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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Fall 2011; Volume 38,Issue 1

Article

  • You have access
    INVITED EDITORIAL COMMENT
    Robert A. Schwartz, Daniel C. Jupiter and Thomas Schlumprecht
    The Journal of Portfolio Management Fall 2011, 38 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2011.38.1.001
  • You have access
    INVITED EDITORIAL COMMENT
    Ralph S. Polimeni and Jacqueline A. Burke
    The Journal of Portfolio Management Fall 2011, 38 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2011.38.1.005
  • You have access
    Breadth, Skill, and Time
    Richard C. Grinold and Ronald N. Kahn
    The Journal of Portfolio Management Fall 2011, 38 (1) 18-28; DOI: https://doi.org/10.3905/jpm.2011.38.1.018
  • You have access
    Global Tactical Sector Allocation: A Quantitative
    Approach
    Ronald Doeswijk and Pim van Vliet
    The Journal of Portfolio Management Fall 2011, 38 (1) 29-47; DOI: https://doi.org/10.3905/jpm.2011.38.1.029
  • You have access
    Market Diversity and the Performance of Actively
    Managed Portfolios
    Anna Agapova, Robert Ferguson and Jason Greene
    The Journal of Portfolio Management Fall 2011, 38 (1) 48-59; DOI: https://doi.org/10.3905/jpm.2011.38.1.048
  • You have access
    Evidence on Dynamic Loss Aversion from Currency Portfolios
    Kenneth Froot, John Arabadjis, Sonya Cates and Stephen Lawrence
    The Journal of Portfolio Management Fall 2011, 38 (1) 60-68; DOI: https://doi.org/10.3905/jpm.2011.38.1.060
  • You have access
    Tactical Allocation by Credit Quality
    Martin Fridson and Camille Mcleod-Salmon
    The Journal of Portfolio Management Fall 2011, 38 (1) 69-77; DOI: https://doi.org/10.3905/jpm.2011.38.1.069
  • You have access
    Simple and Robust Risk Budgeting with Expected
    Shortfall
    Thomas Philips and Michael Liu
    The Journal of Portfolio Management Fall 2011, 38 (1) 78-90; DOI: https://doi.org/10.3905/jpm.2011.38.1.078
  • You have access
    Stock Return Expectations and P/E10
    Earl D. Benson, Ben D. Bortner and Sophie Kong
    The Journal of Portfolio Management Fall 2011, 38 (1) 91-99; DOI: https://doi.org/10.3905/jpm.2011.38.1.091
  • You have access
    A Hybrid Approach to Combining CART and Logistic Regression for Stock Ranking
    Min Zhu, David Philpotts, Ross Sparks and Maxwell J. Stevenson
    The Journal of Portfolio Management Fall 2011, 38 (1) 100-109; DOI: https://doi.org/10.3905/jpm.2011.38.1.100
  • You have access
    Event-Driven Trading and the “New News”
    David Leinweber and Jacob Sisk
    The Journal of Portfolio Management Fall 2011, 38 (1) 110-124; DOI: https://doi.org/10.3905/jpm.2011.38.1.110
  • You have access
    Is There a Bubble in LinkedIn’s Stock Price?
    Robert Jarrow, Younes Kchia and Philip Protter
    The Journal of Portfolio Management Fall 2011, 38 (1) 125-130; DOI: https://doi.org/10.3905/jpm.2011.38.1.125
  • You have access
    Does Active Management Provide Investor Surplus?
    Brian J. Jacobsen
    The Journal of Portfolio Management Fall 2011, 38 (1) 131-139; DOI: https://doi.org/10.3905/jpm.2011.38.1.131
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The Journal of Portfolio Management: 38 (1)
The Journal of Portfolio Management
Vol. 38, Issue 1
Fall 2011
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