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The Journal of Portfolio Management
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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

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Index by author

July 2020; Volume 46,Issue 7
  • 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. Alonso, Nicholas

    1. You have access
      The Devil Is in the Details: The Risks Often Ignored in Low-Volatility Investing
      Nicholas Alonso and Oleg Nusinzon
      The Journal of Portfolio Management July 2020, 46 (7) 58-70; DOI: https://doi.org/10.3905/jpm.2020.1.163
  2. Amenc, Noël

    1. You have access
      Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?
      Noël Amenc, Felix Goltz and Ben Luyten
      The Journal of Portfolio Management July 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
  3. Aragon, George O.

    1. You have access
      Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
      George O. Aragon, Rajnish Mehra and Sunil Wahal
      The Journal of Portfolio Management July 2020, 46 (7) 144-159; DOI: https://doi.org/10.3905/jpm.2020.1.158

C

  1. Cifuentes, Arturo

    1. You have access
      PERSPECTIVES: Molecular Biology and Economics: A Few Funerals Are Needed
      Arturo Cifuentes and Bernardo Pagnoncelli
      The Journal of Portfolio Management July 2020, 46 (7) 5-7; DOI: https://doi.org/10.3905/jpm.2020.1.153
  2. Ciliberti, Stefano

    1. You have access
      Portfolio Construction Matters
      Stefano Ciliberti and Stanislao Gualdi
      The Journal of Portfolio Management July 2020, 46 (7) 46-57; DOI: https://doi.org/10.3905/jpm.2020.1.155
  3. Cornell, Bradford

    1. You have access
      Stock Characteristics and Stock Returns: A Skeptic’s Look at the Cross Section of Expected Returns
      Bradford Cornell
      The Journal of Portfolio Management July 2020, 46 (7) 131-142; DOI: https://doi.org/10.3905/jpm.2020.1.154

D

  1. Deng, Binbin

    1. You have access
      Downside Volatility-Managed Portfolios
      Xiao Qiao, Sibo Yan and Binbin Deng
      The Journal of Portfolio Management July 2020, 46 (7) 13-29; DOI: https://doi.org/10.3905/jpm.2020.1.162
  2. Dor, Arik Ben

    1. You have access
      Constructing Daily Equity Momentum Portfolios Using Corporate Bond Data
      Arik Ben Dor, Jingling Guan and Carlo Rosa
      The Journal of Portfolio Management July 2020, 46 (7) 30-45; DOI: https://doi.org/10.3905/jpm.2020.1.156

E

  1. El-Erian, Mohamed A.

    1. You have access
      PERSPECTIVES: The New Normal 2.0
      Mohamed A. El-Erian
      The Journal of Portfolio Management July 2020, 46 (7) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.164

F

  1. Ferriter, Kevin

    1. You have access
      What’s Priced? Estimating Market Mispricing of Macroeconomic News
      Kevin Ferriter, Pierre Sarrau and Eric Van Nostrand
      The Journal of Portfolio Management July 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157

G

  1. Goltz, Felix

    1. You have access
      Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?
      Noël Amenc, Felix Goltz and Ben Luyten
      The Journal of Portfolio Management July 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
  2. Gualdi, Stanislao

    1. You have access
      Portfolio Construction Matters
      Stefano Ciliberti and Stanislao Gualdi
      The Journal of Portfolio Management July 2020, 46 (7) 46-57; DOI: https://doi.org/10.3905/jpm.2020.1.155
  3. Guan, Jingling

    1. You have access
      Constructing Daily Equity Momentum Portfolios Using Corporate Bond Data
      Arik Ben Dor, Jingling Guan and Carlo Rosa
      The Journal of Portfolio Management July 2020, 46 (7) 30-45; DOI: https://doi.org/10.3905/jpm.2020.1.156

L

  1. Luyten, Ben

    1. You have access
      Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?
      Noël Amenc, Felix Goltz and Ben Luyten
      The Journal of Portfolio Management July 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161

M

  1. Mehra, Rajnish

    1. You have access
      Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
      George O. Aragon, Rajnish Mehra and Sunil Wahal
      The Journal of Portfolio Management July 2020, 46 (7) 144-159; DOI: https://doi.org/10.3905/jpm.2020.1.158

N

  1. Nostrand, Eric Van

    1. You have access
      What’s Priced? Estimating Market Mispricing of Macroeconomic News
      Kevin Ferriter, Pierre Sarrau and Eric Van Nostrand
      The Journal of Portfolio Management July 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157
  2. Nusinzon, Oleg

    1. You have access
      The Devil Is in the Details: The Risks Often Ignored in Low-Volatility Investing
      Nicholas Alonso and Oleg Nusinzon
      The Journal of Portfolio Management July 2020, 46 (7) 58-70; DOI: https://doi.org/10.3905/jpm.2020.1.163

P

  1. Pagnoncelli, Bernardo

    1. You have access
      PERSPECTIVES: Molecular Biology and Economics: A Few Funerals Are Needed
      Arturo Cifuentes and Bernardo Pagnoncelli
      The Journal of Portfolio Management July 2020, 46 (7) 5-7; DOI: https://doi.org/10.3905/jpm.2020.1.153

Q

  1. Qiao, Xiao

    1. You have access
      Downside Volatility-Managed Portfolios
      Xiao Qiao, Sibo Yan and Binbin Deng
      The Journal of Portfolio Management July 2020, 46 (7) 13-29; DOI: https://doi.org/10.3905/jpm.2020.1.162

R

  1. Radha, Sailesh S.

    1. You have access
      Using CAPE to Forecast Country Returns for Designing an International Country Rotation Portfolio
      Sailesh S. Radha
      The Journal of Portfolio Management July 2020, 46 (7) 101-117; DOI: https://doi.org/10.3905/jpm.2020.1.160
  2. Ramkumar, Sunder R.

    1. You have access
      Time Horizon, Risk, and Implications for Equity Selection
      Sunder R. Ramkumar
      The Journal of Portfolio Management July 2020, 46 (7) 118-130; DOI: https://doi.org/10.3905/jpm.2020.1.159
  3. Rosa, Carlo

    1. You have access
      Constructing Daily Equity Momentum Portfolios Using Corporate Bond Data
      Arik Ben Dor, Jingling Guan and Carlo Rosa
      The Journal of Portfolio Management July 2020, 46 (7) 30-45; DOI: https://doi.org/10.3905/jpm.2020.1.156

S

  1. Sarrau, Pierre

    1. You have access
      What’s Priced? Estimating Market Mispricing of Macroeconomic News
      Kevin Ferriter, Pierre Sarrau and Eric Van Nostrand
      The Journal of Portfolio Management July 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157

W

  1. Wahal, Sunil

    1. You have access
      Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
      George O. Aragon, Rajnish Mehra and Sunil Wahal
      The Journal of Portfolio Management July 2020, 46 (7) 144-159; DOI: https://doi.org/10.3905/jpm.2020.1.158

Y

  1. Yan, Sibo

    1. You have access
      Downside Volatility-Managed Portfolios
      Xiao Qiao, Sibo Yan and Binbin Deng
      The Journal of Portfolio Management July 2020, 46 (7) 13-29; DOI: https://doi.org/10.3905/jpm.2020.1.162
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The Journal of Portfolio Management: 46 (7)
The Journal of Portfolio Management
Vol. 46, Issue 7
July 2020
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