Index by author
Summer 1991; Volume 17,Issue 4
B
Bernstein, Peter L.
- You have accessCholesterol, Bonds, and RationalityPeter L. BernsteinThe Journal of Portfolio Management Summer 1991, 17 (4) 1; DOI: https://doi.org/10.3905/jpm.17.4.1
Bulmash, Samuel B.
- You have accessTime–lagged interactions between stocks prices and selected economic variablesSamuel B. Bulmash and George William. TrivoliThe Journal of Portfolio Management Summer 1991, 17 (4) 61-67; DOI: https://doi.org/10.3905/jpm.1991.409351
C
Corgel, >John B.
- You have accessOne or more commingled real estate funds?>John B. Corgel and Michael L. OliphantThe Journal of Portfolio Management Summer 1991, 17 (4) 69-72; DOI: https://doi.org/10.3905/jpm.1991.409369
D
D'mello, James P.
- You have accessModel indexationAllan Twark and James P. D'melloThe Journal of Portfolio Management Summer 1991, 17 (4) 37-40; DOI: https://doi.org/10.3905/jpm.1991.409347
F
Fong, H. Gifford
- You have accessFixed–income volatility managementH. Gifford Fong and Oldrich A. VasicekThe Journal of Portfolio Management Summer 1991, 17 (4) 41-46; DOI: https://doi.org/10.3905/jpm.1991.409345
Franks, Edward Carr
- You have accessA short–run target return strategy for achieving long–run target returnsEdward Carr FranksThe Journal of Portfolio Management Summer 1991, 17 (4) 14-18; DOI: https://doi.org/10.3905/jpm.1991.409341
G
Grileves, Robin
- You have accessA new approach to determining optimum portfolio mixShahriar Khaksari, Ravindra Kamath and Robin GrilevesThe Journal of Portfolio Management Summer 1991, 17 (4) 82-83; DOI: https://doi.org/10.3905/jpm.1991.409340
H
Harriff, Richard B.
- You have accessDynamic asset allocation rulesRobert R. Trippi and Richard B. HarriffThe Journal of Portfolio Management Summer 1991, 17 (4) 19-26; DOI: https://doi.org/10.3905/jpm.1991.409344
Hauser, Shmuel
- You have accessOptimal forward coverage of international fixed–income portfoliosShmuel Hauser and Azriel LevyThe Journal of Portfolio Management Summer 1991, 17 (4) 54-59; DOI: https://doi.org/10.3905/jpm.1991.409348
K
Kamath, Ravindra
- You have accessA new approach to determining optimum portfolio mixShahriar Khaksari, Ravindra Kamath and Robin GrilevesThe Journal of Portfolio Management Summer 1991, 17 (4) 82-83; DOI: https://doi.org/10.3905/jpm.1991.409340
Khaksari, Shahriar
- You have accessA new approach to determining optimum portfolio mixShahriar Khaksari, Ravindra Kamath and Robin GrilevesThe Journal of Portfolio Management Summer 1991, 17 (4) 82-83; DOI: https://doi.org/10.3905/jpm.1991.409340
Kogelman, Stanley
- You have accessReturn enchancement from “foreign” assetsMartin L. Leibowitz and Stanley KogelmanThe Journal of Portfolio Management Summer 1991, 17 (4) 5-13; DOI: https://doi.org/10.3905/jpm.1991.409349
L
Leibowitz, Martin L.
- You have accessReturn enchancement from “foreign” assetsMartin L. Leibowitz and Stanley KogelmanThe Journal of Portfolio Management Summer 1991, 17 (4) 5-13; DOI: https://doi.org/10.3905/jpm.1991.409349
Levy, Azriel
- You have accessOptimal forward coverage of international fixed–income portfoliosShmuel Hauser and Azriel LevyThe Journal of Portfolio Management Summer 1991, 17 (4) 54-59; DOI: https://doi.org/10.3905/jpm.1991.409348
M
McMeekin, Gordon C.
- You have accessA new approach to determining optimum portfolio mixGordon C. McMeekinThe Journal of Portfolio Management Summer 1991, 17 (4) 79-81; DOI: https://doi.org/10.3905/jpm.1991.409374
O
Oliphant, Michael L.
- You have accessOne or more commingled real estate funds?>John B. Corgel and Michael L. OliphantThe Journal of Portfolio Management Summer 1991, 17 (4) 69-72; DOI: https://doi.org/10.3905/jpm.1991.409369
R
Roberts, R. Blaine
- You have accessBenchmarks for stochastic modelsR. Blaine Roberts and Michael L. WinchellThe Journal of Portfolio Management Summer 1991, 17 (4) 47-53; DOI: https://doi.org/10.3905/jpm.1991.409342
S
Schwert, G. William
- You have accessReview of Market Volatility by Robert J ShillerG. William SchwertThe Journal of Portfolio Management Summer 1991, 17 (4) 74-78; DOI: https://doi.org/10.3905/jpm.1991.409350
Sortino, Frank A.
- You have accessDownside riskFrank A. Sortino and Robert van der MeerThe Journal of Portfolio Management Summer 1991, 17 (4) 27-31; DOI: https://doi.org/10.3905/jpm.1991.409343
T
Tierney, David E.
- You have accessUsing generic benchmarks to present manager stylesDavid E. Tierney and Kenneth J WinstonThe Journal of Portfolio Management Summer 1991, 17 (4) 33-36; DOI: https://doi.org/10.3905/jpm.1991.409359
Trippi, Robert R.
- You have accessDynamic asset allocation rulesRobert R. Trippi and Richard B. HarriffThe Journal of Portfolio Management Summer 1991, 17 (4) 19-26; DOI: https://doi.org/10.3905/jpm.1991.409344
Trivoli, George William.
- You have accessTime–lagged interactions between stocks prices and selected economic variablesSamuel B. Bulmash and George William. TrivoliThe Journal of Portfolio Management Summer 1991, 17 (4) 61-67; DOI: https://doi.org/10.3905/jpm.1991.409351
Twark, Allan
- You have accessModel indexationAllan Twark and James P. D'melloThe Journal of Portfolio Management Summer 1991, 17 (4) 37-40; DOI: https://doi.org/10.3905/jpm.1991.409347
V
van der Meer, Robert
- You have accessDownside riskFrank A. Sortino and Robert van der MeerThe Journal of Portfolio Management Summer 1991, 17 (4) 27-31; DOI: https://doi.org/10.3905/jpm.1991.409343
Vasicek, Oldrich A.
- You have accessFixed–income volatility managementH. Gifford Fong and Oldrich A. VasicekThe Journal of Portfolio Management Summer 1991, 17 (4) 41-46; DOI: https://doi.org/10.3905/jpm.1991.409345
W
Winchell, Michael L.
- You have accessBenchmarks for stochastic modelsR. Blaine Roberts and Michael L. WinchellThe Journal of Portfolio Management Summer 1991, 17 (4) 47-53; DOI: https://doi.org/10.3905/jpm.1991.409342
Winston, Kenneth J
- You have accessUsing generic benchmarks to present manager stylesDavid E. Tierney and Kenneth J WinstonThe Journal of Portfolio Management Summer 1991, 17 (4) 33-36; DOI: https://doi.org/10.3905/jpm.1991.409359