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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

  • Home
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Table of Contents

April 2019; Volume 45,Issue 4
  • 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. Arnott, Rob

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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The Journal of Portfolio Management: 45 (4)
The Journal of Portfolio Management
Vol. 45, Issue 4
April 2019
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