Quantitative methods
- The Myth of DiversificationDavid B Chua, Mark Kritzman and Sébastien PageThe Journal of Portfolio Management October 2009, 36 (1) 26-35; DOI: https://doi.org/10.3905/JPM.2009.36.1.026
- Putting Economics (Back) into Quantitative ModelsVineer BhansaliThe Journal of Portfolio Management April 2007, 33 (3) 63-76; DOI: https://doi.org/10.3905/jpm.2007.684755
- Do Price-Earnings Ratios Drive Stock Values?Vivek Bhargava and D. K. MalhotraThe Journal of Portfolio Management October 2006, 33 (1) 86-92; DOI: https://doi.org/10.3905/jpm.2006.661379
- Using the Supply-Side Approach to Understand and Estimate Equity ReturnsCharles P. Jones and Jack W. WilsonThe Journal of Portfolio Management October 2006, 33 (1) 76-85; DOI: https://doi.org/10.3905/jpm.2006.661378
- Does the Fed Model Travel Well?Owain ap Gwilym, James Seaton, Karina Suddason and Stephen H ThomasThe Journal of Portfolio Management October 2006, 33 (1) 68-75; DOI: https://doi.org/10.3905/jpm.2006.661376
- Analyzing Active Investment StrategiesManuel Ammann, Stephan Kessler and Jürg ToblerThe Journal of Portfolio Management October 2006, 33 (1) 56-67; DOI: https://doi.org/10.3905/jpm.2006.661373
- Handling Parameter Uncertainty in Portfolio Risk MinimizationDessislava A PachamanovaThe Journal of Portfolio Management July 2006, 32 (4) 70-78; DOI: https://doi.org/10.3905/jpm.2006.644198
- Multilayer Modeling of a Market Covariance MatrixRenato StaubThe Journal of Portfolio Management April 2006, 32 (3) 33-44; DOI: https://doi.org/10.3905/jpm.2006.628404
- AttributionRichard C GrinoldThe Journal of Portfolio Management January 2006, 32 (2) 9-22; DOI: https://doi.org/10.3905/jpm.2006.611799
- Market Timing with CaySandro C. Andrade, Ilona Babenko and Yuri TserlukevichThe Journal of Portfolio Management January 2006, 32 (2) 70-80; DOI: https://doi.org/10.3905/jpm.2006.611806
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