Performance measurement
- Factors Timing FactorsWai LeeThe Journal of Portfolio Management March 2017, 43 (5) 66-71; DOI: https://doi.org/10.3905/jpm.2017.43.5.066
- Implementing a Smart Beta Index: The Implications of a Dual Performance Objective and Limited LiquidityAndrew W. Alford and Dmitry A. RakhlinThe Journal of Portfolio Management March 2017, 43 (5) 135-146; DOI: https://doi.org/10.3905/jpm.2017.43.5.135
- Quantifying Backtest Overfitting in Alternative Beta StrategiesAntti Suhonen, Matthias Lennkh and Fabrice PerezThe Journal of Portfolio Management January 2017, 43 (2) 90-104; DOI: https://doi.org/10.3905/jpm.2017.43.2.090
- Optimal Dynamic Portfolio Risk ManagementValeriy ZakamulinThe Journal of Portfolio Management October 2016, 43 (1) 85-99; DOI: https://doi.org/10.3905/jpm.2016.43.1.085
- Labor Conditions and Future Capital Market PerformanceRob Arnott, Feifei Li and Xi LiuThe Journal of Portfolio Management October 2016, 43 (1) 54-71; DOI: https://doi.org/10.3905/jpm.2016.43.1.054
- INVITED EDITORIAL COMMENTMarcos López de PradoThe Journal of Portfolio Management October 2016, 43 (1) 5-8; DOI: https://doi.org/10.3905/jpm.2016.43.1.005
- Uncloaking Campbell and Shiller’s CAPE: A Comprehensive Guide to Its Construction and UseThomas Philips and Cenk UralThe Journal of Portfolio Management October 2016, 43 (1) 109-125; DOI: https://doi.org/10.3905/jpm.2016.43.1.109
- Practical Applications of The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series ApproachHaifeng Wang, Harshdeep Singh Ahluwalia, Roger Aliaga-Díaz and Joseph DavisPractical Applications January 2022, pa.2022.pa476; DOI: https://doi.org/10.3905/pa.2022.pa476
- The Interaction of Short-Term Reversal and Momentum StrategiesZhaobo Zhu and Kenneth YungThe Journal of Portfolio Management May 2016, 42 (4) 96-107; DOI: https://doi.org/10.3905/jpm.2016.42.4.096
- A Simple Procedure for Combining Expert Opinion with Statistical Estimates to Achieve Superior Portfolio PerformanceMark H.A. Davis and Sébastien LleoThe Journal of Portfolio Management May 2016, 42 (4) 49-58; DOI: https://doi.org/10.3905/jpm.2016.42.4.049
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