Table of Contents

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
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  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