Portfolio theory
- 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
- Flexible Indeterminate Factor-Based Asset AllocationStephen Blyth, Mark C. Szigety and Jake XiaThe Journal of Portfolio Management July 2016, 42 (5) 79-93; DOI: https://doi.org/10.3905/jpm.2016.42.5.079
- The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter FeedsPablo D. Azar and Andrew W. LoThe Journal of Portfolio Management July 2016, 42 (5) 123-134; DOI: https://doi.org/10.3905/jpm.2016.42.5.123
- Stability-Adjusted PortfoliosMark Kritzman and David TurkingtonThe Journal of Portfolio Management July 2016, 42 (5) 113-122; DOI: https://doi.org/10.3905/jpm.2016.42.5.113
- 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
- On the Optimal Mix of Active and Passive InvestmentsStephen A. BuserThe Journal of Portfolio Management July 2015, 41 (4) 91-96; DOI: https://doi.org/10.3905/jpm.2015.41.4.091
- Economics: An Empirical Science Capable of Forecasting Economic Events?Sergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management July 2015, 41 (4) 145-151; DOI: https://doi.org/10.3905/jpm.2015.41.4.145
- The Future of Empirical FinanceMarcos López de PradoThe Journal of Portfolio Management July 2015, 41 (4) 140-144; DOI: https://doi.org/10.3905/jpm.2015.41.4.140
- The Stock as a Portfolio of Durations: Solving Black’s Dividend Puzzle Using Black’s CriteriaOscar VarelaThe Journal of Portfolio Management July 2015, 41 (4) 122-132; DOI: https://doi.org/10.3905/jpm.2015.41.4.122
- Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful StrategiesJason Hsu, Brett W. Myers and Ryan WhitbyThe Journal of Portfolio Management January 2016, 42 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2016.42.2.090
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