期刊名称：JOURNAL OF PORTFOLIO MANAGEMENT ISSN： 0095-4918 出版频率： Bi-monthly 出版社： PAGEANT MEDIA LTD, ONE LONDON WALL, LONDON, England, EC2Y 5EA   出版社网址： http://www.iijournals.com/DEFAULT.ASP? 期刊网址： http://www.iijournals.com/JPM/default.asp 影响因子： 0.558(2015年) 0.449(2014年) 0.439(2013年) 0.525 (2012年) 0.431(2011年) 主题范畴： BUSINESS, FINANCE 期刊简介(About the journal)    投稿须知(Instructions to Authors)    编辑部信息(Editorial Board)    About the journal Founded by Peter Bernstein in 1974, The Journal of Portfolio Management (JPM) is the definitive source of thought-provoking analysis and practical techniques in institutional investing. It offers cutting-edge research on asset allocation, performance measurement, market trends, risk management, portfolio optimization, and more. Each quarterly issue of JPM features articles by the most renowned researchers and practitioners—including Nobel laureates—whose works define modern portfolio theory. JPM’s articles offer leading-edge theory and practical tools to: Track performance, improve returns, and manage risk Explore opportunities across a wide range of products Put modern portfolio theory into practice You get four print issues a year plus online access to archived articles. JPM is ideal for portfolio managers, fund managers, plan sponsors, chief investment officers, investment consultants, financial advisors, research directors, and analysts. Instructions to Authors Welcome to our online article submission process, via EDITORIAL MANAGER (EM). EM enables you to submit an article electronically by following the guidelines below. If you have any questions, please contact Harry Katz on +1 212-224-3598. Journal Contact The Journal of Portfolio Management Editor: Dr. Frank J. Fabozzi 858 Tower View Circle New Hope, PA 18938 Email: fabozzi321@aol.com Author Guidelines The Institutional Investor Journals place strong emphasis on the literary quality of each Journal's contents. We aim for simple sentences and a minimal number of syllables per word. We agree with Polonius that brevity is the soul of wit. Therefore, we accept articles that exceed 20 double-spaced pages, plus exhibits, in only the most exceptional circumstances. The editors have a passionate and well-known abhorrence of passive sentences as well as a long-standing dislike of extensive summaries of the literature. Lively and succinct introductions and carefully crafted summaries are essential. Follow equations with English translations. Please follow our guidelines in the interests of uniformity, and to accelerate both reviewing and editing for publication. The review process normally takes 6-10 weeks, and we will return to the author for revision any article, including an accepted article, that deviates in large part from these style instructions. Meanwhile, the editors reserve the right to make further changes for clarity and consistency. All submitted manuscripts must be original work that hasn't been submitted for inclusion in another form such as another journal, magazine, website or book chapter. Authors are restricted from submitting their manuscripts elsewhere until an editorial decision on their work has been made. Editorial Manager for Submission of Articles A first-time user of EM must register with his/her contact information and email address, and will receive a notification email with a username and password. This allows entry into the AUTHOR LOGIN. The Author Main Menu offers access to three folders – New Submissions, Revisions, and Decisions (on Submissions). New Submissions allows you to submit a new article, by either entering into EM, or uploading into EM, the following items/files: Article title List of Author(s) Author bio(s), including title, affiliation, mailing address, telephone and fax numbers, and email address. Article Text. Word documents are preferred, though .tex or LaTeX files may be used, as well as pdf files. EM converts all files into pdf files. Exhibits (tables, charts, and graphs). These can be in Excel or Word. Abstract. A brief non-technical summary of the article for the table of contents. References. After attaching the files, you can review a Summary of all the files attached, and add or subtract any files, as needed. Then click on 'Build PDF for my approval'. Your article – with some time delay depending on the size of your files – will appear in the Author Main Menu under 'Submissions waiting for Author's Approval'. Here, you can review, edit or make corrections to your article, or even remove it. After you approve your article, it will be filed in the 'Submissions being Processed', where you can track its progress. You will be notified when the Journal Editor(s) have made a decision on your article. Your article will appear in the Decisions in the Main Menu. Under 'Revisions' in the Author Main Menu, EM allows you to revise or change your article at any time. Copyright At least one author of each article must sign Institutional Investor Inc.'s copyright agreement form—giving us non-exclusive rights to publish the material in all media—prior to publication. Upon acceptance of the article, no further changes are allowed, except with the permission of the editor. If the article has already been accepted by our production department, you must wait until you receive the formatted article pdf, at which time you can fax back marked changes. Style/Format Guidelines We reserve the right to return to an author for reformatting any article accepted for publication that does not conform to these format guidelines. Do not begin your article with a heading such as “Introduction.” Do not number section or subsection headings. Do not asterisk or footnote any authors' names listed as bylines. Footnoting should only begin in the body of the article. Exhibits: Please call any tabular or graphical material Exhibits, numbered in Arabic numbers consecutively in order of appearance in the text. Exhibit Presentation: Please organize and present exhibits consistently throughout an article, because we will print them the way they are presented to us. Exhibits should be created as grayscale, as opposed to color, since the journal is printed in black and white. Please make sure that all categories in an exhibit can be distinguished from each other. Align numbers correctly by decimal points; use the same number of decimal points for the same sorts of numbers; center headings, columns, and numbers correctly; use the same language in successive appearances; identify any bold-faced or italicized entries in exhibits; and provide any source notes necessary. Graphs: Graphs will appear the way you submit them. Please be consistent as to fonts, capitalization, and abbreviations in graphs throughout the article, and label all axes and lines in graphs clearly and absolutely consistently. Equations: Please display called-out equations on separate lines, aligned on the exact same indents as the text paragraphs and with no punctuation following. Number equations consecutively throughout the article in Arabic numbers at the right-hand margin. Leave space around operations signs like plus and minus everywhere. It is preferable if manuscripts containing mathematical equations are submitted in Word, using either Equation Editor or MathType. Reference Citations: In the text, please refer to authors and works as: Smith [2000]. Use brackets for the year, not parentheses. The same is true for references within parentheses, such as: “(see also Smith [2000]).” Endnotes: Please include only material that is not essential to the understanding of an article. If it is essential, it belongs in the text. Authors' bio information appearing in the article will be limited to their titles, current affiliations, and locations. Do not include in endnotes full reference details; these belong in a separate references list (see point 9 below). We will delete non-essential endnotes in the interest of minimizing distraction and enhancing clarity. We also reserve the right to return to an author any article accepted for publication that includes endnotes with embedded reference detail and no separate references list in exchange for preparation of an article with the appropriate endnotes and a separate references list. 9. References: Please list only those articles cited in a separate alphabetical references list at the end of the article. Please follow absolutely the style you see in the journal to which you are submitting an article. We reserve the right to return any accepted article for preparation of a references list according to this style. Reference Style JOURNALS One Author Batlin, Carl A. “Hedging Mortgaged-Backed Securities with Treasury Bond Futures.” Journal of Futures Markets, 7 (1987), pp. 675-693. Repeated Author(s) -. “Hedging Mortgaged-Backed Securities with Treasury Bond Futures.” Journal of Futures Markets, 7 (1987), pp. 675-693. (Use 2-em dashes) More Than One Author Batlin, Carl A., P. Marshall, J. Jones. “Hedging Mortgaged-Backed Securities with Treasury Bond Futures.” Journal of Futures Markets, 7 (1987), pp. 675-693. No Author Given “Hedging Mortgaged-Backed Securities with Treasury Bond Futures.” Journal of Futures Markets, 7 (1987), pp. 675-693. Volume with Issue Number Batlin, Carl A. “Hedging Mortgaged-Backed Securities with Treasury Bond Futures.” Journal of Futures Markets, Vol. 7, No. 4 (1987), pp. 675-693. Issue Number Only Batlin, Carl A. “Hedging Mortgaged-Backed Securities with Treasury Bond Futures.” Journal of Futures Markets, No. 4 (1987), pp. 675-693. Month Given Batlin, Carl A. “Hedging Mortgaged-Backed Securities with Treasury Bond Futures.” Journal of Futures Markets, 7 (May 1987), pp. 675-693 Month and Date Given Batlin, Carl A. “Hedging Mortgaged-Backed Securities with Treasury Bond Futures.” Journal of Futures Markets, 7, May 18, 1987, pp. 675-693. BOOKS With Author Hull, J. Options, Futures, and Other Derivative Securities, 2nd ed. Englewood Cliffs, NJ: Prentice-Hall, 1993. With Editor Only Hull, J., ed. Options, Futures, and Other Derivative Securities, 2nd ed. Englewood Cliffs, NJ: Prentice-Hall, 1993. Without Author Options, Futures, and Other Derivative Securities, 2nd ed. Englewood Cliffs, NJ: Prentice-Hall, 1993. Options, Futures, and Other Derivative Securities. Financial Analysts Research Foundation, December 5, 1993. Sections of Books Breeden, D.T., and M.J. Giarla. “Hedging Interest Rate Risk with Futures, Swaps, and Options.” In F. Fabozzi, ed., The Handbook of Mortgage-Backed Securities, 3rd ed. Chicago: Probus Publishing, 1992, pp. 847-960. BROKERAGE HOUSE INTERNAL PUBLICATIONS Askin, D.J., and S.D. Meyer. “Dollar Rolls: A Low-Cost Financing Technique.” Mortgage-Backed Securities Research, Drexel Burnham Lambert, 1986. WORKING PAPERS Boudoukh, J., M. Richardson, R. Stanton, and R.F. Whitelaw. “Pricing Mortgaged-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach.” Working paper, New York University, 1996. UNPUBLISHED MATERIAL Downs, Alice B. Derivative Securities. Ph.D. dissertation, University of California, Berkeley, 1996. Ross, J.S. International and Cross-Market Risk Management. Master's thesis, Columbia University, New York, 1998. PAPERS READ AT MEETINGS Speth, James D., and P. Davis. The Role of Exchanges and Clearing Systems. Paper presented at symposium, Financial Analysts Today, seventy-fourth annual meeting of the American Financial Analysts Association, Chicago, September 5, 1996. Editorial Board Editor Peter Bernstein, Founding and Consulting Editor, operates an economic consultancy firm and is the author of six books including Against the Gods and Capital Ideas: The Improbable Origins of Modern Wall Street. Frank Fabozzi, Ph.D., CFA, Editor, is a professor in the practice of finance in the School of Management at Yale University and the author of numerous books, particularly on fixed income. Editorial Advisory Board Carol Alexander ICMA Center, Business School, The University of Reading Mark J.P. Anson Nuveen Investments, Inc. Clifford S. Asness AQR Capital Management Stan Beckers KULeuven Richard Bernstein Merrill Lynch Marshall Blume The Wharton School, University of Pennsylvania, and Prudent Management Associates Gerald W. Buetow, Jr. BFRC Services, LLC Stefano Cavaglia UBS Asset Management Roger Clarke Analytic Investors, Inc. Jim Clayton Cornerstone Investment Advisers LLC Francis X. Diebold University of Pennsylvania Kevin Dowd Nottingham University Business School Lev Dynkin Lehman Brothers Charles D. Ellis Greenwich Associates John Finnerty Fordham University and Finnerty Economic Consulting, LLC Sergio M. Focardi The Intertek Group H. Russell Fogler Fogler Research and Management Russell J. Fuller Fuller & Thaler Asset Management James P. Garland The Jeffrey Company Gary L. Gastineau ETF Consultants, LLC William J. Goetzmann Yale University Laurie Goodman UBS James L. Grant JLG Research Helene Harasty Lombard Odier Darier Hentsch & Cie Antti Ilmanen Brevan Howard Asset Management LLP Bruce I. Jacobs Jacobs Levy Equity Management Inc. Ravi Jagannathan Northwestern University Robert Johnson CFA Institute Robert Jones Goldman Sachs Asset Management Ronald Kahn Barclays Global Investors Wai Lee Neuberger Investment Management Haim Levy Hebrew University Andrew Lo MIT Dennis E. Logue Ledyard National Bank and Dartmouth College Lionel Martellini EDHEC Risk and Management Research Center John Mulvey Princeton University Wesley Phoa The Capital Group Companies Richard Roll University of California at Los Angeles; Roll & Ross Asset Management Corp. Stephen A. Ross MIT; Roll & Ross Asset Management Corp. Mark Rubenstein University of California, Berkeley Ronald J. Ryan Ryan ALM Paul Samuelson MIT Evan Schulman Upstream Technologies Laurence B. Siegel The Ford Foundation Bruno Solnick HEC, France Eric Sorensen Panagora Asset Management Meir Statman Santa Clara University Donald Tuttle CFA Institute Barton Waring Barclays Global Investors Jarrod Wilcox Wilcox Investments Guofu Zhou Washington University Yu Zhu China Europe International Business School