Index by author
July 2020; Volume 46,Issue 7
A
Alonso, Nicholas
- You have accessThe Devil Is in the Details: The Risks Often Ignored in Low-Volatility InvestingNicholas Alonso and Oleg NusinzonThe Journal of Portfolio Management July 2020, 46 (7) 58-70; DOI: https://doi.org/10.3905/jpm.2020.1.163
Amenc, Noël
- You have accessIntangible Capital and the Value Factor: Has Your Value Definition Just Expired?Noël Amenc, Felix Goltz and Ben LuytenThe Journal of Portfolio Management July 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
Aragon, George O.
- You have accessDo Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures MarketsGeorge O. Aragon, Rajnish Mehra and Sunil WahalThe Journal of Portfolio Management July 2020, 46 (7) 144-159; DOI: https://doi.org/10.3905/jpm.2020.1.158
C
Cifuentes, Arturo
- You have accessPERSPECTIVES: Molecular Biology and Economics: A Few Funerals Are NeededArturo Cifuentes and Bernardo PagnoncelliThe Journal of Portfolio Management July 2020, 46 (7) 5-7; DOI: https://doi.org/10.3905/jpm.2020.1.153
Ciliberti, Stefano
- You have accessPortfolio Construction MattersStefano Ciliberti and Stanislao GualdiThe Journal of Portfolio Management July 2020, 46 (7) 46-57; DOI: https://doi.org/10.3905/jpm.2020.1.155
Cornell, Bradford
- You have accessStock Characteristics and Stock Returns: A Skeptic’s Look at the Cross Section of Expected ReturnsBradford CornellThe Journal of Portfolio Management July 2020, 46 (7) 131-142; DOI: https://doi.org/10.3905/jpm.2020.1.154
D
Deng, Binbin
- You have accessDownside Volatility-Managed PortfoliosXiao Qiao, Sibo Yan and Binbin DengThe Journal of Portfolio Management July 2020, 46 (7) 13-29; DOI: https://doi.org/10.3905/jpm.2020.1.162
Dor, Arik Ben
- You have accessConstructing Daily Equity Momentum Portfolios Using Corporate Bond DataArik Ben Dor, Jingling Guan and Carlo RosaThe Journal of Portfolio Management July 2020, 46 (7) 30-45; DOI: https://doi.org/10.3905/jpm.2020.1.156
E
El-Erian, Mohamed A.
- You have accessPERSPECTIVES: The New Normal 2.0Mohamed A. El-ErianThe Journal of Portfolio Management July 2020, 46 (7) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.164
F
Ferriter, Kevin
- You have accessWhat’s Priced? Estimating Market Mispricing of Macroeconomic NewsKevin Ferriter, Pierre Sarrau and Eric Van NostrandThe Journal of Portfolio Management July 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157
G
Goltz, Felix
- You have accessIntangible Capital and the Value Factor: Has Your Value Definition Just Expired?Noël Amenc, Felix Goltz and Ben LuytenThe Journal of Portfolio Management July 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
Gualdi, Stanislao
- You have accessPortfolio Construction MattersStefano Ciliberti and Stanislao GualdiThe Journal of Portfolio Management July 2020, 46 (7) 46-57; DOI: https://doi.org/10.3905/jpm.2020.1.155
Guan, Jingling
- You have accessConstructing Daily Equity Momentum Portfolios Using Corporate Bond DataArik Ben Dor, Jingling Guan and Carlo RosaThe Journal of Portfolio Management July 2020, 46 (7) 30-45; DOI: https://doi.org/10.3905/jpm.2020.1.156
L
Luyten, Ben
- You have accessIntangible Capital and the Value Factor: Has Your Value Definition Just Expired?Noël Amenc, Felix Goltz and Ben LuytenThe Journal of Portfolio Management July 2020, 46 (7) 83-99; DOI: https://doi.org/10.3905/jpm.2020.1.161
M
Mehra, Rajnish
- You have accessDo Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures MarketsGeorge O. Aragon, Rajnish Mehra and Sunil WahalThe Journal of Portfolio Management July 2020, 46 (7) 144-159; DOI: https://doi.org/10.3905/jpm.2020.1.158
N
Nostrand, Eric Van
- You have accessWhat’s Priced? Estimating Market Mispricing of Macroeconomic NewsKevin Ferriter, Pierre Sarrau and Eric Van NostrandThe Journal of Portfolio Management July 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157
Nusinzon, Oleg
- You have accessThe Devil Is in the Details: The Risks Often Ignored in Low-Volatility InvestingNicholas Alonso and Oleg NusinzonThe Journal of Portfolio Management July 2020, 46 (7) 58-70; DOI: https://doi.org/10.3905/jpm.2020.1.163
P
Pagnoncelli, Bernardo
- You have accessPERSPECTIVES: Molecular Biology and Economics: A Few Funerals Are NeededArturo Cifuentes and Bernardo PagnoncelliThe Journal of Portfolio Management July 2020, 46 (7) 5-7; DOI: https://doi.org/10.3905/jpm.2020.1.153
Q
Qiao, Xiao
- You have accessDownside Volatility-Managed PortfoliosXiao Qiao, Sibo Yan and Binbin DengThe Journal of Portfolio Management July 2020, 46 (7) 13-29; DOI: https://doi.org/10.3905/jpm.2020.1.162
R
Radha, Sailesh S.
- You have accessUsing CAPE to Forecast Country Returns for Designing an International Country Rotation PortfolioSailesh S. RadhaThe Journal of Portfolio Management July 2020, 46 (7) 101-117; DOI: https://doi.org/10.3905/jpm.2020.1.160
Ramkumar, Sunder R.
- You have accessTime Horizon, Risk, and Implications for Equity SelectionSunder R. RamkumarThe Journal of Portfolio Management July 2020, 46 (7) 118-130; DOI: https://doi.org/10.3905/jpm.2020.1.159
Rosa, Carlo
- You have accessConstructing Daily Equity Momentum Portfolios Using Corporate Bond DataArik Ben Dor, Jingling Guan and Carlo RosaThe Journal of Portfolio Management July 2020, 46 (7) 30-45; DOI: https://doi.org/10.3905/jpm.2020.1.156
S
Sarrau, Pierre
- You have accessWhat’s Priced? Estimating Market Mispricing of Macroeconomic NewsKevin Ferriter, Pierre Sarrau and Eric Van NostrandThe Journal of Portfolio Management July 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157
W
Wahal, Sunil
- You have accessDo Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures MarketsGeorge O. Aragon, Rajnish Mehra and Sunil WahalThe Journal of Portfolio Management July 2020, 46 (7) 144-159; DOI: https://doi.org/10.3905/jpm.2020.1.158
Y
Yan, Sibo
- You have accessDownside Volatility-Managed PortfoliosXiao Qiao, Sibo Yan and Binbin DengThe 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
Vol. 46, Issue 7
July 2020