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Search: "The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
1,897
An Institutional Investor, Inc. publication
1
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OLC EcoSci
1,129
ECONIS (ZBW)
768
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1
Asset allocation vs. factor allocation : can we build a unified method?
Bender, Jennifer
;
Sun, Jerry Le
;
Thomas, Ric
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 9-22
Persistent link: https://www.econbiz.de/10012016805
Saved in:
2
Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph
;
Wu, Chenwei
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 38-45
Persistent link: https://www.econbiz.de/10012016812
Saved in:
3
Preparing a multi-asset class portfolio for shocks to economic growth
Podkaminer, Eugene
;
Tollette, Wylie
;
Siegel, Laurence B.
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 106-116
Persistent link: https://www.econbiz.de/10012016847
Saved in:
4
On the benefits of centralized portfolio management
Bouchey, Paul
;
Pritamani, Mahesh
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
5
,
pp. 68-77
Persistent link: https://www.econbiz.de/10011879514
Saved in:
5
Carry-based expected returns for strategic asset allocation
Schnetzer, Michael
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 68-81
Persistent link: https://www.econbiz.de/10012016839
Saved in:
6
Scaling and adaptive asset allocation
Wilcox, Jarrod
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 82-92
Persistent link: https://www.econbiz.de/10012016842
Saved in:
7
Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick
;
Scherer, Bernd
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
Saved in:
8
Special issue: Multi-asset strategies
Fabozzi, Frank J.
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012016852
Saved in:
9
Crowded trades : implications for sector rotation and factor timing
Kinlaw, William
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 46-57
Persistent link: https://www.econbiz.de/10012116074
Saved in:
10
Managing the downside of active and passive strategies, part 1, convexity and fragilities
Douady, Raphaël
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10012433112
Saved in:
11
Volatility-managed portfolio : does it really work?
Liu, Fang
;
Tang, Xiaoxiao
;
Zhou, Guofu
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012433114
Saved in:
12
Policy portfolios and portfolio characteristics
Simonian, Joseph
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 52-59
Persistent link: https://www.econbiz.de/10012433116
Saved in:
13
Fitting private equity into the total portfolio framework
Rudin, Alexander
;
Mao, Jason
;
Zhang, Nan R.
;
Fink, …
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 60-73
Persistent link: https://www.econbiz.de/10012433119
Saved in:
14
Dynamic strategy migration and the evolution of risk premia
Kuenzi, David E.
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 74-90
Persistent link: https://www.econbiz.de/10012433121
Saved in:
15
Relative strength over investment horizons and stock returns
Zhu, Zhaobo
;
Duan, Xinrui
;
Tu, Jun
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 91-105
Persistent link: https://www.econbiz.de/10012433122
Saved in:
16
On black's leverage effect in firms with no leverage
Hasanhodzic, Jasmina
;
Lo, Andrew W.
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 106-122
Persistent link: https://www.econbiz.de/10012433123
Saved in:
17
Why do enterprise multiples predict expected stock returns?
Crawford, Steven S.
;
Gray, Wesley R.
;
Vogel, Jack R.
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10012433124
Saved in:
18
Accelerating learning in active management : the Alpha-Brier process
Cerniglia, Joseph A.
;
Tetlock, Philip E.
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 125-135
Persistent link: https://www.econbiz.de/10012116097
Saved in:
19
"Flexicure" retirement solutions : a part of the answer to the pension crisis?
Martellini, Lionel
;
Milhau, Vincent
;
Mulvey, John M.
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 136-151
Persistent link: https://www.econbiz.de/10012116101
Saved in:
20
And the winner is ... : a comparison of valuation measures for equity country allocation
Zaremba, Adam
;
Szczygielski, Jakub
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 84-98
Persistent link: https://www.econbiz.de/10012116086
Saved in:
21
Multi-asset volatility premiums or anomalies?
Jacobsen, Brian
;
Cheng, Eddie
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 47-57
Persistent link: https://www.econbiz.de/10012016819
Saved in:
22
Do social media trump news? : the relative importance of social media and news based sentiment for market timing
Beckers, Stan
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 58-67
Persistent link: https://www.econbiz.de/10012016831
Saved in:
23
Risk and reward in the orphan drug industry
Lo, Andrew W.
;
Thakor, Richard
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 30-45
Persistent link: https://www.econbiz.de/10012116072
Saved in:
24
The size premium in equity markets : where is the risk?
Ciliberti, Stefano
;
Sérié, Emmanuel
;
Simon, Guillaume
; …
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 58-68
Persistent link: https://www.econbiz.de/10012116077
Saved in:
25
Foundations of ESG investing : how ESG affects equity valuation, risk and performance
Giese, Guido
;
Lee, Linda-Eling
;
Melas, Dimitris
;
Nagy, …
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 69-83
Persistent link: https://www.econbiz.de/10012116083
Saved in:
26
Valuation bias and limits to nudges
Shefrin, Hersh
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 112-124
Persistent link: https://www.econbiz.de/10012116094
Saved in:
27
The Golden Age of quant
Sorensen, Eric H.
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 12-24
Persistent link: https://www.econbiz.de/10012433110
Saved in:
28
Trading against the grain : when insiders buy high and sell low
Li, Ruihai
;
Wang, Xuewu
;
Yan, Zhipeng
;
Zhang, Qunzi
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 139-151
Persistent link: https://www.econbiz.de/10012433126
Saved in:
29
Tactical and tax aware GTAA
Aked, Michael
;
Arnott, Robert D.
;
Bouchey, Paul
;
Li, …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012016811
Saved in:
30
Special issue on multi-asset strategies : introduction
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 1-2
Persistent link: https://www.econbiz.de/10012016848
Saved in:
31
The best of strategies for the worst of times : can portfolios be crisis proofed?
Harvey, Campbell R.
;
Hoyle, Edward
;
Rattray, Sandy
; …
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 7-28
Persistent link: https://www.econbiz.de/10012116061
Saved in:
32
Protecting the downside of trend when it is not your friend
Yang, Kun
;
Qian, Edward
;
Belton, Bryan
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 99-111
Persistent link: https://www.econbiz.de/10012116092
Saved in:
33
Winning the right game : the search for investment excellence : invited editorial comment
Koedijk, Kees
;
Slager, Alfred
;
Dam, Jacob Willem van
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10012433109
Saved in:
34
Nonlinear trading rules for portfolio management
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 62-70
Persistent link: https://www.econbiz.de/10011980669
Saved in:
35
Linear trading rules for portfolio management
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 109-119
Persistent link: https://www.econbiz.de/10011916035
Saved in:
36
Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia
;
Guidolin, Massimo
;
Pedio, Manuela
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
Saved in:
37
Donuts : a picture of optimization applied to fundamental portfolios
Domowitz, Ian
;
Moghe, Ameya
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 103-113
Persistent link: https://www.econbiz.de/10011877673
Saved in:
38
Analyzing the performance of multifactor investment strategies under a multiple testing framework
Vincent, Kendro
;
Hsu, Yu-Chin
;
Lin, Hsiou-Wei
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 113-126
Persistent link: https://www.econbiz.de/10011878361
Saved in:
39
Dynamic allocation or diversification : a regime-based approach to multiple assets
Nystrup, Peter
;
Hansen, Bo William
;
Larsen, Henrik Olejasz
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 62-73
Persistent link: https://www.econbiz.de/10011880054
Saved in:
40
A CVaR scenario-based framework for minimizing downside risk in multi-asset class portfolios
Sivaramakrishnan, Kartik
;
Stamicar, Robert
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 114-129
Persistent link: https://www.econbiz.de/10011880126
Saved in:
41
Black-Litterman with a factor strucure applied to multi-asset portfolios
Figelman, Ilya
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 136-155
Persistent link: https://www.econbiz.de/10011880130
Saved in:
42
The Global capital stock : finding a proxy for the unobservable global market portfolio
Gadzinski, Gregory
;
Schuller, Markus
;
Vacchino, Andrea
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 12-23
Persistent link: https://www.econbiz.de/10012260307
Saved in:
43
Short-horizon beta or long-horizon alpha?
Kamara, Avraham
;
Korajczyk, Robert A.
;
Lou, Xiaoxia
; …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 96-105
Persistent link: https://www.econbiz.de/10011980688
Saved in:
44
Tax optimization of municipal bond portfolios : investment selection and tax rate arbitrage
Kalotay, Andrew J.
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 118-124
Persistent link: https://www.econbiz.de/10011980750
Saved in:
45
Academic, practitioner, and investor perspectives on factor investing
Cerniglia, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 10-16
Persistent link: https://www.econbiz.de/10011878262
Saved in:
46
Asset allocation and factor investing : an integrated approach
Bergeron, Alain
;
Kritzman, Mark
;
Sivitsky, Gleb
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 32-38
Persistent link: https://www.econbiz.de/10011878269
Saved in:
47
Optimal blending of smart beta and multifactor portfolios
Dopfel, Frederick E.
;
Lester, Ashley
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10011878340
Saved in:
48
LDI-sensitive equity factor portfolios : the ALM perspective to smart beta investing
Simonian, Joseph
;
Sosa, Ognjen
;
Chandrashekar, Satyajit
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 106-112
Persistent link: https://www.econbiz.de/10011878342
Saved in:
49
Style investing in fixed income
Brooks, Jordan
;
Palhares, Diogo
;
Richardson, Scott
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 127-139
Persistent link: https://www.econbiz.de/10011878364
Saved in:
50
Persistence of hedge fund returns and fee-aware portfolio construction
Rudin, Alexander
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
5
,
pp. 103-112
Persistent link: https://www.econbiz.de/10011879530
Saved in:
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