Volatility measures
- Smart Beta: The Owner’s ManualRonald N. Kahn and Michael LemmonThe Journal of Portfolio Management January 2015, 41 (2) 76-83; DOI: https://doi.org/10.3905/jpm.2015.41.2.076
- Extreme Correlations and Optimizing for StressWesley PhoaThe Journal of Portfolio Management January 2015, 41 (2) 71-75; DOI: https://doi.org/10.3905/jpm.2015.41.2.071
- Optimal Tax Management of Municipal BondsAndrew KalotayThe Journal of Portfolio Management October 2014, 41 (1) 85-94; DOI: https://doi.org/10.3905/jpm.2014.41.1.085
- 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 - Is Smart Beta Really Smart?Burton G. MalkielThe Journal of Portfolio Management September 2014, 40 (5) 127-134; DOI: https://doi.org/10.3905/jpm.2014.40.5.127
- A Study of Low-Volatility Portfolio
Construction MethodsTzee-man Chow, Jason C. Hsu, Li-lan Kuo and Feifei LiThe Journal of Portfolio Management July 2014, 40 (4) 89-105; DOI: https://doi.org/10.3905/jpm.2014.40.4.089 - 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
- The Glidepath Illusion: An International
PerspectiveJavier EstradaThe Journal of Portfolio Management July 2014, 40 (4) 52-64; DOI: https://doi.org/10.3905/jpm.2014.40.4.052 - 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 - The Tax Option in Municipal BondsAndrew Kalotay and C. Douglas HowardThe Journal of Portfolio Management January 2014, 40 (2) 94-102; DOI: https://doi.org/10.3905/jpm.2014.40.2.094
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