Table of Contents
November 2020; Volume 47,Issue 1
A
Alemany, Nuria
- You have accessOptimal Beats Naive Diversification: Asset Allocation Using High-Frequency DataNuria Alemany, Vicent Aragó and Enrique SalvadorThe Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
Aragó, Vicent
- You have accessOptimal Beats Naive Diversification: Asset Allocation Using High-Frequency DataNuria Alemany, Vicent Aragó and Enrique SalvadorThe Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
Arshanapalli, Bala
- You have accessThe Profitability of Technical Analysis during Financial BubblesBala Arshanapalli, Matthew Lutey, William Nelson and Micah PollakThe Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
B
Barchetto, Tony
- You have accessThe Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?Tony Barchetto, Razvan Pascalau and Ryan PoirierThe Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
Bates, Andrew
- You have accessAre Long-Duration Treasuries the Best Hedge for Equities?Sunder Ramkumar and Andrew BatesThe Journal of Portfolio Management November 2020, 47 (1) 137-153; DOI: https://doi.org/10.3905/jpm.2020.1.182
Bhansali, Vineer
- You have accessMonetization Matters: Active Tail Risk Management and the Great Virus CrisisVineer Bhansali, Linda Chang, Jeremie Holdom and Marcy RappaportThe Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181
C
Cerniglia, Joseph A.
- You have accessSelecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?Joseph A. Cerniglia and Frank J. FabozziThe Journal of Portfolio Management November 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184
Chang, Linda
- You have accessMonetization Matters: Active Tail Risk Management and the Great Virus CrisisVineer Bhansali, Linda Chang, Jeremie Holdom and Marcy RappaportThe Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181
D
Dimson, Elroy
- You have accessDivergent ESG RatingsElroy Dimson, Paul Marsh and Mike StauntonThe Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
F
Fabozzi, Frank J.
- You have accessSelecting Computational Models for Asset Management: Financial Econometrics versus Machine Learning—Is There a Conflict?Joseph A. Cerniglia and Frank J. FabozziThe Journal of Portfolio Management November 2020, 47 (1) 107-118; DOI: https://doi.org/10.3905/jpm.2020.1.184
G
Goldberg, Lisa R.
- You have accessBetter BetasLisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge UlucamThe Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
H
Holdom, Jeremie
- You have accessMonetization Matters: Active Tail Risk Management and the Great Virus CrisisVineer Bhansali, Linda Chang, Jeremie Holdom and Marcy RappaportThe Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181
K
Kogelman, Stanley
- You have accessSharpe Ratios, Target Ratios, and Return GoalsMartin L. Leibowitz and Stanley KogelmanThe Journal of Portfolio Management November 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179
L
Leibowitz, Martin L.
- You have accessSharpe Ratios, Target Ratios, and Return GoalsMartin L. Leibowitz and Stanley KogelmanThe Journal of Portfolio Management November 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179
Lin, Wenguang
- You have accessIs Smart Beta Still Smart under the Lens of the Diversification Return?Wenguang Lin and Gary C. SangerThe Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
Lipshitz, Clive
- You have accessPERSPECTIVES: Seeking Sustainability in American Public Employee Pension SystemsClive Lipshitz and Ingo WalterThe Journal of Portfolio Management November 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
Lutey, Matthew
- You have accessThe Profitability of Technical Analysis during Financial BubblesBala Arshanapalli, Matthew Lutey, William Nelson and Micah PollakThe Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
M
Marsh, Paul
- You have accessDivergent ESG RatingsElroy Dimson, Paul Marsh and Mike StauntonThe Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
Molyboga, Marat
- You have accessShort-Term Trend: A Jewel Hidden in Daily ReturnsMarat Molyboga, Larry Swedroe and Junkai QianThe Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186
N
Nelson, William
- You have accessThe Profitability of Technical Analysis during Financial BubblesBala Arshanapalli, Matthew Lutey, William Nelson and Micah PollakThe Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
O
Ozenbas, Deniz
- You have accessPerspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity MarketsDeniz Ozenbas and Robert A. SchwartzThe Journal of Portfolio Management November 2020, 47 (1) 5-10; DOI: https://doi.org/10.3905/jpm.2020.1.178
P
Papanicolaou, Alex
- You have accessBetter BetasLisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge UlucamThe Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
Pascalau, Razvan
- You have accessThe Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?Tony Barchetto, Razvan Pascalau and Ryan PoirierThe Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
Poirier, Ryan
- You have accessThe Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?Tony Barchetto, Razvan Pascalau and Ryan PoirierThe Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
Pollak, Micah
- You have accessThe Profitability of Technical Analysis during Financial BubblesBala Arshanapalli, Matthew Lutey, William Nelson and Micah PollakThe Journal of Portfolio Management November 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
Q
Qian, Junkai
- You have accessShort-Term Trend: A Jewel Hidden in Daily ReturnsMarat Molyboga, Larry Swedroe and Junkai QianThe Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186
R
Ramkumar, Sunder
- You have accessAre Long-Duration Treasuries the Best Hedge for Equities?Sunder Ramkumar and Andrew BatesThe Journal of Portfolio Management November 2020, 47 (1) 137-153; DOI: https://doi.org/10.3905/jpm.2020.1.182
Rappaport, Marcy
- You have accessMonetization Matters: Active Tail Risk Management and the Great Virus CrisisVineer Bhansali, Linda Chang, Jeremie Holdom and Marcy RappaportThe Journal of Portfolio Management November 2020, 47 (1) 16-28; DOI: https://doi.org/10.3905/jpm.2020.1.181
S
Salvador, Enrique
- You have accessOptimal Beats Naive Diversification: Asset Allocation Using High-Frequency DataNuria Alemany, Vicent Aragó and Enrique SalvadorThe Journal of Portfolio Management November 2020, 47 (1) 51-74; DOI: https://doi.org/10.3905/jpm.2020.1.185
Sanger, Gary C.
- You have accessIs Smart Beta Still Smart under the Lens of the Diversification Return?Wenguang Lin and Gary C. SangerThe Journal of Portfolio Management November 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
Schwartz, Robert A.
- You have accessPerspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity MarketsDeniz Ozenbas and Robert A. SchwartzThe Journal of Portfolio Management November 2020, 47 (1) 5-10; DOI: https://doi.org/10.3905/jpm.2020.1.178
Shkolnik, Alex
- You have accessBetter BetasLisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge UlucamThe Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
Staunton, Mike
- You have accessDivergent ESG RatingsElroy Dimson, Paul Marsh and Mike StauntonThe Journal of Portfolio Management November 2020, 47 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2020.1.175
Swedroe, Larry
- You have accessShort-Term Trend: A Jewel Hidden in Daily ReturnsMarat Molyboga, Larry Swedroe and Junkai QianThe Journal of Portfolio Management November 2020, 47 (1) 154-167; DOI: https://doi.org/10.3905/jpm.2020.1.186
U
Ulucam, Simge
- You have accessBetter BetasLisa R. Goldberg, Alex Papanicolaou, Alex Shkolnik and Simge UlucamThe Journal of Portfolio Management November 2020, 47 (1) 119-136; DOI: https://doi.org/10.3905/jpm.2020.47.1.119
W
Walter, Ingo
- You have accessPERSPECTIVES: Seeking Sustainability in American Public Employee Pension SystemsClive Lipshitz and Ingo WalterThe Journal of Portfolio Management November 2020, 47 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2020.1.177
Explore our content to discover more relevant research
In this issue
The Journal of Portfolio Management
Vol. 47, Issue 1
November 2020