Index by author

Summer 1991; Volume 17,Issue 4

B

  1. Bernstein, Peter L.

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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