Issue Title: 
Highwire: apath: 
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Highwire: atom_id: 
tag:iijpormgmt@highwire.org,2017-08-10:43/4
Highwire: cpath: 
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Highwire: pisa_id: 
iijpormgmt;43/4
Highwire: pisa_master: 
iijpormgmt;43/4
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Jul 31, 2017
First Page: 
1
Issue Number: 
4
Last Page: 
159
Print Publication Date: 
Jul 31, 2017
Slug: 
4
Volume Number: 
43
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:13:{i:0;a:6:{s:7:"heading";s:59:"INVITED EDITORIAL COMMENT: The State of Research in Finance";s:9:"header-id";s:50:"INVITEDEDITORIALCOMMENTTheStateofResearchinFinance";s:11:"groupingkey";s:59:"INVITED EDITORIAL COMMENT: The State of Research in Finance";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijpormgmt/43/4/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:59:"INVITED EDITORIAL COMMENT: Finance as an Industrial Science";s:9:"header-id";s:51:"INVITEDEDITORIALCOMMENTFinanceasanIndustrialScience";s:11:"groupingkey";s:59:"INVITED EDITORIAL COMMENT: Finance as an Industrial Science";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijpormgmt/43/4/5.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:112:"Two Types of Factors: <em xmlns="http://www.w3.org/1999/xhtml">A Return Decomposition for Factor Portfolios</em>";s:9:"header-id";s:56:"TwoTypesofFactorsAReturnDecompositionforFactorPortfolios";s:11:"groupingkey";s:66:"Two Types of Factors: A Return Decomposition for Factor Portfolios";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/43/4/17.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:61:"Does Past Performance Matter in Investment Manager Selection?";s:9:"header-id";s:53:"DoesPastPerformanceMatterinInvestmentManagerSelection";s:11:"groupingkey";s:61:"Does Past Performance Matter in Investment Manager Selection?";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/43/4/33.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:73:"The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine";s:9:"header-id";s:60:"TheLow-VolatilityAnomalyInterestRatesandtheCanaryinaCoalMine";s:11:"groupingkey";s:73:"The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/43/4/44.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:124:"Man vs. Machine: <em xmlns="http://www.w3.org/1999/xhtml">Comparing Discretionary and Systematic Hedge Fund Performance</em>";s:9:"header-id";s:68:"Manvs.MachineComparingDiscretionaryandSystematicHedgeFundPerformance";s:11:"groupingkey";s:78:"Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/43/4/55.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:184:"Decomposing Funding-Ratio Risk: <em xmlns="http://www.w3.org/1999/xhtml">Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures</em>";s:9:"header-id";s:120:"DecomposingFunding-RatioRiskProvidingPensionFundswithKeyInsightsintoTheirLiabilitiesHedgeMismatchandOtherFactorExposures";s:11:"groupingkey";s:138:"Decomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/43/4/71.atom";}s:6:"parent";b:0;}i:7;a:6:{s:7:"heading";s:55:"The Impact on Stock Returns of Crowding by Mutual Funds";s:9:"header-id";s:46:"TheImpactonStockReturnsofCrowdingbyMutualFunds";s:11:"groupingkey";s:55:"The Impact on Stock Returns of Crowding by Mutual Funds";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/43/4/87.atom";}s:6:"parent";b:0;}i:8;a:6:{s:7:"heading";s:40:"Revising Equity Valuation with Tail Risk";s:9:"header-id";s:35:"RevisingEquityValuationwithTailRisk";s:11:"groupingkey";s:40:"Revising Equity Valuation with Tail Risk";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:25:"/iijpormgmt/43/4/100.atom";}s:6:"parent";b:0;}i:9;a:6:{s:7:"heading";s:96:"The Diversification Delta: <em xmlns="http://www.w3.org/1999/xhtml">A Different Perspective</em>";s:9:"header-id";s:44:"TheDiversificationDeltaADifferentPerspective";s:11:"groupingkey";s:50:"The Diversification Delta: A Different Perspective";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:25:"/iijpormgmt/43/4/112.atom";}s:6:"parent";b:0;}i:10;a:6:{s:7:"heading";s:55:"Contagious Investor Sentiment and International Markets";s:9:"header-id";s:50:"ContagiousInvestorSentimentandInternationalMarkets";s:11:"groupingkey";s:55:"Contagious Investor Sentiment and International Markets";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:25:"/iijpormgmt/43/4/125.atom";}s:6:"parent";b:0;}i:11;a:6:{s:7:"heading";s:69:"IPOs: <em xmlns="http://www.w3.org/1999/xhtml">The Third Year On</em>";s:9:"header-id";s:18:"IPOsTheThirdYearOn";s:11:"groupingkey";s:23:"IPOs: The Third Year On";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:25:"/iijpormgmt/43/4/137.atom";}s:6:"parent";b:0;}i:12;a:6:{s:7:"heading";s:108:"Popularity versus Profitability: <em xmlns="http://www.w3.org/1999/xhtml">Evidence from Bollinger Bands</em>";s:9:"header-id";s:55:"PopularityversusProfitabilityEvidencefromBollingerBands";s:11:"groupingkey";s:62:"Popularity versus Profitability: Evidence from Bollinger Bands";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:25:"/iijpormgmt/43/4/152.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Summer 2017
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
0095-4918
Electronic ISSN: 
2168-8656
Highwire Alternate Title: 
The Journal of Portfolio Management: 43 (4)
Last load event: 
Thursday, November 30, 2017 - 21:28