability
      Claire Y.C. Liang, Zhenyang (David) Tang and Xiaowei Xu
      The Journal of Portfolio Management April 2019, 45 (4) 91-104; DOI: https://doi.org/10.3905/jpm.2019.1.085

Z

  1. Zhang, Xueyong

    1. Return Predictability: Evidence from the US–China Supply Chain
      Rui Chen, Zhennan Gao and Xueyong Zhang
      The Journal of Portfolio Management April 2019, 45 (4) 143-151; DOI: https://doi.org/10.3905/jpm.2019.45.4.143
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