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Journal of Portfolio Management Product Image

Journal of Portfolio Management

  • Published: August 2014
  • Institutional Investor

Founded by Peter Bernstein in 1974, The Journal of Portfolio Management (JPM) is the definitive source of thought-provoking analysis and practical techniques in institutional investing. It offers cutting-edge research on asset allocation, performance measurement, market trends, risk management, portfolio optimization, and more. Each quarterly issue of JPM features articles by the most renowned researchers and practitioners - including Nobel laureates - whose works define modern portfolio theory.

JPM's articles offer leading-edge theory and practical tools to:

- Track performance, improve returns, and manage risk
- Explore opportunities across a wide range of products
- Put modern portfolio theory into practice

You get four print issues a year plus online access to archived articles.

JPM is ideal for portfolio managers, fund managers, plan sponsors, chief investment officers, investment consultants, financial advisors, research directors, and analysts.

Spring 2012 issue, sample articles:

Institutional-Grade Risk Management Policy: Is It Possible in Practice?

The Surprising Implications of the Lehman Default for Derivatives and Structured Finance

The Death of Diversification Has Been Greatly Exaggerated

Risk On/Risk Off

The Effectiveness of Asset Classes in Hedging Risk

Demystifying Equity Risk–Based Strategies: A Simple Alpha plus Beta Description

Diversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of Underperformance

Asset Owners versus Asset Managers: Agency Costs and Asymmetries of Information in Alternative Assets

What's Wrong with Today's Economics? The Current Crisis Calls for an Approach to Economics Rooted More on Data Than on Rationalit

Analysts' Earnings Forecast, Recommendation, and Target Price Revisions

Naked Short Selling and Market Returns

Quantifying the Variance Risk Premium in VIX Options

Forecasting Yield Curves with Survey Information

Editorial Board

Frank J. Fabozzi, Editor
Peter L. Bernstein, Founding Editor
Kathryn Dixon Jost, Copyeditor

Advisory Board

Carol Alexander
ICMA Center, Business School
The University of Reading

Noël Amenc
EDHEC Risk and Asset
Management Research
Centre

Mark J.P. Anson
Oak Hill Investments

Clifford S. Asness
AQR Capital Management

Turan Bali
McDonough School of Business
Georgetown University

Stan Beckers
BlackRock

Jonathan B. Berk
Stanford University

Richard Bernstein
Richard Bernstein Capital
Management LLC

Marshall Blume
The Wharton School,
University of Pennsylvania,
and Prudent Management
Associates

Gerald W. Buetow, Jr.
BFRC Services, LLC

Stefano Cavaglia
MLC Investment Management

Roger Clarke
Analytic Investors, Inc.

Jim Clayton
Cornerstone Real Estate
Advisors LLC

Francis X. Diebold
University of Pennsylvania

Kevin Dowd
Pensions Institute,
Cass Business School,
City University London

Lev Dynkin
Barclays Capital

Robert Engle
New York University

John Finnerty
Fordham University and
Finnerty Economic Consulting, LLC

Sergio M. Focardi
EDHEC Business School
and The Intertek Group

Russell J. Fuller
Fuller & Thaler Asset Management

Gary L. Gastineau
ETF Consultants, LLC

William J. Goetzmann
Yale University
Laurie S. Goodman
Amherst Securities

Steven P. Greiner
FactSet Research Systems, Inc.

Bruce I. Jacobs
Jacobs Levy Equity
Management Inc.

Brian J. Jacobsen
Wells Fargo Funds Managementl

Robert Johnson
Consultant

Robert Jones
Goldman Sachs Asset
Management

Ronald N. Kahn
BlackRock

Daniel Kahneman
Princeton University

Petter N. Kolm
Courant Institute of
Mathematical Sciences
New York University

Wai Lee
Neuberger Berman

Haim Levy
The Hebrew University

Jim Liew
Alpha Quant Club

Andrew Lo
MIT

Dennis E. Logue
Ledyard National Bank
and Dartmouth College

Francis A. Longstaff
UCLA Anderson School

Lionel Martellini
EDHEC Risk and Management Research
Centre

John Mulvey
Princeton University

Wesley Phoa
The Capital Group Companies

Philippe Priaulet
Natixis and
University of Evry Val d'Essonne

Svetlozar T. Rachev
Stony Brook University
and FinAnalytica

Scott F. Richard
The Wharton School,
University of Pennsylvania

Stephen A. Ross
MIT

Evan Schulman
Upstream Technologies

Laurence B. Siegel
Research Foundation
of CFA Institute

António Baldaque da Silva
Barclays Capital

Eric Sorensen
Panagora Asset Management

Meir Statman
Santa Clara University

Radu Tunaru
University of Kent at Canterbury
M. Barton Waring
Consultant on Investment Policy
and Strategy

Jarrod Wilcox
Wilcox Investments

Guofu Zhou
Washington University

Yu Zhu
China Europe
International Business School

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