Table of Contents

Spring 1988; Volume 14,Issue 3

Editorial

Primary Article

  • The implementation shortfall
    André F. Perold
    The Journal of Portfolio Management Spring 1988, 14 (3) 4-9; DOI: https://doi.org/10.3905/jpm.1988.409150
  • Liquidity and execution costs in equity markets
    Joel Hasbrouck and Robert A. Schwartz
    The Journal of Portfolio Management Spring 1988, 14 (3) 10-16; DOI: https://doi.org/10.3905/jpm.1988.409160
  • The nature and efficiency of the gold market
    Raj Aggarwal and Luc A. Soenen
    The Journal of Portfolio Management Spring 1988, 14 (3) 18-21; DOI: https://doi.org/10.3905/jpm.1988.409152
  • Real estate
    Paul M. Firstenberg, Stephen A. Ross and Randall C. Zisler
    The Journal of Portfolio Management Spring 1988, 14 (3) 22-34; DOI: https://doi.org/10.3905/jpm.1988.409154
  • How to value real estate securities
    Stephen E. Roulac
    The Journal of Portfolio Management Spring 1988, 14 (3) 35-39; DOI: https://doi.org/10.3905/jpm.1988.409157
  • The mechanics of portfolio insurance
    Thomas J. O'Brien
    The Journal of Portfolio Management Spring 1988, 14 (3) 40-47; DOI: https://doi.org/10.3905/jpm.1988.409151
  • Performance of portfolio insurance strategies
    Yu Zhu and Robert C. Kavee
    The Journal of Portfolio Management Spring 1988, 14 (3) 48-54; DOI: https://doi.org/10.3905/jpm.1988.409161
  • The CRISMA trading system
    Stephen W. Pruitt and Richard E. White
    The Journal of Portfolio Management Spring 1988, 14 (3) 55-58; DOI: https://doi.org/10.3905/jpm.1988.409149
  • Capitalizing on the weekend effect
    Sun-Woong Kim
    The Journal of Portfolio Management Spring 1988, 14 (3) 59-63; DOI: https://doi.org/10.3905/jpm.1988.409156
  • A comparison of published betas
    Frank K. Reilly and David J. Wright
    The Journal of Portfolio Management Spring 1988, 14 (3) 64-69; DOI: https://doi.org/10.3905/jpm.1988.409155
  • Using accounting data for portfolio management
    Benzion Barlev, Wanda Denny and Haim Levy
    The Journal of Portfolio Management Spring 1988, 14 (3) 70-77; DOI: https://doi.org/10.3905/jpm.1988.409153
  • Investor growth expectations
    James H. Vander Weide and Willard T. Carleton
    The Journal of Portfolio Management Spring 1988, 14 (3) 78-82; DOI: https://doi.org/10.3905/jpm.1988.409159
  • Investor expectations about callable warrants
    Michael G. Ferri, Scott B. Moore and David C. Schirm
    The Journal of Portfolio Management Spring 1988, 14 (3) 84-86; DOI: https://doi.org/10.3905/jpm.1988.409158
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