Issue Title: 
Highwire: apath: 
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Highwire: atom_id: 
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Highwire: cpath: 
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/content/vol44/issue3
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Highwire: jcode: 
iijpormgmt
Highwire: pisa_id: 
iijpormgmt;44/3
Highwire: pisa_master: 
iijpormgmt;44/3
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Jan 24, 2018
First Page: 
1
Issue Number: 
3
Last Page: 
131
Print Publication Date: 
Jan 31, 2018
Slug: 
3
Volume Number: 
44
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:12:{i:0;a:6:{s:7:"heading";s:56:"INVITED EDITORIAL COMMENT: Taking Stationarity Seriously";s:9:"header-id";s:50:"INVITEDEDITORIALCOMMENTTakingStationaritySeriously";s:11:"groupingkey";s:56:"INVITED EDITORIAL COMMENT: Taking Stationarity Seriously";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijpormgmt/44/3/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:134:"Regime Shifts in Excess Stock Return Predictability: <em xmlns="http://www.w3.org/1999/xhtml">An Out-of-Sample Portfolio Analysis</em>";s:9:"header-id";s:77:"RegimeShiftsinExcessStockReturnPredictabilityAnOut-of-SamplePortfolioAnalysis";s:11:"groupingkey";s:88:"Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/44/3/10.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:52:"Timing versus Sizing Skill in the Investment Process";s:9:"header-id";s:45:"TimingversusSizingSkillintheInvestmentProcess";s:11:"groupingkey";s:52:"Timing versus Sizing Skill in the Investment Process";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/44/3/25.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:35:"Low Volatility Needs Little Trading";s:9:"header-id";s:31:"LowVolatilityNeedsLittleTrading";s:11:"groupingkey";s:35:"Low Volatility Needs Little Trading";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/44/3/33.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:117:"Improving U.S. Stock Return Forecasts: <em xmlns="http://www.w3.org/1999/xhtml">A “Fair-Value” CAPE Approach</em>";s:9:"header-id";s:56:"ImprovingU.S.StockReturnForecastsAFair-ValueCAPEApproach";s:11:"groupingkey";s:71:"Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/44/3/43.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:27:"Active Risk-Based Investing";s:9:"header-id";s:25:"ActiveRisk-BasedInvesting";s:11:"groupingkey";s:27:"Active Risk-Based Investing";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/44/3/56.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:135:"Generalized Performance Measures: <em xmlns="http://www.w3.org/1999/xhtml">Optimal Overweighing of Fees Relative to Sample Returns</em>";s:9:"header-id";s:78:"GeneralizedPerformanceMeasuresOptimalOverweighingofFeesRelativetoSampleReturns";s:11:"groupingkey";s:89:"Generalized Performance Measures: Optimal Overweighing of Fees Relative to Sample Returns";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/44/3/66.atom";}s:6:"parent";b:0;}i:7;a:6:{s:7:"heading";s:28:"Behavioral Efficient Markets";s:9:"header-id";s:26:"BehavioralEfficientMarkets";s:11:"groupingkey";s:28:"Behavioral Efficient Markets";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/44/3/76.atom";}s:6:"parent";b:0;}i:8;a:6:{s:7:"heading";s:59:"The Impact of Market Conditions on Active Equity Management";s:9:"header-id";s:51:"TheImpactofMarketConditionsonActiveEquityManagement";s:11:"groupingkey";s:59:"The Impact of Market Conditions on Active Equity Management";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:24:"/iijpormgmt/44/3/89.atom";}s:6:"parent";b:0;}i:9;a:6:{s:7:"heading";s:113:"Donuts: <em xmlns="http://www.w3.org/1999/xhtml">A Picture of Optimization Applied to Fundamental Portfolios</em>";s:9:"header-id";s:58:"DonutsAPictureofOptimizationAppliedtoFundamentalPortfolios";s:11:"groupingkey";s:67:"Donuts: A Picture of Optimization Applied to Fundamental Portfolios";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:25:"/iijpormgmt/44/3/103.atom";}s:6:"parent";b:0;}i:10;a:6:{s:7:"heading";s:40:"A Case for Tail-Risk-Based Sharpe Ratios";s:9:"header-id";s:35:"ACaseforTail-Risk-BasedSharpeRatios";s:11:"groupingkey";s:40:"A Case for Tail-Risk-Based Sharpe Ratios";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:25:"/iijpormgmt/44/3/114.atom";}s:6:"parent";b:0;}i:11;a:6:{s:7:"heading";s:152:"The Periodic Treasury Exchange: <em xmlns="http://www.w3.org/1999/xhtml">A Proposal to Increase the Depth and Liquidity of the U.S. Treasury Market</em>";s:9:"header-id";s:89:"ThePeriodicTreasuryExchangeAProposaltoIncreasetheDepthandLiquidityoftheU.S.TreasuryMarket";s:11:"groupingkey";s:106:"The Periodic Treasury Exchange: A Proposal to Increase the Depth and Liquidity of the U.S. Treasury Market";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:25:"/iijpormgmt/44/3/126.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Winter 2018
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
0095-4918
Electronic ISSN: 
2168-8656
Highwire Alternate Title: 
The Journal of Portfolio Management: 44 (3)
Last load event: 
Thursday, May 10, 2018 - 03:28