Performance measurement
- Scaling and Adaptive Asset AllocationJarrod WilcoxThe Journal of Portfolio Management December 2018, 45 (2) 82-92; DOI: https://doi.org/10.3905/jpm.2018.45.2.082
- Carry-Based Expected Returns for Strategic Asset AllocationMichael SchnetzerThe Journal of Portfolio Management December 2018, 45 (2) 68-81; DOI: https://doi.org/10.3905/jpm.2018.45.2.068
- Predicting Stock Market Crashes in ChinaSébastien Lleo and William T. ZiembaThe Journal of Portfolio Management April 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078
- Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century RetrospectiveRob Arnott, Vitali Kalesnik and Trevor SchueslerThe Journal of Portfolio Management April 2018, 44 (5) 78-102; DOI: https://doi.org/10.3905/jpm.2018.44.5.078
- Persistence of Hedge Fund Returns and Fee-Aware Portfolio ConstructionAlexander RudinThe Journal of Portfolio Management April 2018, 44 (5) 103-112; DOI: https://doi.org/10.3905/jpm.2018.44.5.103
- INVITED EDITORIAL COMMENTMeir StatmanThe Journal of Portfolio Management October 2017, 44 (1) 5-9; DOI: https://doi.org/10.3905/jpm.2017.44.1.005
- A Century of Evidence on Trend-Following InvestingBrian Hurst, Yao Hua Ooi and Lasse Heje PedersenThe Journal of Portfolio Management October 2017, 44 (1) 15-29; DOI: https://doi.org/10.3905/jpm.2017.44.1.015
- The Impact on Stock Returns of Crowding by Mutual
FundsLigang Zhong, Xiaoya (Sara) Ding and Nicholas S.P. TayThe Journal of Portfolio Management July 2017, 43 (4) 87-99; DOI: https://doi.org/10.3905/jpm.2017.43.4.087 - Man vs. Machine: Comparing Discretionary and
Systematic Hedge Fund PerformanceCampbell R. Harvey, Sandy Rattray, Andrew Sinclair and Otto Van HemertThe Journal of Portfolio Management July 2017, 43 (4) 55-69; DOI: https://doi.org/10.3905/jpm.2017.43.4.055 - Does Past Performance Matter in Investment Manager Selection?Bradford Cornell, Jason Hsu and David NanigianThe Journal of Portfolio Management July 2017, 43 (4) 33-43; DOI: https://doi.org/10.3905/jpm.2017.43.4.033
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