Table of Contents

Spring 1993; Volume 19,Issue 3

A

  1. Arnott, Robert D.

    1. Is Your Alpha Big Enough To Cover Its Taxes?
      Robert H. Jeffrey and Robert D. Arnott
      The Journal of Portfolio Management Spring 1993, 19 (3) 15-25; DOI: https://doi.org/10.3905/jpm.1993.710867

B

  1. Baker, Nardin L.

    1. Interpreting the Evidence on Risk and Expected Return
      Robert A. Haugen and Nardin L. Baker
      The Journal of Portfolio Management Spring 1993, 19 (3) 36-43; DOI: https://doi.org/10.3905/jpm.1993.409442

  2. Belton, Terry

    1. Volatility Arbitrage in the Treasury Bond Basis
      Terry Belton and Galen Burghardt
      The Journal of Portfolio Management Spring 1993, 19 (3) 69-77; DOI: https://doi.org/10.3905/jpm.1993.409447

  3. Bernstein, Peter L.

    1. Sour Dough is Hardly Pumpernickel
      Peter L. Bernstein
      The Journal of Portfolio Management Spring 1993, 19 (3) 1; DOI: https://doi.org/10.3905/jpm.1993.1

  4. Burghardt, Galen

    1. Volatility Arbitrage in the Treasury Bond Basis
      Terry Belton and Galen Burghardt
      The Journal of Portfolio Management Spring 1993, 19 (3) 69-77; DOI: https://doi.org/10.3905/jpm.1993.409447

C

  1. Churchill, Dwight D.

    1. Dispersion Measurement within a Size–Weighted Composite
      Dwight D. Churchill and Steven A. Lee
      The Journal of Portfolio Management Spring 1993, 19 (3) 46-51; DOI: https://doi.org/10.3905/jpm.1993.409451

F

  1. Fogler, H. Russell

    1. A Modern Theory of Security Analysis
      H. Russell Fogler
      The Journal of Portfolio Management Spring 1993, 19 (3) 6-14; DOI: https://doi.org/10.3905/jpm.1993.409448

G

  1. Garcia, C.B.

    1. Survivorship Bias
      C.B. Garcia and F.J. Gould
      The Journal of Portfolio Management Spring 1993, 19 (3) 52-56; DOI: https://doi.org/10.3905/jpm.1993.409445

  2. Giliberto, S. Michael

    1. Measuring Real Estate Returns
      S. Michael Giliberto
      The Journal of Portfolio Management Spring 1993, 19 (3) 94-99; DOI: https://doi.org/10.3905/jpm.1993.409443

  3. Gould, F.J.

    1. Survivorship Bias
      C.B. Garcia and F.J. Gould
      The Journal of Portfolio Management Spring 1993, 19 (3) 52-56; DOI: https://doi.org/10.3905/jpm.1993.409445

  4. Gulrajani, Deepak

    1. Risk and Return in the Canadian Bond Market
      Ronald N. Kahn and Deepak Gulrajani
      The Journal of Portfolio Management Spring 1993, 19 (3) 86-93; DOI: https://doi.org/10.3905/jpm.1993.409444

H

  1. Haugen, Robert A.

    1. Interpreting the Evidence on Risk and Expected Return
      Robert A. Haugen and Nardin L. Baker
      The Journal of Portfolio Management Spring 1993, 19 (3) 36-43; DOI: https://doi.org/10.3905/jpm.1993.409442

  2. Ho, Thomas S.Y.

    1. Cmo Yield Attribution and Option Spread
      Thomas S.Y. Ho
      The Journal of Portfolio Management Spring 1993, 19 (3) 57-68; DOI: https://doi.org/10.3905/jpm.1993.409449

J

  1. Jeffrey, Robert H.

    1. Is Your Alpha Big Enough To Cover Its Taxes?
      Robert H. Jeffrey and Robert D. Arnott
      The Journal of Portfolio Management Spring 1993, 19 (3) 15-25; DOI: https://doi.org/10.3905/jpm.1993.710867

K

  1. Kahn, Ronald N.

    1. Risk and Return in the Canadian Bond Market
      Ronald N. Kahn and Deepak Gulrajani
      The Journal of Portfolio Management Spring 1993, 19 (3) 86-93; DOI: https://doi.org/10.3905/jpm.1993.409444

L

  1. Lee, Steven A.

    1. Dispersion Measurement within a Size–Weighted Composite
      Dwight D. Churchill and Steven A. Lee
      The Journal of Portfolio Management Spring 1993, 19 (3) 46-51; DOI: https://doi.org/10.3905/jpm.1993.409451

M

  1. Mezrich, Joseph J.

    1. Currency Hedging Through Portfolio Optimization
      Eric H. Sorensen, Joseph J. Mezrich and Dilip N. Thadani
      The Journal of Portfolio Management Spring 1993, 19 (3) 78-85; DOI: https://doi.org/10.3905/jpm.1993.409450

S

  1. Sorensen, Eric H.

    1. Currency Hedging Through Portfolio Optimization
      Eric H. Sorensen, Joseph J. Mezrich and Dilip N. Thadani
      The Journal of Portfolio Management Spring 1993, 19 (3) 78-85; DOI: https://doi.org/10.3905/jpm.1993.409450

T

  1. Thadani, Dilip N.

    1. Currency Hedging Through Portfolio Optimization
      Eric H. Sorensen, Joseph J. Mezrich and Dilip N. Thadani
      The Journal of Portfolio Management Spring 1993, 19 (3) 78-85; DOI: https://doi.org/10.3905/jpm.1993.409450

W

  1. Winston, Kenneth J

    1. Interpreting the Evidence on Risk and Expected Return
      Kenneth J Winston
      The Journal of Portfolio Management Spring 1993, 19 (3) 44-45; DOI: https://doi.org/10.3905/jpm.1993.409452
    2. The “Efficient Index” and Prediction of Portfolio Variance
      Kenneth J Winston
      The Journal of Portfolio Management Spring 1993, 19 (3) 27-34; DOI: https://doi.org/10.3905/jpm.1993.409446
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