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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

Fall 1995; Volume 22,Issue 1

Editorial

  • You have access
    What Graham Saw and Markowitz Missed
    Peter L. Bernstein
    The Journal of Portfolio Management Fall 1995, 22 (1) 1; DOI: https://doi.org/10.3905/jpm.22.1.1

Primary Article

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    Instrumentality
    Martin S. Fridson and Jón G. Jónsson
    The Journal of Portfolio Management Fall 1995, 22 (1) 9-20; DOI: https://doi.org/10.3905/jpm.1995.409543
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    Probabilities Associated with Common Stock Returns
    Charles P. Jones and Jack W. Wilson
    The Journal of Portfolio Management Fall 1995, 22 (1) 21-32; DOI: https://doi.org/10.3905/jpm.1995.409544
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    The Benchmark Error Problem with Global Capital Markets
    Frank K. Reilly and Rashid A. Akhtar
    The Journal of Portfolio Management Fall 1995, 22 (1) 33-52; DOI: https://doi.org/10.3905/jpm.1995.409547
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    Bubbles, Theory, and Market Timing
    Harold. Bierman
    The Journal of Portfolio Management Fall 1995, 22 (1) 54-56; DOI: https://doi.org/10.3905/jpm.1995.409548
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    Buy High, Sell Low
    Stephen L. Nesbitt
    The Journal of Portfolio Management Fall 1995, 22 (1) 57-60; DOI: https://doi.org/10.3905/jpm.1995.409540
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    Quality-Based Investment Cycle
    Thomas S.Y. Ho
    The Journal of Portfolio Management Fall 1995, 22 (1) 62-69; DOI: https://doi.org/10.3905/jpm.1995.409545
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    A Behavioral Framework for Dollar-Cost Averaging
    Meir Statman
    The Journal of Portfolio Management Fall 1995, 22 (1) 70-78; DOI: https://doi.org/10.3905/jpm.1995.409537
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    Taxable Asset Allocation with Varying Market Risk Premiums
    James P. Meehan, Daihyun. Yoo and H. gifford Fong
    The Journal of Portfolio Management Fall 1995, 22 (1) 79-87; DOI: https://doi.org/10.3905/jpm.1995.409546
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    An Analysis of Currency Overlays for U.S. Pension Plans
    Joseph A Braccia
    The Journal of Portfolio Management Fall 1995, 22 (1) 88-93; DOI: https://doi.org/10.3905/jpm.1995.409538
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    Fixed-Income Risk Modeling in the 1990s
    Ronald N. Kahn
    The Journal of Portfolio Management Fall 1995, 22 (1) 94-101; DOI: https://doi.org/10.3905/jpm.1995.409542
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    An Intuitive Procedure to Approximate Convertible Bond Hedge Ratios and Durations
    Robert A Ferguson, Robert E. Butman, Hans L. Erickson and Steven Rossiello
    The Journal of Portfolio Management Fall 1995, 22 (1) 103-111; DOI: https://doi.org/10.3905/jpm.1995.409539
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    Faster Valuation of Financial Derivatives
    Spassimir H. Paskov and Joseph F. Traub
    The Journal of Portfolio Management Fall 1995, 22 (1) 113-123; DOI: https://doi.org/10.3905/jpm.1995.409541
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The Journal of Portfolio Management
Vol. 22, Issue 1
Fall 1995
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