Index by author
Spring 1993; Volume 19,Issue 3
A
Arnott, Robert D.
- You have accessIs Your Alpha Big Enough To Cover Its Taxes?Robert H. Jeffrey and Robert D. ArnottThe Journal of Portfolio Management Spring 1993, 19 (3) 15-25; DOI: https://doi.org/10.3905/jpm.1993.710867
B
Baker, Nardin L.
- You have accessInterpreting the Evidence on Risk and Expected ReturnRobert A. Haugen and Nardin L. BakerThe Journal of Portfolio Management Spring 1993, 19 (3) 36-43; DOI: https://doi.org/10.3905/jpm.1993.409442
Belton, Terry
- You have accessVolatility Arbitrage in the Treasury Bond BasisTerry Belton and Galen BurghardtThe Journal of Portfolio Management Spring 1993, 19 (3) 69-77; DOI: https://doi.org/10.3905/jpm.1993.409447
Bernstein, Peter L.
- You have accessSour Dough is Hardly PumpernickelPeter L. BernsteinThe Journal of Portfolio Management Spring 1993, 19 (3) 1; DOI: https://doi.org/10.3905/jpm.1993.1
Burghardt, Galen
- You have accessVolatility Arbitrage in the Treasury Bond BasisTerry Belton and Galen BurghardtThe Journal of Portfolio Management Spring 1993, 19 (3) 69-77; DOI: https://doi.org/10.3905/jpm.1993.409447
C
Churchill, Dwight D.
- You have accessDispersion Measurement within a Size–Weighted CompositeDwight D. Churchill and Steven A. LeeThe Journal of Portfolio Management Spring 1993, 19 (3) 46-51; DOI: https://doi.org/10.3905/jpm.1993.409451
F
Fogler, H. Russell
- You have accessA Modern Theory of Security AnalysisH. Russell FoglerThe Journal of Portfolio Management Spring 1993, 19 (3) 6-14; DOI: https://doi.org/10.3905/jpm.1993.409448
G
Garcia, C.B.
- You have accessSurvivorship BiasC.B. Garcia and F.J. GouldThe Journal of Portfolio Management Spring 1993, 19 (3) 52-56; DOI: https://doi.org/10.3905/jpm.1993.409445
Giliberto, S. Michael
- You have accessMeasuring Real Estate ReturnsS. Michael GilibertoThe Journal of Portfolio Management Spring 1993, 19 (3) 94-99; DOI: https://doi.org/10.3905/jpm.1993.409443
Gould, F.J.
- You have accessSurvivorship BiasC.B. Garcia and F.J. GouldThe Journal of Portfolio Management Spring 1993, 19 (3) 52-56; DOI: https://doi.org/10.3905/jpm.1993.409445
Gulrajani, Deepak
- You have accessRisk and Return in the Canadian Bond MarketRonald N. Kahn and Deepak GulrajaniThe Journal of Portfolio Management Spring 1993, 19 (3) 86-93; DOI: https://doi.org/10.3905/jpm.1993.409444
H
Haugen, Robert A.
- You have accessInterpreting the Evidence on Risk and Expected ReturnRobert A. Haugen and Nardin L. BakerThe Journal of Portfolio Management Spring 1993, 19 (3) 36-43; DOI: https://doi.org/10.3905/jpm.1993.409442
Ho, Thomas S.Y.
- You have accessCmo Yield Attribution and Option SpreadThomas S.Y. HoThe Journal of Portfolio Management Spring 1993, 19 (3) 57-68; DOI: https://doi.org/10.3905/jpm.1993.409449
J
Jeffrey, Robert H.
- You have accessIs Your Alpha Big Enough To Cover Its Taxes?Robert H. Jeffrey and Robert D. ArnottThe Journal of Portfolio Management Spring 1993, 19 (3) 15-25; DOI: https://doi.org/10.3905/jpm.1993.710867
K
Kahn, Ronald N.
- You have accessRisk and Return in the Canadian Bond MarketRonald N. Kahn and Deepak GulrajaniThe Journal of Portfolio Management Spring 1993, 19 (3) 86-93; DOI: https://doi.org/10.3905/jpm.1993.409444
L
Lee, Steven A.
- You have accessDispersion Measurement within a Size–Weighted CompositeDwight D. Churchill and Steven A. LeeThe Journal of Portfolio Management Spring 1993, 19 (3) 46-51; DOI: https://doi.org/10.3905/jpm.1993.409451
M
Mezrich, Joseph J.
- You have accessCurrency Hedging Through Portfolio OptimizationEric H. Sorensen, Joseph J. Mezrich and Dilip N. ThadaniThe Journal of Portfolio Management Spring 1993, 19 (3) 78-85; DOI: https://doi.org/10.3905/jpm.1993.409450
S
Sorensen, Eric H.
- You have accessCurrency Hedging Through Portfolio OptimizationEric H. Sorensen, Joseph J. Mezrich and Dilip N. ThadaniThe Journal of Portfolio Management Spring 1993, 19 (3) 78-85; DOI: https://doi.org/10.3905/jpm.1993.409450
T
Thadani, Dilip N.
- You have accessCurrency Hedging Through Portfolio OptimizationEric H. Sorensen, Joseph J. Mezrich and Dilip N. ThadaniThe Journal of Portfolio Management Spring 1993, 19 (3) 78-85; DOI: https://doi.org/10.3905/jpm.1993.409450
W
Winston, Kenneth J
- You have accessInterpreting the Evidence on Risk and Expected ReturnKenneth J WinstonThe Journal of Portfolio Management Spring 1993, 19 (3) 44-45; DOI: https://doi.org/10.3905/jpm.1993.409452
- You have accessThe “Efficient Index” and Prediction of Portfolio VarianceKenneth J WinstonThe Journal of Portfolio Management Spring 1993, 19 (3) 27-34; DOI: https://doi.org/10.3905/jpm.1993.409446