Table of Contents

Winter 1994; Volume 20,Issue 2

B

  1. Beighley, Scott

    1. Return Patterns for Equity Indexes Hedged with Options
      Scott Beighley
      The Journal of Portfolio Management Winter 1994, 20 (2) 68-73; DOI: https://doi.org/10.3905/jpm.1994.409476

  2. Bernstein, Peter L.

    1. Procrastination
      Peter L. Bernstein
      The Journal of Portfolio Management Winter 1994, 20 (2) 1; DOI: https://doi.org/10.3905/jpm.1994.1

  3. Bhidé, Amar

    1. Return to Judgment
      Amar Bhidé
      The Journal of Portfolio Management Winter 1994, 20 (2) 19-25; DOI: https://doi.org/10.3905/jpm.1994.409477

  4. Brocato, Joe

    1. Does Market Timing Really Work in the Real World?
      Joe Brocato and P.R. Chandy
      The Journal of Portfolio Management Winter 1994, 20 (2) 39-44; DOI: https://doi.org/10.3905/jpm.1994.39

C

  1. Chandy, P.R.

    1. Does Market Timing Really Work in the Real World?
      Joe Brocato and P.R. Chandy
      The Journal of Portfolio Management Winter 1994, 20 (2) 39-44; DOI: https://doi.org/10.3905/jpm.1994.39

  2. Christensen, Peter Ove

    1. Duration, Convexity, and Time Value
      Peter Ove Christensen and Bjarne G. Sørensen
      The Journal of Portfolio Management Winter 1994, 20 (2) 51-60; DOI: https://doi.org/10.3905/jpm.1994.409472

D

  1. Dym, Steven I

    1. Identifying and Measuring the Risks of Developing Country Bonds
      Steven I Dym
      The Journal of Portfolio Management Winter 1994, 20 (2) 61-66; DOI: https://doi.org/10.3905/jpm.1994.409473

G

  1. Goetzmann, William N.

    1. Do Winners Repeat?
      William N. Goetzmann and Roger G. Ibbotson
      The Journal of Portfolio Management Winter 1994, 20 (2) 9-18; DOI: https://doi.org/10.3905/jpm.1994.9

I

  1. Ibbotson, Roger G.

    1. Do Winners Repeat?
      William N. Goetzmann and Roger G. Ibbotson
      The Journal of Portfolio Management Winter 1994, 20 (2) 9-18; DOI: https://doi.org/10.3905/jpm.1994.9

M

  1. Musumeci, Jim

    1. Comment
      Jim Musumeci
      The Journal of Portfolio Management Winter 1994, 20 (2) 81-83; DOI: https://doi.org/10.3905/jpm.1994.409470

N

  1. Neuberger, Anthony

    1. The Log Contract
      Anthony Neuberger
      The Journal of Portfolio Management Winter 1994, 20 (2) 74-80; DOI: https://doi.org/10.3905/jpm.1994.409478

P

  1. Pope, Peter F.

    1. Discovering Errors in Tracking Error
      Peter F. Pope and Pradeep K. Yadav
      The Journal of Portfolio Management Winter 1994, 20 (2) 27-32; DOI: https://doi.org/10.3905/jpm.1994.409471

R

  1. Rozeff, Michael S.

    1. Lump-Sum Investing versus Dollar-Averaging
      Michael S. Rozeff
      The Journal of Portfolio Management Winter 1994, 20 (2) 45-50; DOI: https://doi.org/10.3905/jpm.1994.409474

S

  1. Sørensen, Bjarne G.

    1. Duration, Convexity, and Time Value
      Peter Ove Christensen and Bjarne G. Sørensen
      The Journal of Portfolio Management Winter 1994, 20 (2) 51-60; DOI: https://doi.org/10.3905/jpm.1994.409472

Y

  1. Yadav, Pradeep K.

    1. Discovering Errors in Tracking Error
      Peter F. Pope and Pradeep K. Yadav
      The Journal of Portfolio Management Winter 1994, 20 (2) 27-32; DOI: https://doi.org/10.3905/jpm.1994.409471
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