The Journal of Portfolio Management

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Five Short-Termism Myths Dispelled
Alfred Rappaport

The Journal of Portfolio Management Summer 2018, 44 (7) 1-2; DOI: https://doi.org/10.3905/jpm.2018.44.7.001
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The Conservative Formula: Quantitative Investing Made Easy
David Blitz and Pim van Vliet

The Journal of Portfolio Management Summer 2018, 44 (7) 24-38; DOI: https://doi.org/10.3905/jpm.2018.44.7.024
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A Comparative Analysis of Performance Fees
Megan Czasonis, Mark Kritzman, Baykan Pamir and David Turkington

The Journal of Portfolio Management Summer 2018, 44 (7) 75-84; DOI: https://doi.org/10.3905/jpm.2018.44.7.075
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What Is the Alternative Hypothesis to Market Efficiency?
Bradford Cornell

The Journal of Portfolio Management Summer 2018, 44 (7) 3-6; DOI: https://doi.org/10.3905/jpm.2018.44.7.003
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The Global Capital Stock: Finding a Proxy for the Unobservable Global Market Portfolio
Gregory Gadzinski, Markus Schuller and Andrea Vacchino

The Journal of Portfolio Management summer 2018, 44 (7) 12-23; DOI: https://doi.org/10.3905/jpm.2018.44.7.012
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Right Tail Hedging: Managing Risk When Markets Melt Up
Vineer Bhansali

The Journal of Portfolio Management Summer 2018, 44 (7) 55-62; DOI: https://doi.org/10.3905/jpm.2018.44.7.055
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Behavioral Finance Lessons for Asset Managers
Meir Statman

The Journal of Portfolio Management Summer 2018, 44 (7) 135-147; DOI: https://doi.org/10.3905/jpm.2018.44.7.135
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Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter
Shreyash Agrawal, Pablo D. Azar, Andrew W. Lo and Taranjit Singh

The Journal of Portfolio Management Summer 2018, 44 (7) 85-95; DOI: https://doi.org/10.3905/jpm.2018.44.7.085
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A Unified Behavioral Finance
Meir Statman

The Journal of Portfolio Management Summer 2018, 44 (7) 124-134; DOI: https://doi.org/10.3905/jpm.2018.44.7.124
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Options and the Gamma Knife
Ian Martin

The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 47-55; DOI: https://doi.org/10.3905/jpm.2018.44.6.047

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