Table of Contents

Winter 1984; Volume 10,Issue 2

B

  1. Barrtes, Tom

    1. A test of fixed-income strategies
      Tom Barrtes, Keith Johnson and Don Shannon
      The Journal of Portfolio Management Winter 1984, 10 (2) 60-65; DOI: https://doi.org/10.3905/jpm.1984.408943

  2. Beedles, William L.

    1. Defensive investing using fundamental data
      John S. Howe and William L. Beedles
      The Journal of Portfolio Management Winter 1984, 10 (2) 14-17; DOI: https://doi.org/10.3905/jpm.1984.408945

  3. Bernstein, Peter L

    1. Do Stock Prices Predict or Respond?
      Peter L Bernstein
      The Journal of Portfolio Management Winter 1984, 10 (2) 4; DOI: https://doi.org/10.3905/jpm.1984.4

  4. Brooks, LeRoy D.

    1. Risk-return characteristics of convertible preferred stock
      LeRoy D. Brooks, Charles E. Edwards and Eurico J. Ferreira
      The Journal of Portfolio Management Winter 1984, 10 (2) 76-78; DOI: https://doi.org/10.3905/jpm.1984.408952

C

  1. Cabanilla, Nathaniel B.

    1. Directly-placed bonds
      Nathaniel B. Cabanilla
      The Journal of Portfolio Management Winter 1984, 10 (2) 72-74; DOI: https://doi.org/10.3905/jpm.1984.408946

  2. Casabona, Patrick A.

    1. How to apply duration to equity analysis
      Patrick A. Casabona, Frank J. Fabozzi and Jack Clark. Francis
      The Journal of Portfolio Management Winter 1984, 10 (2) 52-58; DOI: https://doi.org/10.3905/jpm.1984.408948

E

  1. Edwards, Charles E.

    1. Risk-return characteristics of convertible preferred stock
      LeRoy D. Brooks, Charles E. Edwards and Eurico J. Ferreira
      The Journal of Portfolio Management Winter 1984, 10 (2) 76-78; DOI: https://doi.org/10.3905/jpm.1984.408952

  2. Evnine, Jeremy

    1. Option portfolio risk analysis
      Jeremy Evnine and Andrew Rudd
      The Journal of Portfolio Management Winter 1984, 10 (2) 23-27; DOI: https://doi.org/10.3905/jpm.1984.408950

F

  1. Fabozzi, Frank J.

    1. How to apply duration to equity analysis
      Patrick A. Casabona, Frank J. Fabozzi and Jack Clark. Francis
      The Journal of Portfolio Management Winter 1984, 10 (2) 52-58; DOI: https://doi.org/10.3905/jpm.1984.408948

  2. Ferreira, Eurico J.

    1. Risk-return characteristics of convertible preferred stock
      LeRoy D. Brooks, Charles E. Edwards and Eurico J. Ferreira
      The Journal of Portfolio Management Winter 1984, 10 (2) 76-78; DOI: https://doi.org/10.3905/jpm.1984.408952

  3. Francis, Jack Clark.

    1. How to apply duration to equity analysis
      Patrick A. Casabona, Frank J. Fabozzi and Jack Clark. Francis
      The Journal of Portfolio Management Winter 1984, 10 (2) 52-58; DOI: https://doi.org/10.3905/jpm.1984.408948

H

  1. Howe, John S.

    1. Defensive investing using fundamental data
      John S. Howe and William L. Beedles
      The Journal of Portfolio Management Winter 1984, 10 (2) 14-17; DOI: https://doi.org/10.3905/jpm.1984.408945

J

  1. Johnson, Keith

    1. A test of fixed-income strategies
      Tom Barrtes, Keith Johnson and Don Shannon
      The Journal of Portfolio Management Winter 1984, 10 (2) 60-65; DOI: https://doi.org/10.3905/jpm.1984.408943

  2. Jones, Charles P.

    1. Stock returns and SUEs during the 1970's
      Charles P. Jones, Richard J. Rendleman and Henry A. Latané
      The Journal of Portfolio Management Winter 1984, 10 (2) 18-22; DOI: https://doi.org/10.3905/jpm.1984.408953

K

  1. Kane, Alex

    1. Coins
      Alex Kane
      The Journal of Portfolio Management Winter 1984, 10 (2) 44-51; DOI: https://doi.org/10.3905/jpm.1984.408944

L

  1. Latané, Henry A.

    1. Stock returns and SUEs during the 1970's
      Charles P. Jones, Richard J. Rendleman and Henry A. Latané
      The Journal of Portfolio Management Winter 1984, 10 (2) 18-22; DOI: https://doi.org/10.3905/jpm.1984.408953

M

  1. Mantell, Edmund H.

    1. How to measure expected returns on foreign investments
      Edmund H. Mantell
      The Journal of Portfolio Management Winter 1984, 10 (2) 38-43; DOI: https://doi.org/10.3905/jpm.1984.408949

R

  1. Rendleman, Richard J.

    1. Stock returns and SUEs during the 1970's
      Charles P. Jones, Richard J. Rendleman and Henry A. Latané
      The Journal of Portfolio Management Winter 1984, 10 (2) 18-22; DOI: https://doi.org/10.3905/jpm.1984.408953

  2. Rudd, Andrew

    1. Option portfolio risk analysis
      Jeremy Evnine and Andrew Rudd
      The Journal of Portfolio Management Winter 1984, 10 (2) 23-27; DOI: https://doi.org/10.3905/jpm.1984.408950

  3. Russell Fogler, H.

    1. 20% in Real Estate
      H. Russell Fogler
      The Journal of Portfolio Management Winter 1984, 10 (2) 6-13; DOI: https://doi.org/10.3905/jpm.1984.6

S

  1. Shannon, Don

    1. A test of fixed-income strategies
      Tom Barrtes, Keith Johnson and Don Shannon
      The Journal of Portfolio Management Winter 1984, 10 (2) 60-65; DOI: https://doi.org/10.3905/jpm.1984.408943

  2. Shiller, Robert J.

    1. Theories of aggregate stock price movements
      Robert J. Shiller
      The Journal of Portfolio Management Winter 1984, 10 (2) 28-37; DOI: https://doi.org/10.3905/jpm.1984.408954

  3. Soldofsky, Robert M.

    1. Reply
      Robert M. Soldofsky
      The Journal of Portfolio Management Winter 1984, 10 (2) 79-80; DOI: https://doi.org/10.3905/jpm.1984.408951

  4. Speakes, Jeffrey K.

    1. Fixed-income risk measurement and risk management
      Jeffrey K. Speakes
      The Journal of Portfolio Management Winter 1984, 10 (2) 66-71; DOI: https://doi.org/10.3905/jpm.1984.408947
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