【作者(必填)】

【文题(必填)】 Special QES Issue 2016Vol 42, No. 5

【年份(必填)】 2016

【全文链接或数据库名称(选填)】 http://www.iijournals.com/toc/jpm/42/5
1、Clifford S. Asness
INVITED EDITORIAL COMMENTFull AccessThe Siren Song of Factor Timing aka “Smart Beta Timing” aka “Style Timing”Special QES Issue 2016, Vol. 42, No. 5: pp. 1–6
DOI: 10.3905/jpm.2016.42.5.001
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2、David Greenberg, Abhilash Babu, and Andrew AngFactors to Assets: Mapping Factor Exposures to Asset AllocationsNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 18–27
DOI: 10.3905/jpm.2016.42.5.018
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3、Kees Koedijk, Alfred Slager, and Philip Stork
A Trustee Guide to Factor InvestingNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 28–38
DOI: 10.3905/jpm.2016.42.5.028
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4、Jennifer Bender and Taie Wang
Can the Whole Be More Than the Sum of the Parts? Bottom-Up versus Top-Down Multifactor Portfolio ConstructionNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 39–50
DOI: 10.3905/jpm.2016.42.5.039
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5、Terry Marsh and Paul Pfleiderer
Alpha Signals, Smart Betas, and Factor Model AlignmentNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 51–66
DOI: 10.3905/jpm.2016.42.5.051
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6、Robert A. Stubbs and Vishv Jeet
Adjusted Factor-Based Performance AttributionNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 67–78
DOI: 10.3905/jpm.2016.42.5.067
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7、Stephen Blyth, Mark C. Szigety, and Jake Xia
Flexible Indeterminate Factor-Based Asset AllocationNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 79–93
DOI: 10.3905/jpm.2016.42.5.079
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8、Robert F. Engle, Sergio M. Focardi, and Frank J. Fabozzi
Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment ManagementNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 94–106
DOI: 10.3905/jpm.2016.42.5.094
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9、Moshe Levy and Richard Roll
Seeking Alpha? It’s a Bad Guideline for Portfolio OptimizationNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 107–112
DOI: 10.3905/jpm.2016.42.5.107
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10、Mark Kritzman and David Turkington
Stability-Adjusted PortfoliosNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 113–122
DOI: 10.3905/jpm.2016.42.5.113
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11、Pablo D. Azar and Andrew W. Lo
The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter FeedsNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 123–134
DOI: 10.3905/jpm.2016.42.5.123
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12、Joseph A. Cerniglia, Frank J. Fabozzi, and Petter N. Kolm
Best Practices in Research for Quantitative Equity StrategiesNo Access
Special QES Issue 2016, Vol. 42, No. 5: pp. 135–143
DOI: 10.3905/jpm.2016.42.5.135
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