The Journal of Portfolio Management

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Market Timing with Aggregate and Idiosyncratic Stock Volatilities
Hui Guo and Jason Higbee

The Journal of Portfolio Management Summer 2007, 33 (4) 26-32; DOI: https://doi.org/10.3905/jpm.2007.690603
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Enhanced Active Equity Portfolios Are Trim Equitized Long-Short Portfolios
Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management Summer 2007, 33 (4) 19-25; DOI: https://doi.org/10.3905/jpm.2007.690601
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We Don't Quite Know What We Are Talking About
Daniel G. Goldstein and Nassim Nicholas Taleb

The Journal of Portfolio Management Summer 2007, 33 (4) 84-86; DOI: https://doi.org/10.3905/jpm.2007.690609
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Do Losses Linger?
Ryan Garvey, Anthony Murphy and Fei Wu

The Journal of Portfolio Management Summer 2007, 33 (4) 75-83; DOI: https://doi.org/10.3905/jpm.2007.690608
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Extending Black-Litterman Analysis Beyond the Mean-Variance Framework
Lionel Martellini and Volker Ziemann

The Journal of Portfolio Management Summer 2007, 33 (4) 33-44; DOI: https://doi.org/10.3905/jpm.2007.690604
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The Impact of Constraints on Value-Added
Bernd Scherer and Xiaodong Xu

The Journal of Portfolio Management Summer 2007, 33 (4) 45-54; DOI: https://doi.org/10.3905/jpm.2007.690605
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The Market P/E Ratio, Earnings Trends, and Stock Return Forecasts
Robert A. Weigand and Robert Irons

The Journal of Portfolio Management Summer 2007, 33 (4) 87-101; DOI: https://doi.org/10.3905/jpm.2007.690610
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The Relative Importance of Asset Allocation and Security Selection
Mark Kritzman and Sébastien Page

The Journal of Portfolio Management Summer 2007, 33 (4) 111; DOI: https://doi.org/10.3905/jpm.2007.690612
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Shrinking the Covariance Matrix
David J. Disatnik and Simon Benninga

The Journal of Portfolio Management Summer 2007, 33 (4) 55-63; DOI: https://doi.org/10.3905/jpm.2007.690606
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How Do Performance Measures Perform?
Georges Hübner

The Journal of Portfolio Management Summer 2007, 33 (4) 64-74; DOI: https://doi.org/10.3905/jpm.2007.690607

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