Table of Contents

Fall 1988; Volume 15,Issue 1

B

  1. Benari, Yoav

    1. A bond market timing model
      Yoav Benari
      The Journal of Portfolio Management Fall 1988, 15 (1) 45-48; DOI: https://doi.org/10.3905/jpm.1988.409175

  2. Bernstein, Peter L

    1. How Speculative was the Bull Market?
      Peter L Bernstein
      The Journal of Portfolio Management Fall 1988, 15 (1) 1; DOI: https://doi.org/10.3905/jpm.15.1.1

  3. Bierman, Harold

    1. The Dow Jones Industrials
      Harold Bierman
      The Journal of Portfolio Management Fall 1988, 15 (1) 58-63; DOI: https://doi.org/10.3905/jpm.1988.409185

  4. Bierwag, Gerald O.

    1. Duration models
      Gerald O. Bierwag, George G. Kaufman and Cynthia M. Latta
      The Journal of Portfolio Management Fall 1988, 15 (1) 50-54; DOI: https://doi.org/10.3905/jpm.1988.409180

  5. Billingsley, Randall S.

    1. Put—call ratios and market timing effectiveness
      Randall S. Billingsley and Don M. Chance
      The Journal of Portfolio Management Fall 1988, 15 (1) 25-28; DOI: https://doi.org/10.3905/jpm.1988.409184

  6. Bird, Ron

    1. A stop loss approach to portfolio insurance
      Ron Bird, Davis Dennis and Mark Tippett
      The Journal of Portfolio Management Fall 1988, 15 (1) 35-40; DOI: https://doi.org/10.3905/jpm.1988.409178

  7. Block, Stanley B.

    1. How much do bank trust departments use derivatives?
      Stanley B. Block and Timothy J. Gallagher
      The Journal of Portfolio Management Fall 1988, 15 (1) 12-15; DOI: https://doi.org/10.3905/jpm.1988.409182

C

  1. Chance, Don M.

    1. Put—call ratios and market timing effectiveness
      Randall S. Billingsley and Don M. Chance
      The Journal of Portfolio Management Fall 1988, 15 (1) 25-28; DOI: https://doi.org/10.3905/jpm.1988.409184

  2. Chang, Eric C.

    1. Does the market reward risk in non-January months?
      Eric C. Chang and J. Michael Pinegar
      The Journal of Portfolio Management Fall 1988, 15 (1) 55-57; DOI: https://doi.org/10.3905/jpm.1988.409179

D

  1. Dennis, Davis

    1. A stop loss approach to portfolio insurance
      Ron Bird, Davis Dennis and Mark Tippett
      The Journal of Portfolio Management Fall 1988, 15 (1) 35-40; DOI: https://doi.org/10.3905/jpm.1988.409178

F

  1. Frost, Peter A.

    1. For better performance
      Peter A. Frost and James E. Savarino
      The Journal of Portfolio Management Fall 1988, 15 (1) 29-34; DOI: https://doi.org/10.3905/jpm.1988.409181

G

  1. Gallagher, Timothy J.

    1. How much do bank trust departments use derivatives?
      Stanley B. Block and Timothy J. Gallagher
      The Journal of Portfolio Management Fall 1988, 15 (1) 12-15; DOI: https://doi.org/10.3905/jpm.1988.409182

H

  1. Hartzell, David J.

    1. A look at real estate duration
      David J. Hartzell, David G. Shulman, Terence C. Langetieg and Martin L. Leibowitz
      The Journal of Portfolio Management Fall 1988, 15 (1) 16-24; DOI: https://doi.org/10.3905/jpm.1988.409176

K

  1. Kaufman, George G.

    1. Duration models
      Gerald O. Bierwag, George G. Kaufman and Cynthia M. Latta
      The Journal of Portfolio Management Fall 1988, 15 (1) 50-54; DOI: https://doi.org/10.3905/jpm.1988.409180

  2. Kawaller, Ira G.

    1. Managing cash flow risk in stock index futures
      Ira G. Kawaller and Timothy W. Koch
      The Journal of Portfolio Management Fall 1988, 15 (1) 41-44; DOI: https://doi.org/10.3905/jpm.1988.409183

  3. Koch, Timothy W.

    1. Managing cash flow risk in stock index futures
      Ira G. Kawaller and Timothy W. Koch
      The Journal of Portfolio Management Fall 1988, 15 (1) 41-44; DOI: https://doi.org/10.3905/jpm.1988.409183

L

  1. Langetieg, Terence C.

    1. A look at real estate duration
      David J. Hartzell, David G. Shulman, Terence C. Langetieg and Martin L. Leibowitz
      The Journal of Portfolio Management Fall 1988, 15 (1) 16-24; DOI: https://doi.org/10.3905/jpm.1988.409176

  2. Latta, Cynthia M.

    1. Duration models
      Gerald O. Bierwag, George G. Kaufman and Cynthia M. Latta
      The Journal of Portfolio Management Fall 1988, 15 (1) 50-54; DOI: https://doi.org/10.3905/jpm.1988.409180

  3. Leibowitz, Martin L.

    1. A look at real estate duration
      David J. Hartzell, David G. Shulman, Terence C. Langetieg and Martin L. Leibowitz
      The Journal of Portfolio Management Fall 1988, 15 (1) 16-24; DOI: https://doi.org/10.3905/jpm.1988.409176

P

  1. Pinegar, J. Michael

    1. Does the market reward risk in non-January months?
      Eric C. Chang and J. Michael Pinegar
      The Journal of Portfolio Management Fall 1988, 15 (1) 55-57; DOI: https://doi.org/10.3905/jpm.1988.409179

S

  1. Savarino, James E.

    1. For better performance
      Peter A. Frost and James E. Savarino
      The Journal of Portfolio Management Fall 1988, 15 (1) 29-34; DOI: https://doi.org/10.3905/jpm.1988.409181

  2. Schwartz, Robert A.

    1. A proposal to stabilize stock prices
      Robert A. Schwartz
      The Journal of Portfolio Management Fall 1988, 15 (1) 4-11; DOI: https://doi.org/10.3905/jpm.1988.409177

  3. Shulman, David G.

    1. A look at real estate duration
      David J. Hartzell, David G. Shulman, Terence C. Langetieg and Martin L. Leibowitz
      The Journal of Portfolio Management Fall 1988, 15 (1) 16-24; DOI: https://doi.org/10.3905/jpm.1988.409176

T

  1. Tippett, Mark

    1. A stop loss approach to portfolio insurance
      Ron Bird, Davis Dennis and Mark Tippett
      The Journal of Portfolio Management Fall 1988, 15 (1) 35-40; DOI: https://doi.org/10.3905/jpm.1988.409178
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