Index by author

Primary Article

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  The judgment of economic science on rational portfolio management

  Paul A. Samuelson

  The Journal of Portfolio Management Fall 1989, 16 (1) 4-12; DOI: https://doi.org/10.3905/jpm.1989.409238
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  Whose company is it, anyway?

  Robert G. Kirby

  The Journal of Portfolio Management Fall 1989, 16 (1) 13-18; DOI: https://doi.org/10.3905/jpm.1989.409243
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  The complexity of the stock market

  Bruce I. Jacobs and Kenneth N. Levy

  The Journal of Portfolio Management Fall 1989, 16 (1) 19-27; DOI: https://doi.org/10.3905/jpm.1989.409244
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  Forecasting factor returns

  Robert D. Arnott, Charles M. Kelso, Stephan Kiscadden and Rosemary Macedo

  The Journal of Portfolio Management Fall 1989, 16 (1) 28-35; DOI: https://doi.org/10.3905/jpm.1989.409231
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  The anatomy of a sltock market forecast

  William S. Gray

  The Journal of Portfolio Management Fall 1989, 16 (1) 36-44; DOI: https://doi.org/10.3905/jpm.1989.409237
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  Investment rules, margin, and market volatility

  Gew-rae Kim and Harry M. Markowitz

  The Journal of Portfolio Management Fall 1989, 16 (1) 45-52; DOI: https://doi.org/10.3905/jpm.1989.409233
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  Who put the mania in tulipmania?

  Peter M. Garber

  The Journal of Portfolio Management Fall 1989, 16 (1) 53-60; DOI: https://doi.org/10.3905/jpm.1989.409242
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  Shortfall risk and the asset allocation decision

  Martin L. Leibowitz and Terence C. Langetieg

  The Journal of Portfolio Management Fall 1989, 16 (1) 61-68; DOI: https://doi.org/10.3905/jpm.1989.409236
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  The persistence of investment risk

  Keith P. Ambachtsheer

  The Journal of Portfolio Management Fall 1989, 16 (1) 69-71; DOI: https://doi.org/10.3905/jpm.1989.409240
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  Pension management in the context of corporate risk management

  Robert A. Haugen

  The Journal of Portfolio Management Fall 1989, 16 (1) 72-78; DOI: https://doi.org/10.3905/jpm.1989.409234
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  Global factors

  Richard C Grinold, Andrew Rudd and Dan Stefek

  The Journal of Portfolio Management Fall 1989, 16 (1) 79-88; DOI: https://doi.org/10.3905/jpm.1989.409232
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  The Mochiai effect

  Jack McDonald

  The Journal of Portfolio Management Fall 1989, 16 (1) 90-94; DOI: https://doi.org/10.3905/jpm.1989.409239
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  Serial dependence in, currency returns

  Mark Kritzman

  The Journal of Portfolio Management Fall 1989, 16 (1) 96-102; DOI: https://doi.org/10.3905/jpm.1989.409235
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  Applying the Black–Scholes model after large market shocks

  Haim Levy and James A. Yoder

  The Journal of Portfolio Management Fall 1989, 16 (1) 103-106; DOI: https://doi.org/10.3905/jpm.1989.409230
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  TIPP:Insurance without complexity

  Kenneth S. "Nicholas". Choie and Eric J. Seff

  The Journal of Portfolio Management Fall 1989, 16 (1) 107-108; DOI: https://doi.org/10.3905/jpm.1989.409241