Index by author

Summer 1994; Volume 20,Issue 4

A

  1. Ali, Ashiq

    1. 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

  2. Altman, Edward I.

    1. 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

  3. Arnott, Robert D.

    1. ”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

B

  1. Bernstein, Peter L.

    1. 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

C

  1. Cheyette, Oren

    1. 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

E

  1. Eberhart, Allan C.

    1. 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

  2. Edwards, Franklin R.

    1. 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

  3. Ettredge, Michael

    1. 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

F

  1. Finnerty, John D.

    1. “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

  2. Fuller, Russell J.

    1. 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

G

  1. Goetzmann, William N.

    1. 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

  2. Gordon, Mark R.

    1. ”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

  3. Grinold, Richard C.

    1. 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

H

  1. Hertog, Roger

    1. ”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

I

  1. Ibbotson, Roger G.

    1. “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

J

  1. Jeffrey, Robert H.

    1. ”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

K

  1. Klein, April

    1. 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

L

  1. Leistikow, Dean

    1. “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

  2. Lummer, Scott L.

    1. “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

M

  1. Markowitz, Harry M.

    1. 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

  2. Miller, Robert E.

    1. 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

R

  1. Reid, Donald W.

    1. 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

S

  1. Saunders, Edward M.

    1. 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

  2. Scott Bauman, W.

    1. 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

T

  1. Tew, Bernard V.

    1. 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

Y

  1. Yamaguchi, Katsunari

    1. 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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