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The journal of portfolio management : a publication of Institutional Investor
1,897
An Institutional Investor, Inc. publication
1
Source
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OLC EcoSci
1,129
ECONIS (ZBW)
768
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151
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151
Five mysteries surrounding low and negative interest rates
Siegel, Laurence B.
;
Sexauer, Stephen C.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 77-86
Persistent link: https://www.econbiz.de/10011687082
Saved in:
152
Sentiment and the performance of technical indicators
Feng, Shu
;
Wang, Na
;
Zychowicz, Edward J.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 112-125
Persistent link: https://www.econbiz.de/10011687140
Saved in:
153
Do index buyers make overvalued stocks more overvalued?
Haghani, Victor
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 2-5
Persistent link: https://www.econbiz.de/10011687219
Saved in:
154
Extending the risk parity approach to higher moments : is there any value added?
Baitinger, Eduard
;
Dragosch, André
;
Topalova, Anastasia
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 24-36
Persistent link: https://www.econbiz.de/10011687247
Saved in:
155
Abnormal stock returns using supply chain momentum and operational financials
Paatela, Antti
;
Noschis, Elias
;
Hameri, Ari-Pekka
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 50-60
Persistent link: https://www.econbiz.de/10011687253
Saved in:
156
Defined contribution retirement plans should look and feel more like defined benefit plans
Ilmanen, Antti
;
Kabiller, David G.
;
Siegel, Laurence B.
; …
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 61-76
Persistent link: https://www.econbiz.de/10011687255
Saved in:
157
Quantifying backtest overfitting in alternative beta strategies
Suhonen, Antti
;
Lennkh, Matthias
;
Perez, Fabrice
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 90-104
Persistent link: https://www.econbiz.de/10011687263
Saved in:
158
Volatility wisdom of social media crowds
Karagozoglu, Ahmet K.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 136-151
Persistent link: https://www.econbiz.de/10011687267
Saved in:
159
Man vs. machine : comparing discretionary and systematic hedge fund performance
Harvey, Campbell R.
;
Rattray, Sandy
;
Sinclair, Andrew
; …
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011804461
Saved in:
160
The impact on stock returns of crowding by mutual funds
Zhong, Ligang
;
Ding, Xiaoya
;
Tay, Nicholas S. P.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 87-99
Persistent link: https://www.econbiz.de/10011804959
Saved in:
161
Contagious investor sentiment and international markets
Feldman, Todd
;
Liu, Shuming
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 125-136
Persistent link: https://www.econbiz.de/10011804997
Saved in:
162
IPOs: the third year on
West, Jessica
;
Fernandez, Giovanni
;
Ma, K. C.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 137-151
Persistent link: https://www.econbiz.de/10011805013
Saved in:
163
Popularity versus profitability : evidence from Bollinger Bands
Fang, Jiali
;
Jacobsen, Ben
;
Qin, Yafeng
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 152-159
Persistent link: https://www.econbiz.de/10011805015
Saved in:
164
Finance as an industrial science
López de Prado, Marcos M.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 5-9
Persistent link: https://www.econbiz.de/10011805196
Saved in:
165
Behavioral asset pricing : asset pricing for normal people
Statman, Meir
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 5-9
Persistent link: https://www.econbiz.de/10011877397
Saved in:
166
Sin stocks revisited : resolving the sin stock anomaly
Blitz, David
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10011877535
Saved in:
167
U.S. company earnings, earnings growth, and equity performance in the new millennium
Gupta, Francis
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 112-125
Persistent link: https://www.econbiz.de/10011877537
Saved in:
168
Special real estate issue
2017
-
8th ed.
Persistent link: https://www.econbiz.de/10012609947
Saved in:
169
Factors-theory, statistics and practice
Ross, Stephen A.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011686305
Saved in:
170
Total portfolio factor, not just asset, allocation
Bass, Robert
;
Gladstone, Scott
;
Ang, Andrew
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 38-53
Persistent link: https://www.econbiz.de/10011686320
Saved in:
171
Contrarian factor timing is deceptiveley difficult
Asness, Cliff
;
Chandra, Swati
;
Ilmanen, Antti
;
Israel, Ronen
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 72-87
Persistent link: https://www.econbiz.de/10011686330
Saved in:
172
Quality assurance : demystifying the quality factor in equities and bonds
Bender, Jennifer
;
Samanta, Ritirupa
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 88-98
Persistent link: https://www.econbiz.de/10011686332
Saved in:
173
Facts about factors
Cocoma, Paula
;
Czasonis, Megan
;
Kritzman, Mark
; …
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 55-65
Persistent link: https://www.econbiz.de/10011686348
Saved in:
174
Robust factor-based investing
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 157-164
Persistent link: https://www.econbiz.de/10011686353
Saved in:
175
Disbursements
Pye, Gordon B.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 136-151
Persistent link: https://www.econbiz.de/10011687207
Saved in:
176
Effect of booms and busts on the sharpe ratio
Bednarek, Ziemowit
;
Patel, Pratish
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 105-114
Persistent link: https://www.econbiz.de/10011687264
Saved in:
177
Revising equity valuation with tail risk
Copeland, Maggie
;
Copeland, Thomas E.
;
Copeland, Timothy
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 100-111
Persistent link: https://www.econbiz.de/10011804980
Saved in:
178
The state of research in finance
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 1-4
Persistent link: https://www.econbiz.de/10011805194
Saved in:
179
King of the Mountain : the Shiller P/E and macroeconomic conditions
Arnott, Robert D.
;
Chaves, Denis B.
;
Chow, Tzee-Man
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10011877519
Saved in:
180
Strategic asset allocation : combining science and judgment to balance short-term and long-term goals
Wang, Peng
;
Spinney, Jon
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10011877522
Saved in:
181
The road not taken
Bogle, John C.
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 83-90
Persistent link: https://www.econbiz.de/10011877523
Saved in:
182
Deconstructing the low-vol anomaly
Beveratos, Alexios
;
Bouchaud, Jean-Philippe
;
Ciliberti, …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10011877533
Saved in:
183
Power to the people : the profound impact of factor investing on long-term portfolio management
Melas, Dimitris
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 6-8
Persistent link: https://www.econbiz.de/10011685252
Saved in:
184
Optimal dynamic portfolio risk management
Zakamulin, Valeriy
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10011686229
Saved in:
185
Issues in applying financial econometrics to factor-based modeling in investment management
Engle, Robert F.
;
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 94-106
Persistent link: https://www.econbiz.de/10011686773
Saved in:
186
A simple procedure for combining expert opinion with statistical estimates to achieve superior portfolio performance
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 49-58
Persistent link: https://www.econbiz.de/10011686088
Saved in:
187
A trustee guide to factor investing
Koedijk, Kees
;
Slager, Alfred
;
Stork, Philip
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 28-38
Persistent link: https://www.econbiz.de/10011686679
Saved in:
188
Seeking alpha? : it's a bad guideline for portfolio optimization
Levy, Moshe
;
Roll, Richard
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 107-112
Persistent link: https://www.econbiz.de/10011686777
Saved in:
189
Stock-bond correlation and duration risk allocation
Xinyi, Liu
;
Hua, Fan
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 56-63
Persistent link: https://www.econbiz.de/10011685333
Saved in:
190
Diversified or concentrated factor tilts?
Amenc, Noël
;
Ducoulombier, Frédéric
;
Goltz, Felix
; …
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 64-76
Persistent link: https://www.econbiz.de/10011685341
Saved in:
191
Lifecycle goal achievement or portfolio volatility reduction?
Dempster, Michael A. H.
;
Kloppers, Dwayne
;
Medova, Elena A.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011685349
Saved in:
192
Risk neglect in equity markets
Baker, Malcolm
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
3
,
pp. 12-25
Persistent link: https://www.econbiz.de/10011685803
Saved in:
193
Balancing on the life cycle : target-date funds need better diversification
Dhillon, Jusvin
;
Ilmanen, Antti
;
Liew, John
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 12-27
Persistent link: https://www.econbiz.de/10011686081
Saved in:
194
The Black-Litterman approach and views from predictive regressions : theory and implementation
Geyer, Alois
;
Lučivjanská, Katarína
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 38-48
Persistent link: https://www.econbiz.de/10011686085
Saved in:
195
Building diversified portfolios that outperform out of sample
López de Prado, Marcos M.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011686097
Saved in:
196
Can we count on accounting fundamentals for industry portfolio allocation?
Lallemand, Justin
;
Strauss, Jack
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 70-87
Persistent link: https://www.econbiz.de/10011686098
Saved in:
197
Factors to assets : mapping factor exposures to asset allocations
Greenberg, David
;
Babu, Abhilash
;
Ang, Andrew
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 18-27
Persistent link: https://www.econbiz.de/10011686666
Saved in:
198
Can the whole be more than the sum of the parts? : bottom-up versus top-down multifactor portfolio construction
Bender, Jennifer
;
Wang, Taie
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 39-50
Persistent link: https://www.econbiz.de/10011686682
Saved in:
199
Flexible indeterminate factor-based asset allocation
Blyth, Stephen
;
Szigety, Mark C.
;
Xia, Jake
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 79-93
Persistent link: https://www.econbiz.de/10011686766
Saved in:
200
Stability-adjusted portfolios
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 113-122
Persistent link: https://www.econbiz.de/10011686781
Saved in:
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