The Journal of Portfolio Management

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The Role of the APT in the Hunt for Alpha: An Insight from Long Ago
David K. Musto

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 56-58; DOI: https://doi.org/10.3905/jpm.2018.44.6.056
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The Influence of Stephen A. Ross: Reflections of an Empirical Finance Economist
John Y. Campbell

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 27-34; DOI: https://doi.org/10.3905/jpm.2018.44.6.027
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Linear Trading Rules for Portfolio Management
Richard Grinold

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 109-119; DOI: https://doi.org/10.3905/jpm.2018.44.6.109
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Equilibrium Analysis of Asset Prices: Lessons from CIR and APT
Leonid Kogan and Dimitris Papanikolaou

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 59-69; DOI: https://doi.org/10.3905/jpm.2018.44.6.059
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What Steve Ross Taught Me about Contracting
Philip H. Dybvig

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 35-41; DOI: https://doi.org/10.3905/jpm.2018.44.6.035
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The 10 Reasons Most Machine Learning Funds Fail
Marcos López de Prado

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 120-133; DOI: https://doi.org/10.3905/jpm.2018.44.6.120
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Stephen Ross’s Contribution to Ex Post Conditioning and Survival Bias in Empirical Research
Stephen J. Brown and William N. Goetzmann

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 42-46; DOI: https://doi.org/10.3905/jpm.2018.44.6.042
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Stephen A. Ross: Excellence Beyond Recognition
Ludwig B. Chincarini and Frank J. Fabozzi

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 11-25; DOI: https://doi.org/10.3905/jpm.2018.44.6.011
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Editors’ Introduction: The Legacy of Stephen A. Ross
Frank J. Fabozzi, Bruce I. Jacobs and Kenneth N. Levy

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 8-10; DOI: https://doi.org/10.3905/jpm.2018.44.6.008
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Industry Rotation and Time-Varying Sensitivity by VIX
Maggie Copeland, Michael Copeland and Thomas Copeland

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 89-97; DOI: https://doi.org/10.3905/jpm.2018.44.6.089

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