Index by author

Winter 1988; Volume 14,Issue 2

A

  1. Arnott, Robert D.

    1. 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

B

  1. Benari, Yoav

    1. 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

  2. Bernstein, Peter L.

    1. 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

  3. Brown, Keith C.

    1. 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

D

  1. Dialynas, Chris P.

    1. 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

F

  1. Ferguson, Robert A

    1. Reply
      Robert A Ferguson
      The Journal of Portfolio Management Winter 1988, 14 (2) 77-78; DOI: https://doi.org/10.3905/jpm.1988.409138

  2. Finnerty, Joseph E.

    1. 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

  3. Fong, H. Gifford

    1. 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

H

  1. Harlow, W.V.

    1. 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

  2. Hegde, Shantaram P.

    1. 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

  3. Hill, Joanne M.

    1. 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

J

  1. Jain, Anshuman

    1. 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

  2. Jobson, J. D.

    1. 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

K

  1. Korkie, Robert M.

    1. 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

  2. Kosmicke, Ralph

    1. 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

L

  1. Linn, Scott C.

    1. 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

  2. Lockwood, Larry J.

    1. 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

N

  1. Nunn, Kenneth P..

    1. 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

O

  1. Opsal, Scott D.

    1. 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

P

  1. Park, Hun Y.

    1. 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

S

  1. Salomon, Robert J..

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

  2. Stoll, Hans R.

    1. 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

T

  1. Tang, Eric M. P.

    1. 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

W

  1. Wagner, Wayne H.

    1. 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

  2. Whaley, Robert E.

    1. 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

  3. Wood, Robert A..

    1. 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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