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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Winter 1990; Volume 16,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Amihud, Yakov

    1. You have access
      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. You have access
      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. 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
  3. Bierman, Harold.

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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The Journal of Portfolio Management
Vol. 16, Issue 2
Winter 1990
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