The Journal of Portfolio Management

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Accessing the China A-Shares Market via Minimum-Variance Investing
Alex Chen, Eddie Pong and Yang Wang

The Journal of Portfolio Management Fall 2018, 45 (1) 106-117; DOI: https://doi.org/10.3905/jpm.2018.45.1.106
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Fact, Fiction, and the Size Effect
Ron Alquist, Ronen Israel and Tobias Moskowitz

The Journal of Portfolio Management Fall 2018, 45 (1) 34-61; DOI: https://doi.org/10.3905/jpm.2018.1.082
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INVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment Practice
Joseph Simonian, Marcos López de Prado and Frank J. Fabozzi

The Journal of Portfolio Management Fall 2018, 45 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2018.45.1.001
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Short-Horizon Beta or Long-Horizon Alpha?
Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie Sadka

The Journal of Portfolio Management Fall 2018, 45 (1) 96-105; DOI: https://doi.org/10.3905/jpm.2018.45.1.096
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INVITED EDITORIAL COMMENT: What We Still Have to Learn from the Credit Collapse (and Other Market Crises)
Bruce I. Jacobs

The Journal of Portfolio Management Fall 2018, 45 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2018.45.1.005
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The Impact of Flows into Exchange-Traded Funds: Volumes and Correlations
Ananth Madhavan and Daniel Morillo

The Journal of Portfolio Management Summer 2018, 44 (7) 96-107; DOI: https://doi.org/10.3905/jpm.2018.44.7.096
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Anomalies in Chinese A-Shares
Jason Hsu, Vivek Viswanathan, Michael Wang and Phillip Wool

The Journal of Portfolio Management Summer 2018, 44 (7) 108-123; DOI: https://doi.org/10.3905/jpm.2018.44.7.108
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Do High Frequency Trading Firms Provide Two-Sided Liquidity?
Deniz Ozenbas and Robert A. Schwartz

The Journal of Portfolio Management Summer 2018, 44 (7) 63-74; DOI: https://doi.org/10.3905/jpm.2018.1.081
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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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