A Style-Based Market Risk Model for Hedge Fund Portfolios

JOURNAL ARTICLE published 31 July 2010 in The Journal of Portfolio Management

Authors: Xuelong Zhou | Adam Litke | Michael Mclaughlin

Mortgage Flows and Commercial Property Price Cycles

JOURNAL ARTICLE published 30 September 2011 in The Journal of Portfolio Management

Authors: Jim Clayton | Liang Peng

INVITED EDITORIAL COMMENT

JOURNAL ARTICLE published 31 January 2013 in The Journal of Portfolio Management

Authors: Vineer Bhansali

Assessing the Impact of Real Estate on Target Date Fund Performance

JOURNAL ARTICLE published 30 September 2013 in The Journal of Portfolio Management

Authors: Dave Esrig | Susan Kolasa | Luigi Cerreta

The Long-Term Performance of EquityInvestment Strategies and the Correlation Trap

JOURNAL ARTICLE published 31 July 2014 in The Journal of Portfolio Management

Authors: Daniele Lamponi

The Big ETF Charade

JOURNAL ARTICLE published 31 January 2015 in The Journal of Portfolio Management

Authors: Brian Jacobsen

EDITORIAL COMMENTS

JOURNAL ARTICLE published 31 May 2016 in The Journal of Portfolio Management

Authors: François Cocquemas | Robert E. Whaley

Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics

JOURNAL ARTICLE published 31 January 2012 in The Journal of Portfolio Management

Authors: Peter Cauwels | Didier Sornette

The Intriguing Case of KMP and KMR

JOURNAL ARTICLE published 30 April 2011 in The Journal of Portfolio Management

Authors: Bradford Cornell

Tactical Allocation by Credit Quality

JOURNAL ARTICLE published 31 October 2011 in The Journal of Portfolio Management

Authors: Martin Fridson | Camille Mcleod-Salmon

A Hybrid Approach to Combining CART and Logistic Regression for Stock Ranking

JOURNAL ARTICLE published 31 October 2011 in The Journal of Portfolio Management

Authors: Min Zhu | David Philpotts | Ross Sparks | Maxwell J. Stevenson

Principal–Agent Issues in Real Estate Funds and Joint Ventures

JOURNAL ARTICLE published 30 September 2015 in The Journal of Portfolio Management

Authors: Joseph L. Pagliari

European CMBS Pricing:Bond, Mortgage, and Real Estate Characteristics

JOURNAL ARTICLE published 30 September 2011 in The Journal of Portfolio Management

Authors: Gianluca Marcato | Giovanni Alberto Tira

Reflections on Buy-Side Risk Management After (or Between) the Storms

JOURNAL ARTICLE published 31 July 2010 in The Journal of Portfolio Management

Authors: Bennett W. Golub | Conan C. Crum

Securitization and the Supply Cycle:Evidence fromthe REIT Market

JOURNAL ARTICLE published 30 September 2013 in The Journal of Portfolio Management

Authors: Frank Packer | Timothy Riddiough | Jimmy Shek

A Closer Look at Co-Movements in Global Office Rents

JOURNAL ARTICLE published 30 September 2013 in The Journal of Portfolio Management

Authors: Luciana Suran

Flexible Indeterminate Factor-Based Asset Allocation

JOURNAL ARTICLE published 31 July 2016 in The Journal of Portfolio Management

Authors: Stephen Blyth | Mark C. Szigety | Jake Xia

INVITED EDITORIAL

JOURNAL ARTICLE published 30 April 2015 in The Journal of Portfolio Management

Authors: Erik Feyen

International Diversification: The Weighting is the Hardest Part

JOURNAL ARTICLE published 31 October 2015 in The Journal of Portfolio Management

Authors: Charles Braymen | Robert R. Johnson

Labor Conditions and Future Capital Market Performance

JOURNAL ARTICLE published 31 October 2016 in The Journal of Portfolio Management

Authors: Rob Arnott | Feifei Li | Xi Liu