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The Journal of Portfolio Management

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Article

INVITED EDITORIAL COMMENT

Taking Stationarity Seriously

Bradford Cornell
The Journal of Portfolio Management Winter 2018, 44 (3) 1-4; DOI: https://doi.org/10.3905/jpm.2018.44.3.001
Bradford Cornell
is a professor of finance at the California Institute of Technology and managing director at SMBP LLC in Pasadena, CA. bcornell@caltech.edu
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Article Information

vol. 44 no. 3 1-4
DOI 
https://doi.org/10.3905/jpm.2018.44.3.001

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 24, 2018.

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© 2018 Pageant Media Ltd

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The Journal of Portfolio Management: 44 (3)
The Journal of Portfolio Management
Vol. 44, Issue 3
Winter 2018
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INVITED EDITORIAL COMMENT
Bradford Cornell
The Journal of Portfolio Management Jan 2018, 44 (3) 1-4; DOI: 10.3905/jpm.2018.44.3.001

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INVITED EDITORIAL COMMENT
Bradford Cornell
The Journal of Portfolio Management Jan 2018, 44 (3) 1-4; DOI: 10.3905/jpm.2018.44.3.001
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  • Article
    • THE SURPRISING BEHAVIOR OF THE VIX INDEX
    • THE CROSS-SECTION OF EXPECTED RETURNS
    • INDIVIDUAL STOCKS
    • SMART BETA AND FACTOR PREMIUMS
    • CONCLUSIONS AND IMPLICATIONS
    • ENDNOTES
    • REFERENCES
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Cited By...

  • Improving Investment Operations through Data Science: A Case Study of Innovation in Valuation
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More in this TOC Section

  • Introduction: Special Issue on Multi-Asset Strategies
  • INVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment Practice
  • INVITED EDITORIAL COMMENT: What We Still Have to Learn from the Credit Collapse (and Other Market Crises)
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