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Below is a list of articles published in the most recent issue of the Journal. To view abstracts and articles from our entire archive use our advanced search feature.

Jeffrey Halpern and Jim K. Liew Invited Editorial CommentInstitutional-Grade Risk Management Policy: Is It Possible in Practice?
Spring 2012, Vol. 38, No. 3: pp. 1–2DOI: 10.3905/jpm.2012.38.3.001Abstract | Full Text | PDF

Peter Niculescu Invited Editorial CommentThe Surprising Implications of the Lehman Default for Derivatives and Structured Finance
Spring 2012, Vol. 38, No. 3: pp. 4–5DOI: 10.3905/jpm.2012.38.3.004Abstract | Full Text | PDF

Antti Ilmanen and Jared Kizer The Death of Diversification Has Been Greatly
Exaggerated
Spring 2012, Vol. 38, No. 3: pp. 15–27DOI: 10.3905/jpm.2012.38.3.015Abstract | Full Text | PDF | Buy Article

Wai Lee Risk On/Risk Off
Spring 2012, Vol. 38, No. 3: pp. 28–39DOI: 10.3905/jpm.2012.38.3.028Abstract | Full Text | PDF | Buy Article

Luis Garcia-Feijoo, Gerald R. Jensen, and Robert R. Johnson The Effectiveness of Asset Classes in Hedging Risk
Spring 2012, Vol. 38, No. 3: pp. 40–55DOI: 10.3905/jpm.2012.38.3.040Abstract | Full Text | PDF | Buy Article

Raul Leote de Carvalho, Xiao Lu, and Pierre Moulin Demystifying Equity Risk–Based Strategies:
A Simple Alpha plus Beta Description
Spring 2012, Vol. 38, No. 3: pp. 56–70DOI: 10.3905/jpm.2012.38.3.056Abstract | Full Text | PDF | Buy Article

Noël Amenc, Felix Goltz, Ashish Lodh, and Lionel Martellini Diversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of Underperformance
Spring 2012, Vol. 38, No. 3: pp. 72–88DOI: 10.3905/jpm.2012.38.3.072Abstract | Full Text | PDF | Buy Article

Mark Anson Asset Owners versus Asset Managers: Agency Costs
and Asymmetries of Information in Alternative Assets
Spring 2012, Vol. 38, No. 3: pp. 89–103DOI: 10.3905/jpm.2012.38.3.089Abstract | Full Text | PDF | Buy Article

Sergio M. Focardi and Frank J. Fabozzi What’s Wrong with Today’s Economics? The Current
Crisis Calls for an Approach to Economics Rooted More
on Data Than on Rationality
Spring 2012, Vol. 38, No. 3: pp. 104–119DOI: 10.3905/jpm.2012.38.3.104Abstract | Full Text | PDF | Buy Article

Ronen Feldman, Joshua Livnat, and Yuan Zhang Analysts’ Earnings Forecast, Recommendation,
and Target Price Revisions
Spring 2012, Vol. 38, No. 3: pp. 120–132DOI: 10.3905/jpm.2012.38.3.120Abstract | Full Text | PDF | Buy Article

Thomas J. Boulton and Marcus V. Braga-Alves Naked Short Selling and Market Returns
Spring 2012, Vol. 38, No. 3: pp. 133–142DOI: 10.3905/jpm.2012.38.3.133Abstract | Full Text | PDF | Buy Article

Amir Barnea and Reed HoganQuantifying the Variance Risk Premium in VIX Options
Spring 2012, Vol. 38, No. 3: pp. 143–148DOI: 10.3905/jpm.2012.38.3.143Abstract | Full Text | PDF | Buy Article

Jack Clark Francis and Jian Hua Forecasting Yield Curves with Survey Information
Spring 2012, Vol. 38, No. 3: pp. 149–155DOI: 10.3905/jpm.2012.38.3.149Abstract | Full Text | PDF | Buy Article

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