Table of Contents

Fall 1994; Volume 21,Issue 1

A

  1. Ambachtsheer, Keith P.

    1. Active Management that Adds Value
      Keith P. Ambachtsheer
      The Journal of Portfolio Management Fall 1994, 21 (1) 89-92; DOI: https://doi.org/10.3905/jpm.1994.89

B

  1. Bader, Lawrence N.

    1. Funding Ratio Return
      Martin L. Leibowitz, Stanley Kogelman and Lawrence N. Bader
      The Journal of Portfolio Management Fall 1994, 21 (1) 39-47; DOI: https://doi.org/10.3905/jpm.1994.409495

  2. Bernstein, Peter L.

    1. A Happy Celebration
      Peter L. Bernstein
      The Journal of Portfolio Management Fall 1994, 21 (1) 1-6; DOI: https://doi.org/10.3905/jpm.1994.409490

D

  1. De Laplace, Pierre Simon

    1. Concerning Probability
      Pierre Simon De Laplace
      The Journal of Portfolio Management Fall 1994, 21 (1) 8-14; DOI: https://doi.org/10.3905/jpm.1994.409493

G

  1. Grandin, Pascal

    1. Performance Measurement of Analysts' Forecasts
      Bertrand Jacquillat and Pascal Grandin
      The Journal of Portfolio Management Fall 1994, 21 (1) 94-102; DOI: https://doi.org/10.3905/jpm.1994.409496

J

  1. Jacquillat, Bertrand

    1. Performance Measurement of Analysts' Forecasts
      Bertrand Jacquillat and Pascal Grandin
      The Journal of Portfolio Management Fall 1994, 21 (1) 94-102; DOI: https://doi.org/10.3905/jpm.1994.409496

K

  1. Kogelman, Stanley

    1. Funding Ratio Return
      Martin L. Leibowitz, Stanley Kogelman and Lawrence N. Bader
      The Journal of Portfolio Management Fall 1994, 21 (1) 39-47; DOI: https://doi.org/10.3905/jpm.1994.409495

L

  1. LeBaron, Dean

    1. A Universal Model of Equity Styles
      Dean LeBaron
      The Journal of Portfolio Management Fall 1994, 21 (1) 85-88; DOI: https://doi.org/10.3905/jpm.1994.409491

  2. Leibowitz, Martin L.

    1. Funding Ratio Return
      Martin L. Leibowitz, Stanley Kogelman and Lawrence N. Bader
      The Journal of Portfolio Management Fall 1994, 21 (1) 39-47; DOI: https://doi.org/10.3905/jpm.1994.409495

M

  1. Markowitz, Harry M.

    1. Data Mining Corrections
      Harry M. Markowitz and Gan Lin Xu
      The Journal of Portfolio Management Fall 1994, 21 (1) 60-69; DOI: https://doi.org/10.3905/jpm.1994.409494

S

  1. Samuelson, Paul A.

    1. The Long-Term Case for Equities
      Paul A. Samuelson
      The Journal of Portfolio Management Fall 1994, 21 (1) 15-24; DOI: https://doi.org/10.3905/jpm.1994.409499

  2. Sharpe, William F.

    1. The Sharpe Ratio
      William F. Sharpe
      The Journal of Portfolio Management Fall 1994, 21 (1) 49-58; DOI: https://doi.org/10.3905/jpm.1994.409501

T

  1. Thaler, Richard H.

    1. College and University Endowment Funds
      Richard H. Thaler and J. Peter Williamson
      The Journal of Portfolio Management Fall 1994, 21 (1) 27-37; DOI: https://doi.org/10.3905/jpm.1994.409492

  2. Treynor, Jack L.

    1. The Invisible Costs of Trading
      Jack L. Treynor
      The Journal of Portfolio Management Fall 1994, 21 (1) 71-78; DOI: https://doi.org/10.3905/jpm.1994.409498

W

  1. Wagner, Wayne H.

    1. Ten Myths and Twenty Years of Betas
      Wayne H. Wagner
      The Journal of Portfolio Management Fall 1994, 21 (1) 79-82; DOI: https://doi.org/10.3905/jpm.1994.409497

  2. Williamson, J. Peter

    1. College and University Endowment Funds
      Richard H. Thaler and J. Peter Williamson
      The Journal of Portfolio Management Fall 1994, 21 (1) 27-37; DOI: https://doi.org/10.3905/jpm.1994.409492

X

  1. Xu, Gan Lin

    1. Data Mining Corrections
      Harry M. Markowitz and Gan Lin Xu
      The Journal of Portfolio Management Fall 1994, 21 (1) 60-69; DOI: https://doi.org/10.3905/jpm.1994.409494
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