Statistical methods
- A Conclusion for Most CEOs: Your Corporation Should Not Pay DividendsHarold BiermanThe Journal of Portfolio Management January 2015, 41 (2) 138-139; DOI: https://doi.org/10.3905/jpm.2015.41.2.138
- On the Holy Grail of “Upside Participation and Downside Protection”Edward QianThe Journal of Portfolio Management January 2015, 41 (2) 11-22; DOI: https://doi.org/10.3905/jpm.2015.41.2.011
- Return Dynamics of Index-Linked Bond PortfoliosMatti Koivu and Teemu PennanenThe Journal of Portfolio Management October 2014, 41 (1) 78-84; DOI: https://doi.org/10.3905/jpm.2014.41.1.078
- Donation Risk and Optimal Endowment Portfolio AllocationsDavid BlanchettThe Journal of Portfolio Management October 2014, 41 (1) 109-120; DOI: https://doi.org/10.3905/jpm.2014.41.1.109
- The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest
Overfitting, and Non-NormalityDavid H. Bailey and Marcos López de PradoThe Journal of Portfolio Management September 2014, 40 (5) 94-107; DOI: https://doi.org/10.3905/jpm.2014.40.5.094 - The Divergence of High- and Low-Frequency Estimation:
Causes and ConsequencesWilliam Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management September 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156 - Evaluating Trading StrategiesCampbell R. Harvey and Yan LiuThe Journal of Portfolio Management September 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108
- The Limitations of Diversification ReturnDonald R. Chambers and John S. ZdanowiczThe Journal of Portfolio Management July 2014, 40 (4) 65-76; DOI: https://doi.org/10.3905/jpm.2014.40.4.065
- On the Expected Performance of Market
Timing StrategiesWinfried G. HallerbachThe Journal of Portfolio Management July 2014, 40 (4) 42-51; DOI: https://doi.org/10.3905/jpm.2014.40.4.042 - Enhanced Mean–Variance Portfolios:
A Controlled Integration of Quantitative PredictorsLars Kaiser, Marco J. Menichetti and Aron VeressThe Journal of Portfolio Management July 2014, 40 (4) 28-41; DOI: https://doi.org/10.3905/jpm.2014.40.4.028
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