Table of Contents

February 2022; Volume 48,Issue 3

A

  1. Alonso, Nicholas

    1. Active versus Passive: Old Wine in New Wine Skins
      Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger
      The Journal of Portfolio Management February 2022, 48 (3) 8-24; DOI: https://doi.org/10.3905/jpm.2021.1.325

  2. Amir-Ghassemi, F.

    1. Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas
      F. Amir-Ghassemi, A. Papanicolaou and M. Perlow
      The Journal of Portfolio Management February 2022, 48 (3) 220-239; DOI: https://doi.org/10.3905/jpm.2021.1.313

B

  1. Belanger, Daniel

    1. Active versus Passive: Old Wine in New Wine Skins
      Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger
      The Journal of Portfolio Management February 2022, 48 (3) 8-24; DOI: https://doi.org/10.3905/jpm.2021.1.325

C

  1. Cheng, Eddie

    1. Trending Fast and Slow
      Eddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei Ma
      The Journal of Portfolio Management February 2022, 48 (3) 103-116; DOI: https://doi.org/10.3905/jpm.2021.1.312

D

  1. de Jong, Marielle

    1. The Covariance Structure between Liquid and Illiquid Assets
      Marielle de Jong
      The Journal of Portfolio Management February 2022, 48 (3) 128-141; DOI: https://doi.org/10.3905/jpm.2021.1.318

E

  1. Elavia, Tony

    1. Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
      Tony Elavia, S. P. Kothari, Xu Li and Haifeng You
      The Journal of Portfolio Management February 2022, 48 (3) 199-218; DOI: https://doi.org/10.3905/jpm.2021.1.319

  2. Ernst, Philip A.

    1. The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
      Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen
      The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316

F

  1. Farley, Daniel

    1. Public and Private Equity Returns: Different or Same?
      Alexander Rudin and Daniel Farley
      The Journal of Portfolio Management February 2022, 48 (3) 117-127; DOI: https://doi.org/10.3905/jpm.2021.1.323

  2. Fox, Steve

    1. The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time
      Steve Fox and P. Brett Hammond
      The Journal of Portfolio Management February 2022, 48 (3) 63-86; DOI: https://doi.org/10.3905/jpm.2021.1.314

  3. Froot, Kenneth

    1. Predicting Performance Using Consumer Big Data
      Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
      The Journal of Portfolio Management February 2022, 48 (3) 47-61; DOI: https://doi.org/10.3905/jpm.2021.1.320

G

  1. Gerber, Sander

    1. The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
      Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen
      The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316

H

  1. Hammond, P. Brett

    1. The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time
      Steve Fox and P. Brett Hammond
      The Journal of Portfolio Management February 2022, 48 (3) 63-86; DOI: https://doi.org/10.3905/jpm.2021.1.314

  2. Harvey, Campbell R.

    1. Quantifying Long-Term Market Impact
      Campbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan Zohren
      The Journal of Portfolio Management February 2022, 48 (3) 25-46; DOI: https://doi.org/10.3905/jpm.2021.1.324

J

  1. Javid, Babak

    1. The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
      Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen
      The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316

K

  1. Kang, Namho

    1. Predicting Performance Using Consumer Big Data
      Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
      The Journal of Portfolio Management February 2022, 48 (3) 47-61; DOI: https://doi.org/10.3905/jpm.2021.1.320

  2. Kostyuchyk, Nazar

    1. Trending Fast and Slow
      Eddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei Ma
      The Journal of Portfolio Management February 2022, 48 (3) 103-116; DOI: https://doi.org/10.3905/jpm.2021.1.312

  3. Kothari, S. P.

    1. Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
      Tony Elavia, S. P. Kothari, Xu Li and Haifeng You
      The Journal of Portfolio Management February 2022, 48 (3) 199-218; DOI: https://doi.org/10.3905/jpm.2021.1.319

  4. Kritzman, Mark

    1. History, Shocks, and Drifts: A New Approach to Portfolio Formation
      Mark Kritzman and David Turkington
      The Journal of Portfolio Management February 2022, 48 (3) 142-152; DOI: https://doi.org/10.3905/jpm.2021.1.321

L

  1. Lancetti, Sebastian

    1. Active versus Passive: Old Wine in New Wine Skins
      Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger
      The Journal of Portfolio Management February 2022, 48 (3) 8-24; DOI: https://doi.org/10.3905/jpm.2021.1.325

  2. Ledford, Anthony

    1. Quantifying Long-Term Market Impact
      Campbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan Zohren
      The Journal of Portfolio Management February 2022, 48 (3) 25-46; DOI: https://doi.org/10.3905/jpm.2021.1.324

  3. Lee, Wai

    1. Trending Fast and Slow
      Eddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei Ma
      The Journal of Portfolio Management February 2022, 48 (3) 103-116; DOI: https://doi.org/10.3905/jpm.2021.1.312

  4. Li, Feifei

    1. Intangibles: The Missing Ingredient in Book Value
      Feifei Li
      The Journal of Portfolio Management February 2022, 48 (3) 164-184; DOI: https://doi.org/10.3905/jpm.2021.1.322

  5. Li, Xu

    1. Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
      Tony Elavia, S. P. Kothari, Xu Li and Haifeng You
      The Journal of Portfolio Management February 2022, 48 (3) 199-218; DOI: https://doi.org/10.3905/jpm.2021.1.319

  6. Liu, Pai

    1. Trending Fast and Slow
      Eddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei Ma
      The Journal of Portfolio Management February 2022, 48 (3) 103-116; DOI: https://doi.org/10.3905/jpm.2021.1.312

M

  1. Ma, Chenfei

    1. Trending Fast and Slow
      Eddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei Ma
      The Journal of Portfolio Management February 2022, 48 (3) 103-116; DOI: https://doi.org/10.3905/jpm.2021.1.312

  2. Markowitz, Harry M.

    1. The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
      Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen
      The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316

  3. Miao, Yinsen

    1. The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
      Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen
      The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316

O

  1. Ozik, Gideon

    1. Predicting Performance Using Consumer Big Data
      Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
      The Journal of Portfolio Management February 2022, 48 (3) 47-61; DOI: https://doi.org/10.3905/jpm.2021.1.320

P

  1. Papanicolaou, A.

    1. Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas
      F. Amir-Ghassemi, A. Papanicolaou and M. Perlow
      The Journal of Portfolio Management February 2022, 48 (3) 220-239; DOI: https://doi.org/10.3905/jpm.2021.1.313

  2. Perlow, M.

    1. Aggregate Alpha in the Hedge Fund Industry: A Further Look at Best Ideas
      F. Amir-Ghassemi, A. Papanicolaou and M. Perlow
      The Journal of Portfolio Management February 2022, 48 (3) 220-239; DOI: https://doi.org/10.3905/jpm.2021.1.313

R

  1. Rudin, Alexander

    1. Public and Private Equity Returns: Different or Same?
      Alexander Rudin and Daniel Farley
      The Journal of Portfolio Management February 2022, 48 (3) 117-127; DOI: https://doi.org/10.3905/jpm.2021.1.323

S

  1. Sadka, Ronnie

    1. Predicting Performance Using Consumer Big Data
      Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
      The Journal of Portfolio Management February 2022, 48 (3) 47-61; DOI: https://doi.org/10.3905/jpm.2021.1.320

  2. Sargen, Paul

    1. The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization
      Sander Gerber, Harry M. Markowitz, Philip A. Ernst, Yinsen Miao, Babak Javid and Paul Sargen
      The Journal of Portfolio Management February 2022, 48 (3) 87-102; DOI: https://doi.org/10.3905/jpm.2021.1.316

  3. Schredelseker, Klaus

    1. There Is No Unique Rational Decision Strategy in Financial Markets
      Klaus Schredelseker
      The Journal of Portfolio Management February 2022, 48 (3) 153-163; DOI: https://doi.org/10.3905/jpm.2021.1.326

  4. Sciulli, Emidio

    1. Quantifying Long-Term Market Impact
      Campbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan Zohren
      The Journal of Portfolio Management February 2022, 48 (3) 25-46; DOI: https://doi.org/10.3905/jpm.2021.1.324

  5. Sorensen, Eric

    1. Active versus Passive: Old Wine in New Wine Skins
      Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger
      The Journal of Portfolio Management February 2022, 48 (3) 8-24; DOI: https://doi.org/10.3905/jpm.2021.1.325

T

  1. Turkington, David

    1. History, Shocks, and Drifts: A New Approach to Portfolio Formation
      Mark Kritzman and David Turkington
      The Journal of Portfolio Management February 2022, 48 (3) 142-152; DOI: https://doi.org/10.3905/jpm.2021.1.321

U

  1. Ustinov, Philipp

    1. Quantifying Long-Term Market Impact
      Campbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan Zohren
      The Journal of Portfolio Management February 2022, 48 (3) 25-46; DOI: https://doi.org/10.3905/jpm.2021.1.324

W

  1. Wu, Yangru

    1. Changes in Ownership Breadth and Capital Market Anomalies
      Yangru Wu and Weike Xu
      The Journal of Portfolio Management February 2022, 48 (3) 185-198; DOI: https://doi.org/10.3905/jpm.2021.1.317

X

  1. Xu, Weike

    1. Changes in Ownership Breadth and Capital Market Anomalies
      Yangru Wu and Weike Xu
      The Journal of Portfolio Management February 2022, 48 (3) 185-198; DOI: https://doi.org/10.3905/jpm.2021.1.317

Y

  1. You, Haifeng

    1. Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
      Tony Elavia, S. P. Kothari, Xu Li and Haifeng You
      The Journal of Portfolio Management February 2022, 48 (3) 199-218; DOI: https://doi.org/10.3905/jpm.2021.1.319

Z

  1. Zohren, Stefan

    1. Quantifying Long-Term Market Impact
      Campbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan Zohren
      The Journal of Portfolio Management February 2022, 48 (3) 25-46; DOI: https://doi.org/10.3905/jpm.2021.1.324
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