Table of Contents

Primary Article

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  Alpha is Volatility Times IC Times Score

  Richard C. Grinold

  The Journal of Portfolio Management Summer 1994, 20 (4) 9-16; DOI: https://doi.org/10.3905/jpm.1994.409482
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  Estimating the Equity Risk Premium from Downside Probability

  Katsunari Yamaguchi

  The Journal of Portfolio Management Summer 1994, 20 (4) 17-27; DOI: https://doi.org/10.3905/jpm.1994.409483
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  Testing the Efficient Market Hypothesis without Assumptions

  Edward M. Saunders

  The Journal of Portfolio Management Summer 1994, 20 (4) 28-30; DOI: https://doi.org/10.3905/jpm.1994.409487
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  Can Managed Portfolio Performance be Predicted?

  W. Scott Bauman and Robert E. Miller

  The Journal of Portfolio Management Summer 1994, 20 (4) 31-40; DOI: https://doi.org/10.3905/jpm.1994.31
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  A Second Look at the Negative Earnings Effect

  Ashiq Ali and April Klein

  The Journal of Portfolio Management Summer 1994, 20 (4) 41-46; DOI: https://doi.org/10.3905/jpm.1994.409481
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  Negative Earnings Re-Examined

  Michael Ettredge and Russell J. Fuller

  The Journal of Portfolio Management Summer 1994, 20 (4) 47-50; DOI: https://doi.org/10.3905/jpm.1994.409484
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  OAS Analysis for CMOs

  Oren Cheyette

  The Journal of Portfolio Management Summer 1994, 20 (4) 53-66; DOI: https://doi.org/10.3905/jpm.1994.409485
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  Do Seniority Provisions Protect Bondholders' Investments?

  Edward I. Altman and Allan C. Eberhart

  The Journal of Portfolio Management Summer 1994, 20 (4) 67-75; DOI: https://doi.org/10.3905/jpm.1994.67
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  Short-Horizon Inputs and Long-Horizon Portfolio Choice

  William N. Goetzmann and Franklin R. Edwards

  The Journal of Portfolio Management Summer 1994, 20 (4) 76-81; DOI: https://doi.org/10.3905/jpm.1994.409486
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  The Value of a Blank Check

  Harry M. Markowitz, Donald W. Reid and Bernard V. Tew

  The Journal of Portfolio Management Summer 1994, 20 (4) 82-91; DOI: https://doi.org/10.3905/jpm.1994.409480
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  ”Is Your Alpha Big Enough to Cover Its Taxes?“

  Roger Hertog and Mark R. Gordon

  The Journal of Portfolio Management Summer 1994, 20 (4) 93-95; DOI: https://doi.org/10.3905/jpm.1994.93
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  ”Is Your Alpha Big Enough to Cover Its Taxes?“

  Robert H. Jeffrey and Robert D. Arnott

  The Journal of Portfolio Management Summer 1994, 20 (4) 96-97; DOI: https://doi.org/10.3905/jpm.1994.96
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  “The Behavior of Equity and Debt Risk Premiums”

  Roger G. Ibbotson and Scott L. Lummer

  The Journal of Portfolio Management Summer 1994, 20 (4) 98-100; DOI: https://doi.org/10.3905/jpm.1994.409488
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  “The Behavior of Equity and Debt Risk Premiums”

  John D. Finnerty and Dean Leistikow

  The Journal of Portfolio Management Summer 1994, 20 (4) 101-102; DOI: https://doi.org/10.3905/jpm.1994.409489