Table of Contents

Winter 1988; Volume 14,Issue 2

Editorial

  • A Sporting Challenge
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 1988, 14 (2) 3; DOI: https://doi.org/10.3905/jpm.1988.3

Primary Article

  • Market overreaction
    Keith C. Brown and W.V. Harlow
    The Journal of Portfolio Management Winter 1988, 14 (2) 6-13; DOI: https://doi.org/10.3905/jpm.1988.409137
  • The effect of volatility on investment returns
    Ralph Kosmicke and Scott D. Opsal
    The Journal of Portfolio Management Winter 1988, 14 (2) 14-19; DOI: https://doi.org/10.3905/jpm.1988.409140
  • Volatility and futures
    Hans R. Stoll and Robert E. Whaley
    The Journal of Portfolio Management Winter 1988, 14 (2) 20-22; DOI: https://doi.org/10.3905/jpm.1988.409144
  • Insurance
    Joanne M. Hill, Anshuman Jain and Robert A.. Wood
    The Journal of Portfolio Management Winter 1988, 14 (2) 23-29; DOI: https://doi.org/10.3905/jpm.1988.409136
  • Short-term stock price patterns
    Scott C. Linn and Larry J. Lockwood
    The Journal of Portfolio Management Winter 1988, 14 (2) 30-34; DOI: https://doi.org/10.3905/jpm.1988.409139
  • The many dimensions of risk
    Wayne H. Wagner
    The Journal of Portfolio Management Winter 1988, 14 (2) 35-39; DOI: https://doi.org/10.3905/jpm.1988.409142
  • How to profit from program trading
    Joseph E. Finnerty and Hun Y. Park
    The Journal of Portfolio Management Winter 1988, 14 (2) 40-46; DOI: https://doi.org/10.3905/jpm.1988.409134
  • An asset allocation paradigm
    Yoav Benari
    The Journal of Portfolio Management Winter 1988, 14 (2) 47-51; DOI: https://doi.org/10.3905/jpm.1988.409146
  • The future for quantitative investment products
    Robert D. Arnott
    The Journal of Portfolio Management Winter 1988, 14 (2) 52-56; DOI: https://doi.org/10.3905/jpm.1988.409141
  • Bond yield spreads revisited
    Chris P. Dialynas
    The Journal of Portfolio Management Winter 1988, 14 (2) 57-62; DOI: https://doi.org/10.3905/jpm.1988.409147
  • Immunized bond portfolios in portfolio protection
    H. Gifford Fong and Eric M. P. Tang
    The Journal of Portfolio Management Winter 1988, 14 (2) 63-68; DOI: https://doi.org/10.3905/jpm.1988.409135
  • Non-infinitesimal rate changes and macaulay duration
    Shantaram P. Hegde and Kenneth P.. Nunn
    The Journal of Portfolio Management Winter 1988, 14 (2) 69-73; DOI: https://doi.org/10.3905/jpm.1988.409145
  • The trouble with performance measurement
    J. D. Jobson and Robert M. Korkie
    The Journal of Portfolio Management Winter 1988, 14 (2) 74-76; DOI: https://doi.org/10.3905/jpm.1988.409143
  • Reply
    Robert A Ferguson
    The Journal of Portfolio Management Winter 1988, 14 (2) 77-78; DOI: https://doi.org/10.3905/jpm.1988.409138

Book Review

  • Book Review
    Robert J.. Salomon
    The Journal of Portfolio Management Winter 1988, 14 (2) 79; DOI: https://doi.org/10.3905/jpm.1988.409148
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