Index by author

Winter 1990; Volume 16,Issue 2

A

  1. Amihud, Yakov

    1. 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

B

  1. Benari, Yoav

    1. 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

  2. Bernstein, Peter L.

    1. 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

  3. Bierman, Harold.

    1. 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

  4. Bodie, Zvi

    1. 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

  5. Burghardt, Galen

    1. 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

D

  1. Dyl, Edward A.

    1. 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

F

  1. Fogler, H. Russell

    1. 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

G

  1. Goodman, Laurie S.

    1. 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

  2. Grant, James L.

    1. 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

H

  1. Holland, Clyde W.

    1. 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

J

  1. Jarrell, Gregg A.

    1. 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

K

  1. Kahn, Ronald N.

    1. 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

L

  1. Lane, Morton

    1. 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

  2. Lochoff, Roland W

    1. 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

M

  1. Mendelson, Haim

    1. 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

  2. Messmore, Thomas E.

    1. 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

  3. Miller, Edward M.

    1. 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

R

  1. Rozeff, Michael S.

    1. 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

S

  1. Schneller, Meir I.

    1. 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

  2. Schwartz, Robert A.

    1. 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

  3. Seguin, Paul J.

    1. 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

  4. Sharpe, William F.

    1. 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

  5. Spiro, Peter S.

    1. 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

T

  1. Tint, Lawrence G.

    1. 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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