Statistical methods
- Building Diversified Portfolios that Outperform Out of SampleMarcos López de PradoThe Journal of Portfolio Management May 2016, 42 (4) 59-69; DOI: https://doi.org/10.3905/jpm.2016.42.4.059
- 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
- The Triumph of Mediocrity: A Case Study of Naïve BetaEdward Qian, Nicholas Alonso and Mark BarnesThe Journal of Portfolio Management July 2015, 41 (4) 19-34; DOI: https://doi.org/10.3905/jpm.2015.41.4.019
- VIX versus SizeMaggie Copeland and Thomas CopelandThe Journal of Portfolio Management April 2016, 42 (3) 76-83; DOI: https://doi.org/10.3905/jpm.2016.42.3.076
- Optimizing ValueRan Leshem, Lisa R. Goldberg and Alan CummingsThe Journal of Portfolio Management January 2016, 42 (2) 77-89; DOI: https://doi.org/10.3905/jpm.2016.42.2.077
- A Response to Professor Paul A. Samuelson’s Objections to Kelly Capital Growth InvestingWilliam T. ZiembaThe Journal of Portfolio Management October 2015, 42 (1) 153-167; DOI: https://doi.org/10.3905/jpm.2015.42.1.153
- BacktestingCampbell R. Harvey and Yan LiuThe Journal of Portfolio Management October 2015, 42 (1) 13-28; DOI: https://doi.org/10.3905/jpm.2015.42.1.013
- Buy and Hold Versus Timing Strategies: The Winner Is …Todd Feldman, Alan Jung and Jim KleinThe Journal of Portfolio Management October 2015, 42 (1) 110-118; DOI: https://doi.org/10.3905/jpm.2015.42.1.110
- Regime-Based Versus Static Asset Allocation: Letting the Data SpeakPeter Nystrup, Bo William Hansen, Henrik Madsen and Erik LindströmThe Journal of Portfolio Management October 2015, 42 (1) 103-109; DOI: https://doi.org/10.3905/jpm.2015.42.1.103
- A Test of Covariance-Matrix Forecasting MethodsValeriy ZakamulinThe Journal of Portfolio Management April 2015, 41 (3) 97-108; DOI: https://doi.org/10.3905/jpm.2015.41.3.097
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