Table of Contents

Summer 1989; Volume 15,Issue 4

B

  1. Bernstein, Peter L.

    1. 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

  2. Bierwag, Gerald O.

    1. 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

  3. Bleiberg, Steven

    1. 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

E

  1. Ellis, M. E.

    1. 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

F

  1. Finnerty, John D.

    1. 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

G

  1. Geiger, Marshall A.

    1. 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

  2. Gultekin, N. Bulent

    1. 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

H

  1. Hakanoglu, Erol

    1. 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

J

  1. Jones, Robert C.

    1. 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

  2. Jorion, Philippe

    1. 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

K

  1. Kaufman, George G.

    1. 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

  2. Keran, Michael W.

    1. 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

  3. Kirch, David

    1. 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

  4. Kopprasch, Robert W

    1. 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

L

  1. Lakonishok, Josef

    1. 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

  2. Latta, Cynthia M.

    1. 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

M

  1. Ma, Christopher K.

    1. 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

  2. Miller, Edward M.

    1. 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

P

  1. Pruitt, Stephen W.

    1. 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

R

  1. Roberts, Gordon S.

    1. 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

  2. Rogalski, Richard J.

    1. 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

  3. Roman, Emmanuel

    1. 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

S

  1. Saulnier, Raymond J.

    1. 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

  2. Smidt, Seymour

    1. 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

  3. Solt, Michael E.

    1. 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

  4. Statman, Meir

    1. 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

W

  1. Walker, Joe

    1. 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

  2. White, Richard E.

    1. 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
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