Equity portfolio management
- The Limitations of Diversification ReturnDonald R. Chambers and John S. ZdanowiczThe Journal of Portfolio Management July 2014, 40 (4) 65-76; DOI: https://doi.org/10.3905/jpm.2014.40.4.065
- Multi-Asset Sentiment and Institutional
Investor Behavior: A Cross-Asset PerspectiveKenneth A. Froot, Rajeev Bhargava, Edward S. Cuipa and John S. ArabadjisThe Journal of Portfolio Management July 2014, 40 (4) 144-156; DOI: https://doi.org/10.3905/jpm.2014.40.4.144 - The Long-Term Performance of Equity
Investment Strategies and the Correlation TrapDaniele LamponiThe Journal of Portfolio Management July 2014, 40 (4) 135-142; DOI: https://doi.org/10.3905/jpm.2014.40.4.135 - Recent Trends in Equity Portfolio
Construction AnalyticsDessislava A. Pachamanova and Frank J. FabozziThe Journal of Portfolio Management April 2014, 40 (3) 137-151; DOI: https://doi.org/10.3905/jpm.2014.40.3.137 - Can Alpha Be Captured by Risk Premia?Jennifer Bender, P. Brett Hammond and William MokThe Journal of Portfolio Management January 2014, 40 (2) 18-29; DOI: https://doi.org/10.3905/jpm.2014.40.2.018
- Performance Attribution of Options: Defining Single-Stock Option Exposures and Understanding the Brinson-Fachler EffectsStuart MorganThe Journal of Portfolio Management January 2014, 40 (2) 103-111; DOI: https://doi.org/10.3905/jpm.2014.40.2.103
- Price Discovery: The Economic Function
of a Stock ExchangeNazli Sila Alan and Robert A. SchwartzThe Journal of Portfolio Management October 2013, 40 (1) 124-132; DOI: https://doi.org/10.3905/jpm.2013.40.1.124 - Clairvoyant Discount RatesRobert D. Arnott, Feifei Li and Geoffrey J. WarrenThe Journal of Portfolio Management October 2013, 40 (1) 109-123; DOI: https://doi.org/10.3905/jpm.2013.40.1.109
- The Surprising Alpha From Malkiel’s
Monkey and Upside-Down StrategiesRobert D. Arnott, Jason Hsu, Vitali Kalesnik and Phil TindallThe Journal of Portfolio Management July 2013, 39 (4) 91-105; DOI: https://doi.org/10.3905/jpm.2013.39.4.091 - Portfolio Concentration and the Geometry of Co-MovementWesley PhoaThe Journal of Portfolio Management July 2013, 39 (4) 142-151; DOI: https://doi.org/10.3905/jpm.2013.39.4.142
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