Index by author

November 2020; Volume 47,Issue 1

A

  1. Alemany, Nuria

    1. Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
      Nuria Alemany, Vicent Aragó and Enrique Salvador
      The Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185

  2. Aragó, Vicent

    1. Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
      Nuria Alemany, Vicent Aragó and Enrique Salvador
      The Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185

  3. Arshanapalli, Bala

    1. The Profitability of Technical Analysis during Financial Bubbles
      Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
      The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176

B

  1. Barchetto, Tony

    1. The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
      Tony Barchetto, Razvan Pascalau and Ryan Poirier
      The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183

  2. Bates, Andrew

    1. Are Long-Duration Treasuries the Best Hedge for Equities?
      Sunder Ramkumar and Andrew Bates
      The Journal of Portfolio Management November 2020, 47 (1) 137-153; DOI: https://doi.org/10.3905/jpm.2020.1.182

  3. Bhansali, Vineer

    1. Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
      Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
      The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181

C

  1. Cerniglia, Joseph A.

    1. Selecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?
      Joseph A. Cerniglia and Frank J. Fabozzi
      The Journal of Portfolio Management November 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184

  2. Chang, Linda

    1. Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
      Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
      The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181

D

  1. Dimson, Elroy

    1. Divergent ESG Ratings
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175

F

  1. Fabozzi, Frank J.

    1. Selecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?
      Joseph A. Cerniglia and Frank J. Fabozzi
      The Journal of Portfolio Management November 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184

G

  1. Goldberg, Lisa R.

    1. Better Betas
      Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
      The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119

H

  1. Holdom, Jeremie

    1. Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
      Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
      The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181

K

  1. Kogelman, Stanley

    1. Sharpe Ratios, Target Ratios, and Return Goals
      Martin L. Leibowitz and Stanley Kogelman
      The Journal of Portfolio Management November 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179

L

  1. Leibowitz, Martin L.

    1. Sharpe Ratios, Target Ratios, and Return Goals
      Martin L. Leibowitz and Stanley Kogelman
      The Journal of Portfolio Management November 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179

  2. Lin, Wenguang

    1. Is Smart Beta Still Smart under the Lens of the Diversification Return?
      Wenguang Lin and Gary C. Sanger
      The Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180

  3. Lipshitz, Clive

    1. PERSPECTIVES: Seeking Sustainability in American Public Employee Pension Systems
      Clive Lipshitz and Ingo Walter
      The Journal of Portfolio Management November 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177

  4. Lutey, Matthew

    1. The Profitability of Technical Analysis during Financial Bubbles
      Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
      The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176

M

  1. Marsh, Paul

    1. Divergent ESG Ratings
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175

  2. Molyboga, Marat

    1. Short-Term Trend: A Jewel Hidden in Daily Returns
      Marat Molyboga, Larry Swedroe and Junkai Qian
      The Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186

N

  1. Nelson, William

    1. The Profitability of Technical Analysis during Financial Bubbles
      Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
      The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176

O

  1. Ozenbas, Deniz

    1. Perspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity Markets
      Deniz Ozenbas and Robert A. Schwartz
      The Journal of Portfolio Management November 2020, 47 (1) 5-10; DOI: https://doi.org/10.3905/jpm.2020.1.178

P

  1. Papanicolaou, Alex

    1. Better Betas
      Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
      The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119

  2. Pascalau, Razvan

    1. The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
      Tony Barchetto, Razvan Pascalau and Ryan Poirier
      The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183

  3. Poirier, Ryan

    1. The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
      Tony Barchetto, Razvan Pascalau and Ryan Poirier
      The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183

  4. Pollak, Micah

    1. The Profitability of Technical Analysis during Financial Bubbles
      Bala Arshanapalli, Matthew Lutey, William Nelson and Micah Pollak
      The Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176

Q

  1. Qian, Junkai

    1. Short-Term Trend: A Jewel Hidden in Daily Returns
      Marat Molyboga, Larry Swedroe and Junkai Qian
      The Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186

R

  1. Ramkumar, Sunder

    1. Are Long-Duration Treasuries the Best Hedge for Equities?
      Sunder Ramkumar and Andrew Bates
      The Journal of Portfolio Management November 2020, 47 (1) 137-153; DOI: https://doi.org/10.3905/jpm.2020.1.182

  2. Rappaport, Marcy

    1. Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
      Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
      The Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181

S

  1. Salvador, Enrique

    1. Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
      Nuria Alemany, Vicent Aragó and Enrique Salvador
      The Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185

  2. Sanger, Gary C.

    1. Is Smart Beta Still Smart under the Lens of the Diversification Return?
      Wenguang Lin and Gary C. Sanger
      The Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180

  3. Schwartz, Robert A.

    1. Perspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity Markets
      Deniz Ozenbas and Robert A. Schwartz
      The Journal of Portfolio Management November 2020, 47 (1) 5-10; DOI: https://doi.org/10.3905/jpm.2020.1.178

  4. Shkolnik, Alex

    1. Better Betas
      Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
      The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119

  5. Staunton, Mike

    1. Divergent ESG Ratings
      Elroy Dimson, Paul Marsh and Mike Staunton
      The Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175

  6. Swedroe, Larry

    1. Short-Term Trend: A Jewel Hidden in Daily Returns
      Marat Molyboga, Larry Swedroe and Junkai Qian
      The Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186

U

  1. Ulucam, Simge

    1. Better Betas
      Lisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge Ulucam
      The Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119

W

  1. Walter, Ingo

    1. PERSPECTIVES: Seeking Sustainability in American Public Employee Pension Systems
      Clive Lipshitz and Ingo Walter
      The Journal of Portfolio Management November 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
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