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- Can We Count on Accounting Fundamentals for Industry Portfolio Allocation?Justin Lallemand and Jack StraussThe Journal of Portfolio Management May 2016, 42 (4) 70-87; DOI: https://doi.org/10.3905/jpm.2016.42.4.070
- The Black–Litterman Approach and Views from Predictive Regressions: Theory and ImplementationAlois Geyer and Katarína LucivjanskáThe Journal of Portfolio Management May 2016, 42 (4) 38-48; DOI: https://doi.org/10.3905/jpm.2016.42.4.038
- Best Practices in Research for Quantitative Equity StrategiesJoseph A. Cerniglia, Frank J. Fabozzi and Petter N. KolmThe Journal of Portfolio Management July 2016, 42 (5) 135-143; DOI: https://doi.org/10.3905/jpm.2016.42.5.135
- ETF Transaction Costs Are Often Higher Than Investors RealizeJames J. Angel, Todd J. Broms and Gary L. GastineauThe Journal of Portfolio Management April 2016, 42 (3) 65-75; DOI: https://doi.org/10.3905/jpm.2016.42.3.065
- Option Pricing and Market EfficiencyRobert JarrowThe Journal of Portfolio Management October 2013, 40 (1) 88-94; DOI: https://doi.org/10.3905/jpm.2013.40.1.088
- The Information Content of Real Estate Derivative PricesShaun A. Bond and Paul MitchellThe Journal of Portfolio Management September 2011, 37 (5) 170-181; DOI: https://doi.org/10.3905/jpm.2011.37.5.170
- Hedging Real Estate RiskFrank J Fabozzi, Robert J Shiller and Radu S TunaruThe Journal of Portfolio Management September 2009, 35 (5) 92-103; DOI: https://doi.org/10.3905/JPM.2009.35.5.092
- Taxation Without ReplicationDon M. ChanceThe Journal of Portfolio Management October 2007, 34 (1) 73-83; DOI: https://doi.org/10.3905/jpm.2007.698036
- Pricing and Index Considerations in Commercial Real Estate DerivativesDavid Geltner and Jeffrey D FisherThe Journal of Portfolio Management September 2007, 33 (5) 99-118; DOI: https://doi.org/10.3905/jpm.2007.698910
- From Delivering to Packaging of AlphaNoël Amenc, Philippe Malaise and Lionel MartelliniThe Journal of Portfolio Management January 2006, 32 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2006.611808
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