Index by author

Fall 1995; Volume 22,Issue 1

A

  1. Akhtar, Rashid A.

    1. 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

B

  1. Bernstein, Peter L.

    1. 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

  2. Bierman, Harold.

    1. 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

  3. Braccia, Joseph A

    1. 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

  4. Butman, Robert E.

    1. 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

E

  1. Erickson, Hans L.

    1. 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

F

  1. Ferguson, Robert A

    1. 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

  2. Fong, H. gifford

    1. 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

  3. Fridson, Martin S.

    1. 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

H

  1. Ho, Thomas S.Y.

    1. 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

J

  1. Jones, Charles P.

    1. 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

  2. Jónsson, Jón G.

    1. 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

K

  1. Kahn, Ronald N.

    1. 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

M

  1. Meehan, James P.

    1. 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

N

  1. Nesbitt, Stephen L.

    1. 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

P

  1. Paskov, Spassimir H.

    1. 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

R

  1. Reilly, Frank K.

    1. 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

  2. Rossiello, Steven

    1. 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

S

  1. Statman, Meir

    1. 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

T

  1. Traub, Joseph F.

    1. 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

W

  1. Wilson, Jack W.

    1. 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

Y

  1. Yoo, Daihyun.

    1. 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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