Table of Contents

July 2019; Volume 45,Issue 5

B

  1. Belton, Bryan

    1. Protecting the Downside of Trend When It Is Not Your Friend
      Kun Yang, Edward Qian and Bryan Belton
      The Journal of Portfolio Management July 2019, 45 (5) 99-111; DOI: https://doi.org/10.3905/jpm.2019.1.087

  2. Bouchaud, Jean-Philippe

    1. The Size Premium in Equity Markets: Where Is the Risk?
      Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière and Jean-Philippe Bouchaud
      The Journal of Portfolio Management July 2019, 45 (5) 58-68; DOI: https://doi.org/10.3905/jpm.2019.1.086

C

  1. Cerniglia, Joseph A.

    1. Accelerating Learning in Active Management: The Alpha-Brier Process
      Joseph A. Cerniglia and Philip E. Tetlock
      The Journal of Portfolio Management July 2019, 45 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2019.45.5.125

  2. Ciliberti, Stefano

    1. The Size Premium in Equity Markets: Where Is the Risk?
      Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière and Jean-Philippe Bouchaud
      The Journal of Portfolio Management July 2019, 45 (5) 58-68; DOI: https://doi.org/10.3905/jpm.2019.1.086

G

  1. Giese, Guido

    1. Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance
      Guido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura Nishikawa
      The Journal of Portfolio Management July 2019, 45 (5) 69-83; DOI: https://doi.org/10.3905/jpm.2019.45.5.069

H

  1. Harvey, Campbell R.

    1. The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
      Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
      The Journal of Portfolio Management July 2019, 45 (5) 7-28; DOI: https://doi.org/10.3905/jpm.2019.45.5.007

  2. Hemert, Otto Van

    1. The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
      Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
      The Journal of Portfolio Management July 2019, 45 (5) 7-28; DOI: https://doi.org/10.3905/jpm.2019.45.5.007

  3. Hoyle, Edward

    1. The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
      Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
      The Journal of Portfolio Management July 2019, 45 (5) 7-28; DOI: https://doi.org/10.3905/jpm.2019.45.5.007

K

  1. Kinlaw, William

    1. Crowded Trades: Implications for Sector Rotation and Factor Timing
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management July 2019, 45 (5) 46-57; DOI: https://doi.org/10.3905/jpm.2019.45.5.046

  2. Kritzman, Mark

    1. Crowded Trades: Implications for Sector Rotation and Factor Timing
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management July 2019, 45 (5) 46-57; DOI: https://doi.org/10.3905/jpm.2019.45.5.046

L

  1. Lee, Linda-Eling

    1. Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance
      Guido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura Nishikawa
      The Journal of Portfolio Management July 2019, 45 (5) 69-83; DOI: https://doi.org/10.3905/jpm.2019.45.5.069

  2. Lempérière, Yves

    1. The Size Premium in Equity Markets: Where Is the Risk?
      Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière and Jean-Philippe Bouchaud
      The Journal of Portfolio Management July 2019, 45 (5) 58-68; DOI: https://doi.org/10.3905/jpm.2019.1.086

  3. Lo, Andrew W.

    1. Risk and Reward in the Orphan Drug Industry
      Andrew W. Lo and Richard T. Thakor
      The Journal of Portfolio Management July 2019, 45 (5) 30-45; DOI: https://doi.org/10.3905/jpm.2019.45.5.030

M

  1. Martellini, Lionel

    1. “Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis?
      Lionel Martellini, Vincent Milhau and John Mulvey
      The Journal of Portfolio Management July 2019, 45 (5) 136-151; DOI: https://doi.org/10.3905/jpm.2019.45.5.136

  2. Melas, Dimitris

    1. Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance
      Guido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura Nishikawa
      The Journal of Portfolio Management July 2019, 45 (5) 69-83; DOI: https://doi.org/10.3905/jpm.2019.45.5.069

  3. Milhau, Vincent

    1. “Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis?
      Lionel Martellini, Vincent Milhau and John Mulvey
      The Journal of Portfolio Management July 2019, 45 (5) 136-151; DOI: https://doi.org/10.3905/jpm.2019.45.5.136

  4. Mulvey, John

    1. “Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis?
      Lionel Martellini, Vincent Milhau and John Mulvey
      The Journal of Portfolio Management July 2019, 45 (5) 136-151; DOI: https://doi.org/10.3905/jpm.2019.45.5.136

N

  1. Nagy, Zoltán

    1. Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance
      Guido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura Nishikawa
      The Journal of Portfolio Management July 2019, 45 (5) 69-83; DOI: https://doi.org/10.3905/jpm.2019.45.5.069

  2. Nishikawa, Laura

    1. Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance
      Guido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura Nishikawa
      The Journal of Portfolio Management July 2019, 45 (5) 69-83; DOI: https://doi.org/10.3905/jpm.2019.45.5.069

Q

  1. Qian, Edward

    1. Protecting the Downside of Trend When It Is Not Your Friend
      Kun Yang, Edward Qian and Bryan Belton
      The Journal of Portfolio Management July 2019, 45 (5) 99-111; DOI: https://doi.org/10.3905/jpm.2019.1.087

R

  1. Rattray, Sandy

    1. The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
      Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
      The Journal of Portfolio Management July 2019, 45 (5) 7-28; DOI: https://doi.org/10.3905/jpm.2019.45.5.007

S

  1. Sargaison, Matthew

    1. The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
      Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
      The Journal of Portfolio Management July 2019, 45 (5) 7-28; DOI: https://doi.org/10.3905/jpm.2019.45.5.007

  2. Sérié, Emmanuel

    1. The Size Premium in Equity Markets: Where Is the Risk?
      Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière and Jean-Philippe Bouchaud
      The Journal of Portfolio Management July 2019, 45 (5) 58-68; DOI: https://doi.org/10.3905/jpm.2019.1.086

  3. Shefrin, Hersh

    1. Valuation Bias and Limits to Nudges
      Hersh Shefrin
      The Journal of Portfolio Management July 2019, 45 (5) 112-124; DOI: https://doi.org/10.3905/jpm.2019.45.5.112

  4. Simon, Guillaume

    1. The Size Premium in Equity Markets: Where Is the Risk?
      Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière and Jean-Philippe Bouchaud
      The Journal of Portfolio Management July 2019, 45 (5) 58-68; DOI: https://doi.org/10.3905/jpm.2019.1.086

  5. Szczygielski, Jan Jakub

    1. And the Winner Is… A Comparison of Valuation Measures for Equity Country Allocation
      Adam Zaremba and Jan Jakub Szczygielski
      The Journal of Portfolio Management July 2019, 45 (5) 84-98; DOI: https://doi.org/10.3905/jpm.2019.45.5.084

T

  1. Taylor, Dan

    1. The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
      Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
      The Journal of Portfolio Management July 2019, 45 (5) 7-28; DOI: https://doi.org/10.3905/jpm.2019.45.5.007

  2. Tetlock, Philip E.

    1. Accelerating Learning in Active Management: The Alpha-Brier Process
      Joseph A. Cerniglia and Philip E. Tetlock
      The Journal of Portfolio Management July 2019, 45 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2019.45.5.125

  3. Thakor, Richard T.

    1. Risk and Reward in the Orphan Drug Industry
      Andrew W. Lo and Richard T. Thakor
      The Journal of Portfolio Management July 2019, 45 (5) 30-45; DOI: https://doi.org/10.3905/jpm.2019.45.5.030

  4. Turkington, David

    1. Crowded Trades: Implications for Sector Rotation and Factor Timing
      William Kinlaw, Mark Kritzman and David Turkington
      The Journal of Portfolio Management July 2019, 45 (5) 46-57; DOI: https://doi.org/10.3905/jpm.2019.45.5.046

Y

  1. Yang, Kun

    1. Protecting the Downside of Trend When It Is Not Your Friend
      Kun Yang, Edward Qian and Bryan Belton
      The Journal of Portfolio Management July 2019, 45 (5) 99-111; DOI: https://doi.org/10.3905/jpm.2019.1.087

Z

  1. Zaremba, Adam

    1. And the Winner Is… A Comparison of Valuation Measures for Equity Country Allocation
      Adam Zaremba and Jan Jakub Szczygielski
      The Journal of Portfolio Management July 2019, 45 (5) 84-98; DOI: https://doi.org/10.3905/jpm.2019.45.5.084
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