Table of Contents

Spring 1986; Volume 12,Issue 3

Primary Article

  • How stable are successful strategies?
    Peter L. Bernstein
    The Journal of Portfolio Management Spring 1986, 12 (3) 1-3; DOI: https://doi.org/10.3905/jpm.1986.409059
  • The trouble with performance measurement
    Robert A Ferguson
    The Journal of Portfolio Management Spring 1986, 12 (3) 4-9; DOI: https://doi.org/10.3905/jpm.1986.409053
  • A parable of tulips
    Evan Schulman
    The Journal of Portfolio Management Spring 1986, 12 (3) 10-11; DOI: https://doi.org/10.3905/jpm.1986.409055
  • The market risk of real estate
    Charles Froland, Robert Gorlow and Richard Sampson
    The Journal of Portfolio Management Spring 1986, 12 (3) 12-19; DOI: https://doi.org/10.3905/jpm.1986.409064
  • How to lose at winning strategies
    John O'Hanlon and Charles W. R. Ward
    The Journal of Portfolio Management Spring 1986, 12 (3) 20-23; DOI: https://doi.org/10.3905/jpm.1986.409060
  • Trading bargains in small firms at year-end
    Josef Lakonishok and Seymour Smidt
    The Journal of Portfolio Management Spring 1986, 12 (3) 24-29; DOI: https://doi.org/10.3905/jpm.1986.409054
  • The Relative Importance of Size, P/E, and Neglect
    Richard J. Dowen and W. Scott Bauman
    The Journal of Portfolio Management Spring 1986, 12 (3) 30-34; DOI: https://doi.org/10.3905/jpm.1986.30
  • The Size Anomaly
    Willard T. Carleton and Josef Lakonishok
    The Journal of Portfolio Management Spring 1986, 12 (3) 36-40; DOI: https://doi.org/10.3905/jpm.1986.36
  • Interest rate risk, immunization, and duration
    Kevin J. Maloney and Jess B. Yawitz
    The Journal of Portfolio Management Spring 1986, 12 (3) 41-48; DOI: https://doi.org/10.3905/jpm.1986.409062
  • Bond indexation
    Christina Seix and Ravi Akhoury
    The Journal of Portfolio Management Spring 1986, 12 (3) 50-53; DOI: https://doi.org/10.3905/jpm.1986.409057
  • Another look at barbells versus ladders
    Edward A. Dyl and Stanley A.. Martin
    The Journal of Portfolio Management Spring 1986, 12 (3) 54-59; DOI: https://doi.org/10.3905/jpm.1986.409056
  • Futures and alternative hedge ratio methodologies
    Alden L. Taevs and David P. Jacob
    The Journal of Portfolio Management Spring 1986, 12 (3) 60-70; DOI: https://doi.org/10.3905/jpm.1986.409058
  • Industry influence on pension funding
    Allen Michel and Israel Shaked
    The Journal of Portfolio Management Spring 1986, 12 (3) 71-77; DOI: https://doi.org/10.3905/jpm.1986.409061
  • “Pension funds and the bottom line”
    Robert D. Arnott and Roger G Clarke
    The Journal of Portfolio Management Spring 1986, 12 (3) 78-79; DOI: https://doi.org/10.3905/jpm.1986.409063
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