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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Fall 1984; Volume 11,Issue 1

Editorial

  • You have access
    From the Old Decade to the New
    Peter L. Bernstein
    The Journal of Portfolio Management Fall 1984, 11 (1) 1; DOI: https://doi.org/10.3905/jpm.1984.1

Primary Article

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    Surprising the smoothies
    Peter L. Bernstein
    The Journal of Portfolio Management Fall 1984, 11 (1) 7-11; DOI: https://doi.org/10.3905/jpm.1984.408987
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    The “two beta” trap
    Harry M. Markowitz
    The Journal of Portfolio Management Fall 1984, 11 (1) 12-20; DOI: https://doi.org/10.3905/jpm.1984.408976
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    Factor models, CAPMs,and the ABT
    William F. Sharpe
    The Journal of Portfolio Management Fall 1984, 11 (1) 21-25; DOI: https://doi.org/10.3905/jpm.1984.408982
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    A mean-variance approach to fundamental valuations
    James Tobin
    The Journal of Portfolio Management Fall 1984, 11 (1) 26-32; DOI: https://doi.org/10.3905/jpm.1984.408978
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    A new paradigm for Portfolio risk
    Robert H. Jeffrey
    The Journal of Portfolio Management Fall 1984, 11 (1) 33-40; DOI: https://doi.org/10.3905/jpm.1984.408990
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    The contradiction between Keynes and the EMH
    Ralph Kosmicke
    The Journal of Portfolio Management Fall 1984, 11 (1) 41-43; DOI: https://doi.org/10.3905/jpm.1984.408989
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    Prediction of common stock investment risk
    Barr Rosenberg
    The Journal of Portfolio Management Fall 1984, 11 (1) 44-53; DOI: https://doi.org/10.3905/jpm.1984.408984
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    Reply to Dhrymes
    Stephen A. Ross
    The Journal of Portfolio Management Fall 1984, 11 (1) 54-56; DOI: https://doi.org/10.3905/jpm.1984.408985
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    Risk and return for longterm securities
    Robert M. Soldofsky
    The Journal of Portfolio Management Fall 1984, 11 (1) 57-64; DOI: https://doi.org/10.3905/jpm.1984.408986
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    Dividend yields are equity risk premiums
    Michael S. Rozeff
    The Journal of Portfolio Management Fall 1984, 11 (1) 68-75; DOI: https://doi.org/10.3905/jpm.1984.408980
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    The Coffee Can portfolio
    Robert G. Kirby
    The Journal of Portfolio Management Fall 1984, 11 (1) 76-80; DOI: https://doi.org/10.3905/jpm.1984.408988
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    A new beta incorporating analysts' forecasts
    Steven Carvell and Paul Strebel
    The Journal of Portfolio Management Fall 1984, 11 (1) 81-85; DOI: https://doi.org/10.3905/jpm.1984.408979
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    The use of “alphas” to improve performance
    Marshall E. Blume
    The Journal of Portfolio Management Fall 1984, 11 (1) 86-92; DOI: https://doi.org/10.3905/jpm.1984.408977
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    Horizon matching
    Martin L. Leibowitz, Thomas E. Klaffky, Steven Mandel and Alfred Weinberger
    The Journal of Portfolio Management Fall 1984, 11 (1) 93-96; DOI: https://doi.org/10.3905/jpm.1984.408983
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    Duration as a link between yield and value
    Guilford C. Babcock
    The Journal of Portfolio Management Fall 1984, 11 (1) 97-98; DOI: https://doi.org/10.3905/jpm.1984.408981
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The Journal of Portfolio Management
Vol. 11, Issue 1
Fall 1984
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