Table of Contents

Primary Article

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  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