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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

Spring 1990; Volume 16,Issue 3

Editorial

  • You have access
    Of Keynes, Copernicus, Markowitz, and Harvard
    Peter L. Bernstein
    The Journal of Portfolio Management Spring 1990, 16 (3) 1; DOI: https://doi.org/10.3905/jpm.1990.1

Primary Article

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    Asset allocation could be dangerous to your health
    Paul A. Samuelson
    The Journal of Portfolio Management Spring 1990, 16 (3) 5-8; DOI: https://doi.org/10.3905/jpm.1990.409278
  • You have access
    Diversifying among asset allocators
    Roger G. Clarke, Michael T. FitzGerald, Philip Berent and Meir Statman
    The Journal of Portfolio Management Spring 1990, 16 (3) 9-14; DOI: https://doi.org/10.3905/jpm.1990.409266
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    A simple portfolio revision strategy for achieving prespecified target returns
    Edward Carr. Franks
    The Journal of Portfolio Management Spring 1990, 16 (3) 15-20; DOI: https://doi.org/10.3905/jpm.1990.409276
  • You have access
    Diversification and time
    Wayne Y. Lee
    The Journal of Portfolio Management Spring 1990, 16 (3) 21-26; DOI: https://doi.org/10.3905/jpm.1990.409265
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    Change in dividend yield and portfolio volatility
    John S. Brush and Anthony Spare
    The Journal of Portfolio Management Spring 1990, 16 (3) 27-32; DOI: https://doi.org/10.3905/jpm.1990.409274
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    Portfolio performance, managerial ownership, and the size effect
    George P. Tsetsekos and Richard A. DeFusco
    The Journal of Portfolio Management Spring 1990, 16 (3) 33-39; DOI: https://doi.org/10.3905/jpm.1990.409270
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    A simplified approach to bond portfolio management
    Kenneth S. "Nicholas". Choie
    The Journal of Portfolio Management Spring 1990, 16 (3) 40-45; DOI: https://doi.org/10.3905/jpm.1990.409277
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    Spread duration
    Martin L. Leibowitz, William S. Krasker and Ardavan Nozari
    The Journal of Portfolio Management Spring 1990, 16 (3) 46-53; DOI: https://doi.org/10.3905/jpm.1990.409272
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    Takeovers, corporate governance, and stock ownership
    Bevis Longstreth
    The Journal of Portfolio Management Spring 1990, 16 (3) 54-59; DOI: https://doi.org/10.3905/jpm.1990.409273
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    The overreaction hypothesis, firm size, and stock market seasonality
    Glenn N. Pettengill and Bradford D. Jordan
    The Journal of Portfolio Management Spring 1990, 16 (3) 60-64; DOI: https://doi.org/10.3905/jpm.1990.409264
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    Liquidity and the 1987 stock market crash
    Yakov Amihud, Haim Mendelson and Robert A. Wood
    The Journal of Portfolio Management Spring 1990, 16 (3) 65-69; DOI: https://doi.org/10.3905/jpm.1990.409268
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    A commercial mortgage performance index
    Mark P. Snyderman
    The Journal of Portfolio Management Spring 1990, 16 (3) 70-73; DOI: https://doi.org/10.3905/jpm.1990.409275
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    Minimum–variance hedging with futures revisited
    Mark G. Castelino
    The Journal of Portfolio Management Spring 1990, 16 (3) 74-80; DOI: https://doi.org/10.3905/jpm.1990.409269
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    Security analysis and portfolio management
    Richard B. Carter and Howard E. Van Auken
    The Journal of Portfolio Management Spring 1990, 16 (3) 81-85; DOI: https://doi.org/10.3905/jpm.1990.409271
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    Let the facts speak for themselves
    Evan Schulman
    The Journal of Portfolio Management Spring 1990, 16 (3) 86; DOI: https://doi.org/10.3905/jpm.1990.409267
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The Journal of Portfolio Management
Vol. 16, Issue 3
Spring 1990
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