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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

Summer 1991; Volume 17,Issue 4
  • 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

B

  1. Bernstein, Peter L.

    1. 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
  2. Bulmash, Samuel B.

    1. You have access
      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

C

  1. Corgel, >John B.

    1. You have access
      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

D

  1. D'mello, James P.

    1. You have access
      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

F

  1. Fong, H. Gifford

    1. You have access
      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
  2. Franks, Edward Carr

    1. 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

G

  1. Grileves, Robin

    1. You have access
      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

H

  1. Harriff, Richard B.

    1. You have access
      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
  2. Hauser, Shmuel

    1. You have access
      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

K

  1. Kamath, Ravindra

    1. You have access
      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
  2. Khaksari, Shahriar

    1. You have access
      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
  3. Kogelman, Stanley

    1. You have access
      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

L

  1. Leibowitz, Martin L.

    1. You have access
      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
  2. Levy, Azriel

    1. You have access
      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

M

  1. McMeekin, Gordon C.

    1. You have access
      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

O

  1. Oliphant, Michael L.

    1. You have access
      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

R

  1. Roberts, R. Blaine

    1. You have access
      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

S

  1. Schwert, G. William

    1. You have access
      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
  2. Sortino, Frank A.

    1. You have access
      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

T

  1. Tierney, David E.

    1. You have access
      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
  2. Trippi, Robert R.

    1. You have access
      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
  3. Trivoli, George William.

    1. You have access
      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
  4. Twark, Allan

    1. You have access
      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

V

  1. van der Meer, Robert

    1. You have access
      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
  2. Vasicek, Oldrich A.

    1. You have access
      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

W

  1. Winchell, Michael L.

    1. You have access
      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
  2. Winston, Kenneth J

    1. You have access
      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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The Journal of Portfolio Management
Vol. 17, Issue 4
Summer 1991
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