Portfolio theory
- 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
- Market-Driven Scenarios: An Approach for Plausible Scenario ConstructionBennett Golub, David Greenberg and Ronald RatcliffeThe Journal of Portfolio Management April 2018, 44 (5) 6-20; DOI: https://doi.org/10.3905/jpm.2018.1.079
- Behavioral Efficient MarketsMeir StatmanThe Journal of Portfolio Management January 2018, 44 (3) 76-87; DOI: https://doi.org/10.3905/jpm.2018.44.3.076
- Prevailing Behavioral Biases and Investor Profiles: A Survey of Professional InvestorsManuel González-Igual, Teresa Corzo Santamaría and Patricia Castán AgustínThe Journal of Wealth Management October 2017, 20 (3) 10-23; DOI: https://doi.org/10.3905/jwm.2017.20.3.010
- DTER and DTTER as High-Frequency Trading Efficiency RatiosCarlos Jorge Lenczewski MartinsThe Journal of Trading September 2017, 12 (4) 39-55; DOI: https://doi.org/10.3905/jot.2017.12.4.039
- Fair Value Indexation: A Holistic Factor Approach to Asset Pricing, Smart-Beta Value Premium 2.0Peter Johansson and Ulrika JohanssonThe Journal of Index Investing August 2017, 8 (2) 6-22; DOI: https://doi.org/10.3905/jii.2017.8.2.006
- The Diversification Delta: A Different PerspectiveYuri Salazar Flores, Robert J. Bianchi, Michael E. Drew and Stefan TrückThe Journal of Portfolio Management July 2017, 43 (4) 112-124; DOI: https://doi.org/10.3905/jpm.2017.43.4.112
- Note on RationalityJoseph CalandroThe Journal of Investing May 2017, 26 (2) 69-76; DOI: https://doi.org/10.3905/joi.2017.26.2.069
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