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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Winter 1988; Volume 14,Issue 2

Editorial

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    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

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    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
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    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
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    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
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    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
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    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
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    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
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    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
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    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
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    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
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    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
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    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
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    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
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    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
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    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

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    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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The Journal of Portfolio Management
Vol. 14, Issue 2
Winter 1988
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