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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

Winter 1996; Volume 22,Issue 2

Editorial

  • You have access
    Fischer Black
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 1996, 22 (2) 1; DOI: https://doi.org/10.3905/jpm.1996.1

Primary Article

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    Should Japan be Underweighted in a Non-U.S Equity Benchmark?
    Ernest M. Ankrim and Grant W. Gardner
    The Journal of Portfolio Management Winter 1996, 22 (2) 9-16; DOI: https://doi.org/10.3905/jpm.1996.9
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    Tax-Aware Equity Investing
    Roberto Apelfeld, James P. Gordon and Gordon B. Fowler
    The Journal of Portfolio Management Winter 1996, 22 (2) 18-28; DOI: https://doi.org/10.3905/jpm.1996.18
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    Why Not 100% Equities
    Clifford S. Asness
    The Journal of Portfolio Management Winter 1996, 22 (2) 29-34; DOI: https://doi.org/10.3905/jpm.1996.29
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    On the Use and Misuse of Downside Risk
    Frank A. Sortino and Hal J. Forsey
    The Journal of Portfolio Management Winter 1996, 22 (2) 35-42; DOI: https://doi.org/10.3905/jpm.1996.35
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    How Best to Supply Liquidity to a Securities Market
    Puneet Handa and Robert A. Schwartz
    The Journal of Portfolio Management Winter 1996, 22 (2) 44-51; DOI: https://doi.org/10.3905/jpm.1996.44
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    When do Bond Markets Reward Investors for Interest Rate Risk?
    Antti Ilmanen
    The Journal of Portfolio Management Winter 1996, 22 (2) 52-64; DOI: https://doi.org/10.3905/jpm.1996.52
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    On the Pricing of Bond Default Risk
    William J. Hurley and Lewis D. Johnson
    The Journal of Portfolio Management Winter 1996, 22 (2) 66-70; DOI: https://doi.org/10.3905/jpm.1996.66
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    Non-Parallel Yield Curve Shifts and Stochastic Immunization
    Robert R. Reitano
    The Journal of Portfolio Management Winter 1996, 22 (2) 71-78; DOI: https://doi.org/10.3905/jpm.1996.71
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    The Benefits of Rising Interest Rates
    David A. Levine
    The Journal of Portfolio Management Winter 1996, 22 (2) 79-86; DOI: https://doi.org/10.3905/jpm.1996.79
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    Optimal Investment Committee Sizes
    Ole Gjolberg and Odd Nordhaug
    The Journal of Portfolio Management Winter 1996, 22 (2) 87-94; DOI: https://doi.org/10.3905/jpm.1996.87
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    A Little Articificial Intelligence Goes a Long Way on Wall Street
    David J. Leinweber and Yossi Beinart
    The Journal of Portfolio Management Winter 1996, 22 (2) 95-106; DOI: https://doi.org/10.3905/jpm.1996.95
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    Balance in the Boardroom
    Robert A. Ferguson
    The Journal of Portfolio Management Winter 1996, 22 (2) 107-110; DOI: https://doi.org/10.3905/jpm.1996.409549
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The Journal of Portfolio Management
Vol. 22, Issue 2
Winter 1996
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