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Below is a list of the most recent articles published. These include articles from the Journal of
Wealth Management Published on July 24th 2008. To view abstracts and articles from our entire archive use our advanced search feature.

Frank J. Fabozzi and Sergio M. Focardi Editorial Comment Diversification: Should We Be Diversifying Trends?
Summer 2010, Vol. 36, No. 4: pp. 1–4DOI: 10.3905/jpm.2010.36.4.001Abstract | Full Text | PDF

Don Ezra and Geoffrey J. Warren Invited Editorial Comment When Should Investors Consider an Alternative to Passive Investing?
Summer 2010, Vol. 36, No. 4: pp. 5–6DOI: 10.3905/jpm.2010.36.4.005Abstract | Full Text | PDF

Robert A. Jarrow Active Portfolio Management and Positive Alphas: Fact or Fantasy?
Summer 2010, Vol. 36, No. 4: pp. 17–22DOI: 10.3905/jpm.2010.36.4.017Abstract | Full Text | PDF | Buy Article

Richard Grinold Signal Weighting
Summer 2010, Vol. 36, No. 4: pp. 24–34DOI: 10.3905/jpm.2010.36.4.024Abstract | Full Text | PDF | Buy Article

Russell J. Fuller , Bing Han , and Yining Tung Thinking about Indices and “Passive” versus Active Management
Summer 2010, Vol. 36, No. 4: pp. 35–47DOI: 10.3905/jpm.2010.36.4.035Abstract | Full Text | PDF | Buy Article

Robert A. Stubbs and Dieter Vandenbussche Constraint Attribution
Summer 2010, Vol. 36, No. 4: pp. 48–59DOI: 10.3905/jpm.2010.36.4.048Abstract | Full Text | PDF | Buy Article

Sébastien Maillard , Thierry Roncalli , and Jérôme Teïletche The Properties of Equally Weighted Risk Contribution Portfolios
Summer 2010, Vol. 36, No. 4: pp. 60–70DOI: 10.3905/jpm.2010.36.4.060Abstract | Full Text | PDF | Buy Article

Eric H. Sorensen and Sanjoy Ghosh Rewarding Fundamentals
Summer 2010, Vol. 36, No. 4: pp. 71–76DOI: 10.3905/jpm.2010.36.4.071Abstract | Full Text | PDF | Buy Article

Jack Clark Francis , Christopher Hessel , Jun Wang , and Ge Zhang Portfolios Weighted by Repurchase and Total Payout
Summer 2010, Vol. 36, No. 4: pp. 77–83DOI: 10.3905/jpm.2010.36.4.077Abstract | Full Text | PDF | Buy Article

Bennett W. Golub and Conan C. Crum Reflections on Buy-Side Risk Management After (or Between) the Storms
Summer 2010, Vol. 36, No. 4: pp. 84–92DOI: 10.3905/jpm.2010.36.4.084Abstract | Full Text | PDF | Buy Article

Robert Levine , Eve Drucker , and Steven Rosenthal The Problems and Challenges of High-Yield Bond Benchmarking
Summer 2010, Vol. 36, No. 4: pp. 93–98DOI: 10.3905/jpm.2010.36.4.093Abstract | Full Text | PDF | Buy Article

Karen Sterling and Martin Fridson Market-Based Default Rate Forecasting
Summer 2010, Vol. 36, No. 4: pp. 99–106DOI: 10.3905/jpm.2010.36.4.099Abstract | Full Text | PDF | Buy Article

Bradford Cornell Warren Buffett, Black–Scholes, and the Valuation of Long-Dated Options
Summer 2010, Vol. 36, No. 4: pp. 107–111DOI: 10.3905/jpm.2010.36.4.107Abstract | Full Text | PDF | Buy Article

William N. Goetzmann , John Griswold , and Yung-Fang (Ayung) Tseng Educational Endowments in Crises
Summer 2010, Vol. 36, No. 4: pp. 112–123DOI: 10.3905/jpm.2010.36.4.112Abstract | Full Text | PDF | Buy Article

Xuelong Zhou , Adam Litke , and Michael Mclaughlin A Style-Based Market Risk Model for Hedge Fund Portfolios
Summer 2010, Vol. 36, No. 4: pp. 124–131DOI: 10.3905/jpm.2010.36.4.124Abstract | Full Text | PDF | Buy Article

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Editorial Comment (356) Frank J. Fabozzi, Sergio M. Focardi
Active Portfolio Management and Positive Alphas: Fact or Fantasy? (270) Robert A. Jarrow
Invited Editorial Comment (262) Don Ezra, Geoffrey J. Warren
Signal Weighting (233) Richard Grinold
Thinking about Indices and “Passive” versus Active Management (172) Russell J. Fuller, Bing Han, Yining Tung
The Properties of Equally Weighted Risk Contribution Portfolios (170) Sébastien Maillard, Thierry Roncalli, Jérôme Teïletche

View All

Asset allocation (38) William F Sharpe
The Sharpe Ratio (29) William F Sharpe
A Mean/Variance Analysis of Tracking Error (21) Richard Roll
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (20) Vijay Kumar Chopra, William T Ziemba
Do Hedge Funds Hedge? (20) Clifford S Asness, Robert J Krail, John M Liew
Persuasive evidence of market inefficiency (19) Barr Rosenberg, Kenneth Reid, Ronald Lanstein

The Volokh Conspiracy - Peter Bernstein, Risk-Management Pioneer ...
In 1974, as Wall Street was suffering its worst market decline since 1929, Mr. Bernstein co-founded the Journal of Portfolio…
Toward the Design of Better Equity Benchmarks
Journal of Portfolio Management, Vol. 4, No. 2 (1998), pp. 74–82. Grinold, R.C. “Are Benchmark Portfolios Efficient?” Journal of Portfolio…
Going Negative: What to Do with Negative Book Equity Stocks: The ...
Journal of Portfolio Management, 29 (2003), pp. 101–112.Abstract; Brown, S.Goetzmann W.,Grinblatt M.. “Positive Portfolio Factors.” Working Paper No. F-57, Yale…
Diversification Performance and Stress-Betas: The Journal of ...
Journal of Portfolio Management, Spring 2007a. Leibowitz, Martin L., and Anthony Bova. “Stress Betas and Correlation Tightening.” Portfolio Analysis Note,…
Global Tactical Cross-Asset Allocation: Applying Value and ...
Journal of Portfolio Management, Vol. 25, No. 4 (2002), pp. 100–111. Lee, W. Theory and Methodology of Tactical Asset Allocation.…

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