Index by author

Primary Article

• You have access

  The Value-Added/Turnover Frontier

  Richard C. Grinold and Mark Stuckelman

  The Journal of Portfolio Management Summer 1993, 19 (4) 8-17; DOI: https://doi.org/10.3905/jpm.1993.8
• You have access

  “Optimal” Portfolios Relative to Benchmark Allocations

  Martin L. Leibowitz, Lawrence N. Bader and Stanley Kogelman

  The Journal of Portfolio Management Summer 1993, 19 (4) 18-29; DOI: https://doi.org/10.3905/jpm.1993.409458
• You have access

  Optimal Investment Proportions in Senior Securities and Equities Under Alternative Holding Periods

  Haim Levy and Deborah Gunthorpe

  The Journal of Portfolio Management Summer 1993, 19 (4) 30-36; DOI: https://doi.org/10.3905/jpm.1993.409457
• You have access

  Gaming Manager Benchmarks

  Jeffery V. Bailey and David E. Tierney

  The Journal of Portfolio Management Summer 1993, 19 (4) 37-40; DOI: https://doi.org/10.3905/jpm.1993.409455
• You have access

  Equity Trading Cost in-the-Large

  Hans R. Stoll

  The Journal of Portfolio Management Summer 1993, 19 (4) 41-50; DOI: https://doi.org/10.3905/jpm.1993.409454
• You have access

  Are the Reports of Beta's Death Premature?

  Louis K.C. Chan and Josef Lakonishok

  The Journal of Portfolio Management Summer 1993, 19 (4) 51-62; DOI: https://doi.org/10.3905/jpm.1993.51
• You have access

  The Market Risk Premium and Long-Term Stock Returns

  William R Reichenstein and Steven P. Rich

  The Journal of Portfolio Management Summer 1993, 19 (4) 63-72; DOI: https://doi.org/10.3905/jpm.1993.409461
• You have access

  The Behavior of Equity and Debt Risk Premiums

  John D. Finnerty and Dean. Leistikow

  The Journal of Portfolio Management Summer 1993, 19 (4) 73-84; DOI: https://doi.org/10.3905/jpm.1993.409459
• You have access

  Oas Models, Expected Returns, and a Steep Yield Curve

  Clifford S Asness

  The Journal of Portfolio Management Summer 1993, 19 (4) 85-93; DOI: https://doi.org/10.3905/jpm.1993.409456
• You have access

  The Optimal Currency Hedging Policy with Biased Forward Rates

  Mark Kritzman

  The Journal of Portfolio Management Summer 1993, 19 (4) 94-100; DOI: https://doi.org/10.3905/jpm.1993.409460
• You have access

  Equilibrium in Commercial Real Estate Markets

  Jeffrey D. Fisher, Susan Hudson-Wilson and Charles H. Wurtzebach

  The Journal of Portfolio Management Summer 1993, 19 (4) 101-107; DOI: https://doi.org/10.3905/jpm.1993.409453