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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Summer 1994; Volume 20,Issue 4

Editorial

  • You have access
    The Hidden Risks in Insuring Risks
    Peter L. Bernstein
    The Journal of Portfolio Management Summer 1994, 20 (4) 1; DOI: https://doi.org/10.3905/jpm.20.4.1

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
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The Journal of Portfolio Management
Vol. 20, Issue 4
Summer 1994
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