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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Winter 1990; Volume 16,Issue 2

Primary Article

  • You have access
    How bad were the good old days?
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 1990, 16 (2) 1-2; DOI: https://doi.org/10.3905/jpm.1990.409258
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    Liabilities— A New Approach
    William F. Sharpe and Lawrence G. Tint
    The Journal of Portfolio Management Winter 1990, 16 (2) 5-10; DOI: https://doi.org/10.3905/jpm.1990.409248
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    Optimal asset mix and its link to changing fundamental factors
    Yoav Benari
    The Journal of Portfolio Management Winter 1990, 16 (2) 11-18; DOI: https://doi.org/10.3905/jpm.1990.409249
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    The duration of surplus
    Thomas E. Messmore
    The Journal of Portfolio Management Winter 1990, 16 (2) 19-22; DOI: https://doi.org/10.3905/jpm.1990.409251
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    Efficient frontiers in factor economies
    Meir I. Schneller
    The Journal of Portfolio Management Winter 1990, 16 (2) 23-25; DOI: https://doi.org/10.3905/jpm.1990.409261
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    Common stock management in the 1990s
    H. Russell Fogler
    The Journal of Portfolio Management Winter 1990, 16 (2) 26-35; DOI: https://doi.org/10.3905/jpm.1990.409262
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    The three–phase dividend discount model and the ROPE model
    Michael S. Rozeff
    The Journal of Portfolio Management Winter 1990, 16 (2) 36-42; DOI: https://doi.org/10.3905/jpm.1990.409253
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    Convexity and exceptional return
    Ronald N. Kahn and Roland W Lochoff
    The Journal of Portfolio Management Winter 1990, 16 (2) 43-47; DOI: https://doi.org/10.3905/jpm.1990.409263
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    Inflation, Index–linked bonds, and asset allocation
    Zvi Bodie
    The Journal of Portfolio Management Winter 1990, 16 (2) 48-53; DOI: https://doi.org/10.3905/jpm.1990.409260
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    High–yield default rates
    Laurie S. Goodman
    The Journal of Portfolio Management Winter 1990, 16 (2) 54-59; DOI: https://doi.org/10.3905/jpm.1990.409257
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    Investing in junk bonds
    Harold. Bierman
    The Journal of Portfolio Management Winter 1990, 16 (2) 60-62; DOI: https://doi.org/10.3905/jpm.1990.409247
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    The impact of interest rate changes on stock price volatility
    Peter S. Spiro
    The Journal of Portfolio Management Winter 1990, 16 (2) 63-68; DOI: https://doi.org/10.3905/jpm.1990.409252
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    Stock return volatility during the Crash of 1987
    James L. Grant
    The Journal of Portfolio Management Winter 1990, 16 (2) 69-71; DOI: https://doi.org/10.3905/jpm.1990.409250
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    How to tell if options are cheap
    Galen Burghardt and Morton Lane
    The Journal of Portfolio Management Winter 1990, 16 (2) 72-78; DOI: https://doi.org/10.3905/jpm.1990.409259
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    A proposal to stabilize stock prices
    Gregg A. Jarrell and Paul J. Seguin
    The Journal of Portfolio Management Winter 1990, 16 (2) 79-81; DOI: https://doi.org/10.3905/jpm.1990.409245
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    A proposal to stabilize stock prices
    Robert A. Schwartz
    The Journal of Portfolio Management Winter 1990, 16 (2) 82-84; DOI: https://doi.org/10.3905/jpm.1990.409246
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    Explaining intra–day and overnight price behavior
    Yakov Amihud and Haim Mendelson
    The Journal of Portfolio Management Winter 1990, 16 (2) 85-86; DOI: https://doi.org/10.3905/jpm.1990.409256
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    Explaining intra–day and overnight price behavior
    Edward M. Miller
    The Journal of Portfolio Management Winter 1990, 16 (2) 87; DOI: https://doi.org/10.3905/jpm.1990.409255
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    Why a weekend effect?
    Edward A. Dyl and Clyde W. Holland
    The Journal of Portfolio Management Winter 1990, 16 (2) 88-89; DOI: https://doi.org/10.3905/jpm.1990.409254
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The Journal of Portfolio Management
Vol. 16, Issue 2
Winter 1990
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