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- INVITED EDITORIALBruce I. JacobsThe Journal of Portfolio Management July 2015, 41 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2015.41.4.001
- A Test of Covariance-Matrix Forecasting MethodsValeriy ZakamulinThe Journal of Portfolio Management April 2015, 41 (3) 97-108; DOI: https://doi.org/10.3905/jpm.2015.41.3.097
- Improving Risk Forecasts Through Cross-Sectional ObservationsJose Menchero and Andrei MorozovThe Journal of Portfolio Management April 2015, 41 (3) 84-96; DOI: https://doi.org/10.3905/jpm.2015.41.3.084
- Did the Profitability of Momentum and Reversal Strategies Decline with Arbitrage Costs After the Turn of the Millennium?Jieun Lee and Joseph P. OgdenThe Journal of Portfolio Management April 2015, 41 (3) 70-83; DOI: https://doi.org/10.3905/jpm.2015.41.3.070
- The Ins and Outs of Index TrackingJames J. Rowley and David T. KwonThe Journal of Portfolio Management April 2015, 41 (3) 35-45; DOI: https://doi.org/10.3905/jpm.2015.41.3.035
- INVITED EDITORIAL COMMENTDavid BlitzThe Journal of Portfolio Management October 2014, 41 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2014.41.1.001
- Forward Curve Shifts and Return ConvergenceMartin L. Leibowitz, Stanley Kogelman and Anthony BovaThe Journal of Portfolio Management September 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170
- Is Smart Beta Really Smart?Burton G. MalkielThe Journal of Portfolio Management September 2014, 40 (5) 127-134; DOI: https://doi.org/10.3905/jpm.2014.40.5.127
- Anchored in Reality or Blinded by a Paradigm: The Role
of Cap-Weighted Indices in the FutureMarc R. ReinganumThe Journal of Portfolio Management September 2014, 40 (5) 119-125; DOI: https://doi.org/10.3905/jpm.2014.40.5.119 - The Power of Dynamic Asset AllocationMirko Cardinale, Marco Navone and Andrzej PiochThe Journal of Portfolio Management April 2014, 40 (3) 47-60; DOI: https://doi.org/10.3905/jpm.2014.40.3.047
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