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The Tesla Run-Up: A Follow-Up with Investment Implications.
- Published in:
- 2016
- By:
- Publication type:
- Editorial
Mathematics and Economics: A Reality Check.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 5
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- Publication type:
- Article
ETFs, High-Frequency Trading, and Flash Crashes.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 17, doi. 10.3905/jpm.2016.43.1.017
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- Publication type:
- Article
What Goes into Risk-Neutral Volatility? Empirical Estimates of Risk and Subjective Risk Preferences.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 29, doi. 10.3905/jpm.2016.43.1.029
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- Publication type:
- Article
A Practitioner's Guide to Market Microstructure Invariance.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 43, doi. 10.3905/jpm.2016.43.1.043
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- Publication type:
- Article
Labor Conditions and Future Capital Market Performance.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 54, doi. 10.3905/jpm.2016.43.1.054
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- Publication type:
- Article
An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 72, doi. 10.3905/jpm.2016.43.1.072
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- Publication type:
- Article
Optimal Dynamic Portfolio Risk Management.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 85, doi. 10.3905/jpm.2016.43.1.085
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- Publication type:
- Article
Identifying Economic Regimes: Reducing Downside Risks for University Endowments and Foundations.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 100, doi. 10.3905/jpm.2016.43.1.100
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- Publication type:
- Article
Uncloaking Campbell and Shiller's CAPE: A Comprehensive Guide to Its Construction and Use.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 109, doi. 10.3905/jpm.2016.43.1.109
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- Publication type:
- Article
David and Goliath: Who Wins the Quantitative Battle?
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 127, doi. 10.3905/jpm.2016.43.1.127
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- Publication type:
- Article
An Analysis of the Expense Ratio Pricing of SMB, HML, and UMD Exposure in U.S. Equity Mutual Funds.
- Published in:
- Journal of Portfolio Management, 2016, v. 43, n. 1, p. 138, doi. 10.3905/jpm.2016.43.1.138
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- Publication type:
- Article
The Siren Song of Factor Timing aka "Smart Beta Timing" aka "Style Timing".
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 1, doi. 10.3905/jpm.2016.42.5.001
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- Publication type:
- Article
Hares with Tortoise Genes.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 1
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- Publication type:
- Article
Factors to Assets: Mapping Factor Exposures to Asset Allocations.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 18, doi. 10.3905/jpm.2016.42.5.018
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- Publication type:
- Article
A Trustee Guide to Factor Investing.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 28, doi. 10.3905/jpm.2016.42.5.028
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- Publication type:
- Article
Can the Whole Be More Than the Sum of the Parts? Bottom-Up versus Top-Down Multifactor Portfolio Construction.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 39, doi. 10.3905/jpm.2016.42.5.039
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- Publication type:
- Article
Alpha Signals, Smart Betas, and Factor Model Alignment.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 51, doi. 10.3905/jpm.2016.42.5.051
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- Publication type:
- Article
Adjusted Factor-Based Performance Attribution.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 67, doi. 10.3905/jpm.2016.42.5.067
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- Publication type:
- Article
Flexible Indeterminate Factor-Based Asset Allocation.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 79, doi. 10.3905/jpm.2016.42.5.079
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- Publication type:
- Article
Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 94, doi. 10.3905/jpm.2016.42.5.094
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- Publication type:
- Article
Seeking Alpha? It's a Bad Guideline for Portfolio Optimization.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 107, doi. 10.3905/jpm.2016.42.5.107
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- Publication type:
- Article
Stability-Adjusted Portfolios.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 113, doi. 10.3905/jpm.2016.42.5.113
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- Publication type:
- Article
The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 123, doi. 10.3905/jpm.2016.42.5.123
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- Publication type:
- Article
Best Practices in Research for Quantitative Equity Strategies.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 135, doi. 10.3905/jpm.2016.42.5.135
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- Publication type:
- Article
Mathematics and Economics: Saving a Marriage on the Brink of Divorce?
- Published in:
- 2016
- By:
- Publication type:
- Editorial
Still No Presidential Puzzle for the Stock Market.
- Published in:
- 2016
- By:
- Publication type:
- Editorial
Balancing on the Life Cycle: Target-Date Funds Need Better Diversification.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 12, doi. 10.3905/jpm.2016.42.4.012
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- Publication type:
- Article
Navigating Stock Price Crashes.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 28, doi. 10.3905/jpm.2016.42.4.028
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- Publication type:
- Article
The Black-Litterman Approach and Views from Predictive Regressions: Theory and Implementation.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 38, doi. 10.3905/jpm.2016.42.4.038
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- Publication type:
- Article
A Simple Procedure for Combining Expert Opinion with Statistical Estimates to Achieve Superior Portfolio Performance.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 49, doi. 10.3905/jpm.2016.42.4.049
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- Publication type:
- Article
Building Diversified Portfolios that Outperform Out of Sample.
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- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 59
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- Publication type:
- Article
Can We Count on Accounting Fundamentals for Industry Portfolio Allocation?
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- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 70, doi. 10.3905/jpm.2016.42.4.070
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- Publication type:
- Article
Fear and Greed: A Returns-Based Trading Strategy around Earnings Announcements.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 88, doi. 10.3905/jpm.2016.42.4.088
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- Publication type:
- Article
The Interaction of Short-Term Reversal and Momentum Strategies.
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- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 96, doi. 10.3905/jpm.2016.42.4.096
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- Publication type:
- Article
The Risk of Premiums.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 108, doi. 10.3905/jpm.2016.42.4.108
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- Publication type:
- Article
Measuring Bond-Level Liquidity.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 116, doi. 10.3905/jpm.2016.42.4.116
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- Publication type:
- Article
Twitter Sentiment and IPO Performance: A Cross-Sectional Examination.
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- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 129, doi. 10.3905/jpm.2016.42.4.129
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- Publication type:
- Article
Defending the Wall.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 1, doi. 10.3905/jpm.2016.42.3.001
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- Publication type:
- Article
Risk Neglect in Equity Markets.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 12, doi. 10.3905/jpm.2016.42.3.012
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- Publication type:
- Article
Index-Linked Investing -- A Curse for the Stability of Financial Markets around the Globe?
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 26, doi. 10.3905/jpm.2016.42.3.026
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- Publication type:
- Article
Investor Interest and the Returns to Commodity Investing.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 44, doi. 10.3905/jpm.2016.42.3.044
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- Publication type:
- Article
The SEC's Order Handling Rules of 1997 and Beyond: Perspective and Outcomes of the Landmark Regulation.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 56, doi. 10.3905/jpm.2016.42.3.056
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- Publication type:
- Article
ETF Transaction Costs Are Often Higher Than Investors Realize.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 65, doi. 10.3905/jpm.2016.42.3.065
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- Publication type:
- Article
VIX versus Size.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 76, doi. 10.3905/jpm.2016.42.3.076
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- Publication type:
- Article
Evaluating the Accuracy of Beta Forecasts.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 84, doi. 10.3905/jpm.2016.42.3.084
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- Publication type:
- Article
The Value of Low Volatility.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 94, doi. 10.3905/jpm.2016.42.3.094
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- Publication type:
- Article
A Case Study for Using Value and Momentum at the Asset Class Level.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 101, doi. 10.3905/jpm.2016.42.3.101
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- Publication type:
- Article
The Economic Value of Forecasting Left-Tail Risk.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 114, doi. 10.3905/jpm.2016.42.3.114
- By:
- Publication type:
- Article
The Tournament Phenomenon Beyond Agency Theory: Behavioral Economic Experiment.
- Published in:
- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 124, doi. 10.3905/jpm.2016.42.3.124
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- Publication type:
- Article