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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Summer 1989; Volume 15,Issue 4

Editorial

  • You have access
    Who Pays the Pensions?
    Peter L. Bernstein
    The Journal of Portfolio Management Summer 1989, 15 (4) 2; DOI: https://doi.org/10.3905/jpm.1989.2

Primary Article

  • You have access
    Life among the Finan
    Joe Walker
    The Journal of Portfolio Management Summer 1989, 15 (4) 5-9; DOI: https://doi.org/10.3905/jpm.1989.409228
  • You have access
    Explaining intra-day and overnight price behavior
    Edward M. Miller
    The Journal of Portfolio Management Summer 1989, 15 (4) 10-16; DOI: https://doi.org/10.3905/jpm.1989.409218
  • You have access
    Past price changes and current trading volume
    Josef Lakonishok and Seymour Smidt
    The Journal of Portfolio Management Summer 1989, 15 (4) 18-24; DOI: https://doi.org/10.3905/jpm.1989.409223
  • You have access
    How little we know
    Steven Bleiberg
    The Journal of Portfolio Management Summer 1989, 15 (4) 26-31; DOI: https://doi.org/10.3905/jpm.1989.409229
  • You have access
    Group rotation from the bottom up
    Robert C. Jones
    The Journal of Portfolio Management Summer 1989, 15 (4) 32-38; DOI: https://doi.org/10.3905/jpm.1989.409220
  • You have access
    Good companies, bad stocks
    Michael E. Solt and Meir Statman
    The Journal of Portfolio Management Summer 1989, 15 (4) 39-44; DOI: https://doi.org/10.3905/jpm.1989.409219
  • You have access
    Selecting industries as inflation hedges
    Christopher K. Ma and M. E. Ellis
    The Journal of Portfolio Management Summer 1989, 15 (4) 45-48; DOI: https://doi.org/10.3905/jpm.1989.409224
  • You have access
    Asset allocation with hedged and unhedged foreign stocks and bonds
    Philippe Jorion
    The Journal of Portfolio Management Summer 1989, 15 (4) 49-54; DOI: https://doi.org/10.3905/jpm.1989.409221
  • You have access
    Exchange-traded options and CRISMA trading
    Stephen W. Pruitt and Richard E. White
    The Journal of Portfolio Management Summer 1989, 15 (4) 55-56; DOI: https://doi.org/10.3905/jpm.1989.409217
  • You have access
    Constant proportion portfolio insurance for fixed-income investment
    Erol Hakanoglu, Robert W Kopprasch and Emmanuel Roman
    The Journal of Portfolio Management Summer 1989, 15 (4) 58-66; DOI: https://doi.org/10.3905/jpm.1989.409214
  • You have access
    Measuring the duration of a floating-rate bond
    John D. Finnerty
    The Journal of Portfolio Management Summer 1989, 15 (4) 67-72; DOI: https://doi.org/10.3905/jpm.1989.409222
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    The supply-side miracle
    Michael W. Keran
    The Journal of Portfolio Management Summer 1989, 15 (4) 73-77; DOI: https://doi.org/10.3905/jpm.1989.409226
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    The President's Economic Report
    Raymond J. Saulnier
    The Journal of Portfolio Management Summer 1989, 15 (4) 78-79; DOI: https://doi.org/10.3905/jpm.1989.409225
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    What does “total return” really mean? A comment
    Marshall A. Geiger and David Kirch
    The Journal of Portfolio Management Summer 1989, 15 (4) 80-81; DOI: https://doi.org/10.3905/jpm.1989.409227
  • You have access
    Duration as a measure of basis risk
    Gerald O. Bierwag, George G. Kaufman, Cynthia M. Latta and Gordon S. Roberts
    The Journal of Portfolio Management Summer 1989, 15 (4) 82-85; DOI: https://doi.org/10.3905/jpm.1989.409215
  • You have access
    Duration as a measure of basis risk
    N. Bulent Gultekin and Richard J. Rogalski
    The Journal of Portfolio Management Summer 1989, 15 (4) 86-87; DOI: https://doi.org/10.3905/jpm.1989.409216
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The Journal of Portfolio Management
Vol. 15, Issue 4
Summer 1989
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