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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

Summer 1991; Volume 17,Issue 4

Editorial

  • You have access
    Cholesterol, Bonds, and Rationality
    Peter L. Bernstein
    The Journal of Portfolio Management Summer 1991, 17 (4) 1; DOI: https://doi.org/10.3905/jpm.17.4.1

Primary Article

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    Return enchancement from “foreign” assets
    Martin L. Leibowitz and Stanley Kogelman
    The Journal of Portfolio Management Summer 1991, 17 (4) 5-13; DOI: https://doi.org/10.3905/jpm.1991.409349
  • You have access
    A short–run target return strategy for achieving long–run target returns
    Edward Carr Franks
    The Journal of Portfolio Management Summer 1991, 17 (4) 14-18; DOI: https://doi.org/10.3905/jpm.1991.409341
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    Dynamic asset allocation rules
    Robert R. Trippi and Richard B. Harriff
    The Journal of Portfolio Management Summer 1991, 17 (4) 19-26; DOI: https://doi.org/10.3905/jpm.1991.409344
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    Downside risk
    Frank A. Sortino and Robert van der Meer
    The Journal of Portfolio Management Summer 1991, 17 (4) 27-31; DOI: https://doi.org/10.3905/jpm.1991.409343
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    Using generic benchmarks to present manager styles
    David E. Tierney and Kenneth J Winston
    The Journal of Portfolio Management Summer 1991, 17 (4) 33-36; DOI: https://doi.org/10.3905/jpm.1991.409359
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    Model indexation
    Allan Twark and James P. D'mello
    The Journal of Portfolio Management Summer 1991, 17 (4) 37-40; DOI: https://doi.org/10.3905/jpm.1991.409347
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    Fixed–income volatility management
    H. Gifford Fong and Oldrich A. Vasicek
    The Journal of Portfolio Management Summer 1991, 17 (4) 41-46; DOI: https://doi.org/10.3905/jpm.1991.409345
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    Benchmarks for stochastic models
    R. Blaine Roberts and Michael L. Winchell
    The Journal of Portfolio Management Summer 1991, 17 (4) 47-53; DOI: https://doi.org/10.3905/jpm.1991.409342
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    Optimal forward coverage of international fixed–income portfolios
    Shmuel Hauser and Azriel Levy
    The Journal of Portfolio Management Summer 1991, 17 (4) 54-59; DOI: https://doi.org/10.3905/jpm.1991.409348
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    Time–lagged interactions between stocks prices and selected economic variables
    Samuel B. Bulmash and George William. Trivoli
    The Journal of Portfolio Management Summer 1991, 17 (4) 61-67; DOI: https://doi.org/10.3905/jpm.1991.409351
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    One or more commingled real estate funds?
    >John B. Corgel and Michael L. Oliphant
    The Journal of Portfolio Management Summer 1991, 17 (4) 69-72; DOI: https://doi.org/10.3905/jpm.1991.409369
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    Review of Market Volatility by Robert J Shiller
    G. William Schwert
    The Journal of Portfolio Management Summer 1991, 17 (4) 74-78; DOI: https://doi.org/10.3905/jpm.1991.409350
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    A new approach to determining optimum portfolio mix
    Gordon C. McMeekin
    The Journal of Portfolio Management Summer 1991, 17 (4) 79-81; DOI: https://doi.org/10.3905/jpm.1991.409374
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    A new approach to determining optimum portfolio mix
    Shahriar Khaksari, Ravindra Kamath and Robin Grileves
    The Journal of Portfolio Management Summer 1991, 17 (4) 82-83; DOI: https://doi.org/10.3905/jpm.1991.409340
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The Journal of Portfolio Management
Vol. 17, Issue 4
Summer 1991
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