Portfolio theory
- The Impact of Ross’s Exploration of APT on Our ResearchEdwin J. Elton and Martin J. GruberThe Journal of Portfolio Management June 2018, 44 (6) 98-107; DOI: https://doi.org/10.3905/jpm.2018.44.6.098
- Editors’ Introduction: The Legacy of Stephen A. RossFrank J. Fabozzi, Bruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management June 2018, 44 (6) 8-10; DOI: https://doi.org/10.3905/jpm.2018.44.6.008
- What I Learned from Steve RossJonathan B. BerkThe Journal of Portfolio Management June 2018, 44 (6) 70-73; DOI: https://doi.org/10.3905/jpm.2018.44.6.070
- Equilibrium Analysis of Asset Prices: Lessons from CIR and APTLeonid Kogan and Dimitris PapanikolaouThe Journal of Portfolio Management June 2018, 44 (6) 59-69; DOI: https://doi.org/10.3905/jpm.2018.44.6.059
- The Role of the APT in the Hunt for Alpha: An Insight from Long AgoDavid K. MustoThe Journal of Portfolio Management June 2018, 44 (6) 56-58; DOI: https://doi.org/10.3905/jpm.2018.44.6.056
- Stephen Ross’s Contribution to Ex Post Conditioning and Survival Bias in Empirical ResearchStephen J. Brown and William N. GoetzmannThe Journal of Portfolio Management June 2018, 44 (6) 42-46; DOI: https://doi.org/10.3905/jpm.2018.44.6.042
- What Steve Ross Taught Me about ContractingPhilip H. DybvigThe Journal of Portfolio Management June 2018, 44 (6) 35-41; DOI: https://doi.org/10.3905/jpm.2018.44.6.035
- Stephen A. Ross: Excellence Beyond RecognitionLudwig B. Chincarini and Frank J. FabozziThe Journal of Portfolio Management June 2018, 44 (6) 11-25; DOI: https://doi.org/10.3905/jpm.2018.44.6.011
- Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time HorizonsSarah J. Campbell, James Chong, William P. Jennings and G. Michael PhillipsThe Journal of Wealth Management July 2018, 21 (2) 39-54; DOI: https://doi.org/10.3905/jwm.2018.1.064
- The Global Capital Stock: Finding a Proxy for the Unobservable Global Market PortfolioGregory Gadzinski, Markus Schuller and Andrea VacchinoThe Journal of Portfolio Management July 2018, 44 (7) 12-23; DOI: https://doi.org/10.3905/jpm.2018.44.7.012
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