Table of Contents

Fall 1991; Volume 18,Issue 1

A

  1. Allen, Gregory C.

    1. Performance attribution for global equity portfolios
      Gregory C. Allen
      The Journal of Portfolio Management Fall 1991, 18 (1) 59-65; DOI: https://doi.org/10.3905/jpm.1991.409387

B

  1. Bernstein, Peter L.

    1. Euphemisms and Truth
      Peter L. Bernstein
      The Journal of Portfolio Management Fall 1991, 18 (1) 1; DOI: https://doi.org/10.3905/jpm.18.1.1

  2. Bernstein, Richard

    1. The equity “yield curve”
      Richard Bernstein and Bernard V Tew
      The Journal of Portfolio Management Fall 1991, 18 (1) 35-39; DOI: https://doi.org/10.3905/jpm.1991.409389

  3. Bogle, John C.

    1. Investing in the 199Os
      John C. Bogle
      The Journal of Portfolio Management Fall 1991, 18 (1) 88-91; DOI: https://doi.org/10.3905/jpm.1991.409386

C

  1. Christopherson, Jon A.

    1. Volatility and predictability of manager alpha
      Jon A. Christopherson and Andrew L. Turner
      The Journal of Portfolio Management Fall 1991, 18 (1) 5-12; DOI: https://doi.org/10.3905/jpm.1991.409388

E

  1. Edwards, Mark

    1. The five Ws and an H
      Mark Edwards and Wayne H. Wagner
      The Journal of Portfolio Management Fall 1991, 18 (1) 20-22; DOI: https://doi.org/10.3905/jpm.1991.409390

G

  1. Gould, F.J.

    1. Thoughts about the future of implementable indexing without cap-weights
      F.J. Gould
      The Journal of Portfolio Management Fall 1991, 18 (1) 24-26; DOI: https://doi.org/10.3905/jpm.1991.409391

K

  1. Kahn, Ronald N.

    1. Bond performance analysis
      Ronald N. Kahn
      The Journal of Portfolio Management Fall 1991, 18 (1) 40-47; DOI: https://doi.org/10.3905/jpm.1991.409382

  2. Keppler, A. Michael

    1. Further evidence on the predictability of international equity returns
      A. Michael Keppler
      The Journal of Portfolio Management Fall 1991, 18 (1) 48-53; DOI: https://doi.org/10.3905/jpm.1991.409385

M

  1. Mann, Steven V.

    1. Bid-ask spreads, NYSE specialists, and NASD dealers
      Steven V. Mann and Robert W. Seijas
      The Journal of Portfolio Management Fall 1991, 18 (1) 54-58; DOI: https://doi.org/10.3905/jpm.1991.409381

  2. Miller, Edward M.

    1. Arbitrage pricing theory
      Edward M. Miller
      The Journal of Portfolio Management Fall 1991, 18 (1) 72-76; DOI: https://doi.org/10.3905/jpm.1991.409392

R

  1. Rubinstein, Mark

    1. Continuously rebalanced investment strategies
      Mark Rubinstein
      The Journal of Portfolio Management Fall 1991, 18 (1) 78-81; DOI: https://doi.org/10.3905/jpm.1991.409384

S

  1. Seijas, Robert W.

    1. Bid-ask spreads, NYSE specialists, and NASD dealers
      Steven V. Mann and Robert W. Seijas
      The Journal of Portfolio Management Fall 1991, 18 (1) 54-58; DOI: https://doi.org/10.3905/jpm.1991.409381

  2. Siegel, Jeremy J.

    1. Does it Pay Stock Investors to Forecast the Business Cycle?
      Jeremy J. Siegel
      The Journal of Portfolio Management Fall 1991, 18 (1) 27-34; DOI: https://doi.org/10.3905/jpm.1991.27

  3. Snyderman, Mark P.

    1. Commercial mortgages
      Mark P. Snyderman
      The Journal of Portfolio Management Fall 1991, 18 (1) 82-87; DOI: https://doi.org/10.3905/jpm.1991.409383

T

  1. Tew, Bernard V

    1. The equity “yield curve”
      Richard Bernstein and Bernard V Tew
      The Journal of Portfolio Management Fall 1991, 18 (1) 35-39; DOI: https://doi.org/10.3905/jpm.1991.409389

  2. Turner, Andrew L.

    1. Volatility and predictability of manager alpha
      Jon A. Christopherson and Andrew L. Turner
      The Journal of Portfolio Management Fall 1991, 18 (1) 5-12; DOI: https://doi.org/10.3905/jpm.1991.409388

W

  1. Wagner, Wayne H.

    1. The five Ws and an H
      Mark Edwards and Wayne H. Wagner
      The Journal of Portfolio Management Fall 1991, 18 (1) 20-22; DOI: https://doi.org/10.3905/jpm.1991.409390
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