Index by author

July 2020; Volume 46,Issue 7

A

  1. Alonso, Nicholas

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
Back to top

Explore our content to discover more relevant research

In this issue