Performance measurement
- The Risk of PremiumsJuan Ignacio GaratThe Journal of Portfolio Management May 2016, 42 (4) 108-115; DOI: https://doi.org/10.3905/jpm.2016.42.4.108
- Seeking Alpha? It’s a Bad Guideline for Portfolio OptimizationMoshe Levy and Richard RollThe Journal of Portfolio Management July 2016, 42 (5) 107-112; DOI: https://doi.org/10.3905/jpm.2016.42.5.107
- Classifying and Measuring the Performance of Socially Responsible Mutual FundsMeir Statman and Denys GlushkovThe Journal of Portfolio Management January 2016, 42 (2) 140-151; DOI: https://doi.org/10.3905/jpm.2016.42.2.140
- The Folly of Blame: Why Investors Should Care About Their Managers’ CultureJason Hsu, Jim Ware and Chuck HeisingerThe Journal of Portfolio Management April 2015, 41 (3) 23-34; DOI: https://doi.org/10.3905/jpm.2015.41.3.023
- The Divergence of High- and Low-Frequency Estimation: Implications for Performance MeasurementWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management April 2015, 41 (3) 14-21; DOI: https://doi.org/10.3905/jpm.2015.41.3.014
- Illuminating Hedge Fund Returns to Improve Portfolio ConstructionPeter MladinaThe Journal of Portfolio Management April 2015, 41 (3) 127-139; DOI: https://doi.org/10.3905/jpm.2015.41.3.127
- Enhanced Mean–Variance Portfolios:
A Controlled Integration of Quantitative PredictorsLars Kaiser, Marco J. Menichetti and Aron VeressThe Journal of Portfolio Management July 2014, 40 (4) 28-41; DOI: https://doi.org/10.3905/jpm.2014.40.4.028 - 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 Aftermath of Investment-Grade DistressAriel Edelstein and Bruce D. PhelpsThe Journal of Portfolio Management October 2012, 39 (1) 30-45; DOI: https://doi.org/10.3905/jpm.2012.39.1.030
- The Volume Clock: Insights into the
High-Frequency ParadigmDavid Easley, Marcos M. López de Prado and Maureen O’HaraThe Journal of Portfolio Management October 2012, 39 (1) 19-29; DOI: https://doi.org/10.3905/jpm.2012.39.1.019
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