Index by author

Primary Article

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  The pros and the cons

  Peter L. Bernstein

  The Journal of Portfolio Management Winter 1986, 12 (2) 1-3; DOI: https://doi.org/10.3905/jpm.1986.409050
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  How to combine active management with index funds

  Richard A. Brealey

  The Journal of Portfolio Management Winter 1986, 12 (2) 4-10; DOI: https://doi.org/10.3905/jpm.1986.409037
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  “You can't fool all of the people all of the time”

  Jeremy Grantham

  The Journal of Portfolio Management Winter 1986, 12 (2) 11-15; DOI: https://doi.org/10.3905/jpm.1986.409051
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  How to detect skill in management performance

  Mark Kritzman

  The Journal of Portfolio Management Winter 1986, 12 (2) 16-20; DOI: https://doi.org/10.3905/jpm.1986.409038
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  Latané's bequest

  Richard W. McEnally

  The Journal of Portfolio Management Winter 1986, 12 (2) 21-30; DOI: https://doi.org/10.3905/jpm.1986.409047
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  A purposeful stride down Wall Street

  Robert F. Vandell and Robert Parrino

  The Journal of Portfolio Management Winter 1986, 12 (2) 31-39; DOI: https://doi.org/10.3905/jpm.1986.409040
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  Mutual fund strategies for IRA investors

  Richard R. Simonds

  The Journal of Portfolio Management Winter 1986, 12 (2) 40-43; DOI: https://doi.org/10.3905/jpm.1986.409049
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  Exchange risk surprises in international portfolios

  Michael Adler and David Simon

  The Journal of Portfolio Management Winter 1986, 12 (2) 44-53; DOI: https://doi.org/10.3905/jpm.1986.409044
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  Dividend yields and the January effect

  Donald B. Keim

  The Journal of Portfolio Management Winter 1986, 12 (2) 54-60; DOI: https://doi.org/10.3905/jpm.1986.409042
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  How to profit from intradaily stock returns

  Lawrence Harris

  The Journal of Portfolio Management Winter 1986, 12 (2) 61-64; DOI: https://doi.org/10.3905/jpm.1986.409046
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  Limited information as a source of risk

  Christopher B. Barry and Stephen J. Brown

  The Journal of Portfolio Management Winter 1986, 12 (2) 66-72; DOI: https://doi.org/10.3905/jpm.1986.409052
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  Managing cash flow risks in stock index futures

  Bruce D. Fielitz and Gerald D. Gay

  The Journal of Portfolio Management Winter 1986, 12 (2) 74-78; DOI: https://doi.org/10.3905/jpm.1986.409048
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  Dividend yields are equity risk premiums

  Lewis D. Johnson

  The Journal of Portfolio Management Winter 1986, 12 (2) 81-83; DOI: https://doi.org/10.3905/jpm.1986.409043
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  How to measure fixed-income performance correctly

  Brain A. Kennedy

  The Journal of Portfolio Management Winter 1986, 12 (2) 84-86; DOI: https://doi.org/10.3905/jpm.1986.409045
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  How to measure fixed-income performance correctly

  Anthony F. Lotruglio

  The Journal of Portfolio Management Winter 1986, 12 (2) 87-88; DOI: https://doi.org/10.3905/jpm.1986.409039