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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Winter 2018; Volume 44,Issue 3
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Ahluwalia, Harshdeep

    1. You have access
      Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach
      Joseph Davis, Roger Aliaga-Díaz, Harshdeep Ahluwalia and Ravi Tolani
      The Journal of Portfolio Management Winter 2018, 44 (3) 43-55; DOI: https://doi.org/10.3905/jpm.2018.44.3.043
  2. Aliaga-Díaz, Roger

    1. You have access
      Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach
      Joseph Davis, Roger Aliaga-Díaz, Harshdeep Ahluwalia and Ravi Tolani
      The Journal of Portfolio Management Winter 2018, 44 (3) 43-55; DOI: https://doi.org/10.3905/jpm.2018.44.3.043

C

  1. Cornell, Bradford

    1. You have access
      INVITED EDITORIAL COMMENT
      Bradford Cornell
      The Journal of Portfolio Management Winter 2018, 44 (3) 1-4; DOI: https://doi.org/10.3905/jpm.2018.44.3.001

D

  1. Dal Pra, Giulia

    1. You have access
      Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis
      Giulia Dal Pra, Massimo Guidolin, Manuela Pedio and Fabiola Vasile
      The Journal of Portfolio Management Winter 2018, 44 (3) 10-24; DOI: https://doi.org/10.3905/jpm.2018.44.3.010
  2. Davis, Joseph

    1. You have access
      Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach
      Joseph Davis, Roger Aliaga-Díaz, Harshdeep Ahluwalia and Ravi Tolani
      The Journal of Portfolio Management Winter 2018, 44 (3) 43-55; DOI: https://doi.org/10.3905/jpm.2018.44.3.043
  3. Domowitz, Ian

    1. You have access
      Donuts: A Picture of Optimization Applied to Fundamental Portfolios
      Ian Domowitz and Ameya Moghe
      The Journal of Portfolio Management Winter 2018, 44 (3) 103-113; DOI: https://doi.org/10.3905/jpm.2018.44.3.103

F

  1. Friedman, Steven

    1. You have access
      The Periodic Treasury Exchange: A Proposal to Increase the Depth and Liquidity of the U.S. Treasury Market
      Thomas K. Philips and Steven Friedman
      The Journal of Portfolio Management Winter 2018, 44 (3) 126-131; DOI: https://doi.org/10.3905/jpm.2018.44.3.126

G

  1. Guidolin, Massimo

    1. You have access
      Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis
      Giulia Dal Pra, Massimo Guidolin, Manuela Pedio and Fabiola Vasile
      The Journal of Portfolio Management Winter 2018, 44 (3) 10-24; DOI: https://doi.org/10.3905/jpm.2018.44.3.010

I

  1. Idzorek, Thomas M.

    1. You have access
      A Case for Tail-Risk-Based Sharpe Ratios
      James X. Xiong and Thomas M. Idzorek
      The Journal of Portfolio Management Winter 2018, 44 (3) 114-125; DOI: https://doi.org/10.3905/jpm.2018.44.3.114

J

  1. Jurczenko, Emmanuel

    1. You have access
      Active Risk-Based Investing
      Emmanuel Jurczenko and Jérôme Teiletche
      The Journal of Portfolio Management Winter 2018, 44 (3) 56-65; DOI: https://doi.org/10.3905/jpm.2018.44.3.056

L

  1. Levy, Moshe

    1. You have access
      Generalized Performance Measures: Optimal Overweighing of Fees Relative to Sample Returns
      Moshe Levy and Richard Roll
      The Journal of Portfolio Management Winter 2018, 44 (3) 66-75; DOI: https://doi.org/10.3905/jpm.2018.44.3.066

M

  1. McQuiston, Karen

    1. You have access
      The Impact of Market Conditions on Active Equity Management
      Harsh Parikh, Karen McQuiston and Sujian Zhi
      The Journal of Portfolio Management Winter 2018, 44 (3) 89-101; DOI: https://doi.org/10.3905/jpm.2018.44.3.089
  2. Moghe, Ameya

    1. You have access
      Donuts: A Picture of Optimization Applied to Fundamental Portfolios
      Ian Domowitz and Ameya Moghe
      The Journal of Portfolio Management Winter 2018, 44 (3) 103-113; DOI: https://doi.org/10.3905/jpm.2018.44.3.103

P

  1. Parikh, Harsh

    1. You have access
      The Impact of Market Conditions on Active Equity Management
      Harsh Parikh, Karen McQuiston and Sujian Zhi
      The Journal of Portfolio Management Winter 2018, 44 (3) 89-101; DOI: https://doi.org/10.3905/jpm.2018.44.3.089
  2. Pedio, Manuela

    1. You have access
      Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis
      Giulia Dal Pra, Massimo Guidolin, Manuela Pedio and Fabiola Vasile
      The Journal of Portfolio Management Winter 2018, 44 (3) 10-24; DOI: https://doi.org/10.3905/jpm.2018.44.3.010
  3. Philips, Thomas K.

    1. You have access
      The Periodic Treasury Exchange: A Proposal to Increase the Depth and Liquidity of the U.S. Treasury Market
      Thomas K. Philips and Steven Friedman
      The Journal of Portfolio Management Winter 2018, 44 (3) 126-131; DOI: https://doi.org/10.3905/jpm.2018.44.3.126

R

  1. Roll, Richard

    1. You have access
      Generalized Performance Measures: Optimal Overweighing of Fees Relative to Sample Returns
      Moshe Levy and Richard Roll
      The Journal of Portfolio Management Winter 2018, 44 (3) 66-75; DOI: https://doi.org/10.3905/jpm.2018.44.3.066

S

  1. Statman, Meir

    1. You have access
      Behavioral Efficient Markets
      Meir Statman
      The Journal of Portfolio Management Winter 2018, 44 (3) 76-87; DOI: https://doi.org/10.3905/jpm.2018.44.3.076

T

  1. Teiletche, Jérôme

    1. You have access
      Active Risk-Based Investing
      Emmanuel Jurczenko and Jérôme Teiletche
      The Journal of Portfolio Management Winter 2018, 44 (3) 56-65; DOI: https://doi.org/10.3905/jpm.2018.44.3.056
  2. Tolani, Ravi

    1. You have access
      Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach
      Joseph Davis, Roger Aliaga-Díaz, Harshdeep Ahluwalia and Ravi Tolani
      The Journal of Portfolio Management Winter 2018, 44 (3) 43-55; DOI: https://doi.org/10.3905/jpm.2018.44.3.043

V

  1. Van Loon, Ronald J.M.

    1. You have access
      Timing versus Sizing Skill in the Investment Process
      Ronald J.M. Van Loon
      The Journal of Portfolio Management Winter 2018, 44 (3) 25-32; DOI: https://doi.org/10.3905/jpm.2018.44.3.025
  2. Vasile, Fabiola

    1. You have access
      Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis
      Giulia Dal Pra, Massimo Guidolin, Manuela Pedio and Fabiola Vasile
      The Journal of Portfolio Management Winter 2018, 44 (3) 10-24; DOI: https://doi.org/10.3905/jpm.2018.44.3.010

X

  1. Xiong, James X.

    1. You have access
      A Case for Tail-Risk-Based Sharpe Ratios
      James X. Xiong and Thomas M. Idzorek
      The Journal of Portfolio Management Winter 2018, 44 (3) 114-125; DOI: https://doi.org/10.3905/jpm.2018.44.3.114

Z

  1. Zhi, Sujian

    1. You have access
      The Impact of Market Conditions on Active Equity Management
      Harsh Parikh, Karen McQuiston and Sujian Zhi
      The Journal of Portfolio Management Winter 2018, 44 (3) 89-101; DOI: https://doi.org/10.3905/jpm.2018.44.3.089
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In this issue

The Journal of Portfolio Management: 44 (3)
The Journal of Portfolio Management
Vol. 44, Issue 3
Winter 2018
  • Table of Contents
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