Table of Contents
April 2019; Volume 45,Issue 4
A
Arnott, Rob
- You have accessAlice’s Adventures in Factorland: Three Blunders That Plague Factor InvestingRob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani LinnainmaaThe Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018
Asness, Clifford
- Open AccessINVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching HockeyClifford Asness and Aaron BrownThe Journal of Portfolio Management April 2019, 45 (4) 1-6; DOI: https://doi.org/10.3905/jpm.2019.45.4.001
B
Baz, Jamil
- You have accessStocks, Bonds, and CausalityJamil Baz, Steve Sapra and German RamirezThe Journal of Portfolio Management April 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037
Blitz, David
- You have accessINVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment PhilosophiesDavid Blitz and Wilma de GrootThe Journal of Portfolio Management April 2019, 45 (4) 7-11; DOI: https://doi.org/10.3905/jpm.2019.45.4.007
Bova, Anthony
- You have accessP/E Ratios, Risk Premiums, and the g* AdjustmentMartin L. Leibowitz, Stanley Kogelman and Anthony BovaThe Journal of Portfolio Management April 2019, 45 (4) 119-128; DOI: https://doi.org/10.3905/jpm.2019.45.4.119
Branch, Michael
- You have accessA Guide to ESG Portfolio ConstructionMichael Branch, Lisa R. Goldberg and Pete HandThe Journal of Portfolio Management April 2019, 45 (4) 61-66; DOI: https://doi.org/10.3905/jpm.2019.45.4.061
Brown, Aaron
- Open AccessINVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching HockeyClifford Asness and Aaron BrownThe Journal of Portfolio Management April 2019, 45 (4) 1-6; DOI: https://doi.org/10.3905/jpm.2019.45.4.001
C
Chen, Rui
- You have accessReturn Predictability: Evidence from the US–China Supply ChainRui Chen, Zhennan Gao and Xueyong ZhangThe Journal of Portfolio Management April 2019, 45 (4) 143-151; DOI: https://doi.org/10.3905/jpm.2019.45.4.143
Chung, Chune Young
- You have accessWhen Short Sellers and Corporate Insiders Agree on Stock PricingChune Young Chung, Hong Kee Sul and Kainan WangThe Journal of Portfolio Management April 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084
G
Gao, Zhennan
- You have accessReturn Predictability: Evidence from the US–China Supply ChainRui Chen, Zhennan Gao and Xueyong ZhangThe Journal of Portfolio Management April 2019, 45 (4) 143-151; DOI: https://doi.org/10.3905/jpm.2019.45.4.143
Goldberg, Lisa R.
- You have accessA Guide to ESG Portfolio ConstructionMichael Branch, Lisa R. Goldberg and Pete HandThe Journal of Portfolio Management April 2019, 45 (4) 61-66; DOI: https://doi.org/10.3905/jpm.2019.45.4.061
Greiner, Steven P.
- You have accessPortfolio Scoring by Expected Risk PremiumSteven P. Greiner and Stoyan V. StoyanovThe Journal of Portfolio Management April 2019, 45 (4) 83-90; DOI: https://doi.org/10.3905/jpm.2019.45.4.083
Groot, Wilma de
- You have accessINVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment PhilosophiesDavid Blitz and Wilma de GrootThe Journal of Portfolio Management April 2019, 45 (4) 7-11; DOI: https://doi.org/10.3905/jpm.2019.45.4.007
H
Hand, Pete
- You have accessA Guide to ESG Portfolio ConstructionMichael Branch, Lisa R. Goldberg and Pete HandThe Journal of Portfolio Management April 2019, 45 (4) 61-66; DOI: https://doi.org/10.3905/jpm.2019.45.4.061
Harvey, Campbell R.
- You have accessAlice’s Adventures in Factorland: Three Blunders That Plague Factor InvestingRob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani LinnainmaaThe Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018
Hasanhodzic, Jasmina
- You have accessWhat Do Humans Perceive in Asset Returns?Jasmina Hasanhodzic, Andrew W. Lo and Emanuele ViolaThe Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049
Henriksson, Roy
- You have accessIntegrating ESG in Portfolio ConstructionRoy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret StumppThe Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067
Hübner, Georges
- You have accessPerformance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and FeesGeorges Hübner and Marie LambertThe Journal of Portfolio Management April 2019, 45 (4) 105-118; DOI: https://doi.org/10.3905/jpm.2019.45.4.105
K
Kalesnik, Vitali
- You have accessAlice’s Adventures in Factorland: Three Blunders That Plague Factor InvestingRob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani LinnainmaaThe Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018
Kogelman, Stanley
- You have accessP/E Ratios, Risk Premiums, and the g* AdjustmentMartin L. Leibowitz, Stanley Kogelman and Anthony BovaThe Journal of Portfolio Management April 2019, 45 (4) 119-128; DOI: https://doi.org/10.3905/jpm.2019.45.4.119
L
Lambert, Marie
- You have accessPerformance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and FeesGeorges Hübner and Marie LambertThe Journal of Portfolio Management April 2019, 45 (4) 105-118; DOI: https://doi.org/10.3905/jpm.2019.45.4.105
Leibowitz, Martin L.
- You have accessP/E Ratios, Risk Premiums, and the g* AdjustmentMartin L. Leibowitz, Stanley Kogelman and Anthony BovaThe Journal of Portfolio Management April 2019, 45 (4) 119-128; DOI: https://doi.org/10.3905/jpm.2019.45.4.119
Liang, Claire Y.C.
- You have accessUncertainty, Momentum, and ProfitabilityClaire Y.C. Liang, Zhenyang (David) Tang and Xiaowei XuThe Journal of Portfolio Management April 2019, 45 (4) 91-104; DOI: https://doi.org/10.3905/jpm.2019.1.085
Linnainmaa, Juhani
- You have accessAlice’s Adventures in Factorland: Three Blunders That Plague Factor InvestingRob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani LinnainmaaThe Journal of Portfolio Management April 2019, 45 (4) 18-36; DOI: https://doi.org/10.3905/jpm.2019.45.4.018
Livnat, Joshua
- You have accessIntegrating ESG in Portfolio ConstructionRoy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret StumppThe Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067
Lo, Andrew W.
- You have accessWhat Do Humans Perceive in Asset Returns?Jasmina Hasanhodzic, Andrew W. Lo and Emanuele ViolaThe Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049
P
Pfeifer, Patrick
- You have accessIntegrating ESG in Portfolio ConstructionRoy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret StumppThe Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067
R
Ramirez, German
- You have accessStocks, Bonds, and CausalityJamil Baz, Steve Sapra and German RamirezThe Journal of Portfolio Management April 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037
S
Sapra, Steve
- You have accessStocks, Bonds, and CausalityJamil Baz, Steve Sapra and German RamirezThe Journal of Portfolio Management April 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037
Stoyanov, Stoyan V.
- You have accessPortfolio Scoring by Expected Risk PremiumSteven P. Greiner and Stoyan V. StoyanovThe Journal of Portfolio Management April 2019, 45 (4) 83-90; DOI: https://doi.org/10.3905/jpm.2019.45.4.083
Stumpp, Margaret
- You have accessIntegrating ESG in Portfolio ConstructionRoy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret StumppThe Journal of Portfolio Management April 2019, 45 (4) 67-81; DOI: https://doi.org/10.3905/jpm.2019.45.4.067
Sul, Hong Kee
- You have accessWhen Short Sellers and Corporate Insiders Agree on Stock PricingChune Young Chung, Hong Kee Sul and Kainan WangThe Journal of Portfolio Management April 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084
T
Tang, Zhenyang (David)
- You have accessUncertainty, Momentum, and ProfitabilityClaire Y.C. Liang, Zhenyang (David) Tang and Xiaowei XuThe Journal of Portfolio Management April 2019, 45 (4) 91-104; DOI: https://doi.org/10.3905/jpm.2019.1.085
V
Viola, Emanuele
- You have accessWhat Do Humans Perceive in Asset Returns?Jasmina Hasanhodzic, Andrew W. Lo and Emanuele ViolaThe Journal of Portfolio Management April 2019, 45 (4) 49-60; DOI: https://doi.org/10.3905/jpm.2019.45.4.049
W
Wang, Kainan
- You have accessWhen Short Sellers and Corporate Insiders Agree on Stock PricingChune Young Chung, Hong Kee Sul and Kainan WangThe Journal of Portfolio Management April 2019, 45 (4) 129-142; DOI: https://doi.org/10.3905/jpm.2019.1.084
X
Xu, Xiaowei
- You have accessUncertainty, Momentum, and ProfitabilityClaire Y.C. Liang, Zhenyang (David) Tang and Xiaowei XuThe Journal of Portfolio Management April 2019, 45 (4) 91-104; DOI: https://doi.org/10.3905/jpm.2019.1.085
Z
Zhang, Xueyong
- You have accessReturn Predictability: Evidence from the US–China Supply ChainRui Chen, Zhennan Gao and Xueyong ZhangThe 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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The Journal of Portfolio Management
Vol. 45, Issue 4
April 2019