Table of Contents

Spring 1996; Volume 22,Issue 3

A

  1. Arak, Marcelle

    1. Yields on Privately Placed Debt
      Marcelle Arak and Patrick J. Corcoran
      The Journal of Portfolio Management Spring 1996, 22 (3) 88-96; DOI: https://doi.org/10.3905/jpm.1996.409559

B

  1. Bernstein, Peter L.

    1. Fearless Forecasters, or Fearless Forecast Consumers?
      Peter L. Bernstein
      The Journal of Portfolio Management Spring 1996, 22 (3) 1-2; DOI: https://doi.org/10.3905/jpm.22.3.1

C

  1. Chopra, Vijay Kumar

    1. Improving Financial Forecasting
      Vijay Kumar Chopra and Patricia Lin
      The Journal of Portfolio Management Spring 1996, 22 (3) 97-105; DOI: https://doi.org/10.3905/jpm.1996.409555

  2. Corcoran, Patrick J.

    1. Yields on Privately Placed Debt
      Marcelle Arak and Patrick J. Corcoran
      The Journal of Portfolio Management Spring 1996, 22 (3) 88-96; DOI: https://doi.org/10.3905/jpm.1996.409559

D

  1. Derman, Emanuel

    1. Valuing Models and Modeling Value
      Emanuel Derman
      The Journal of Portfolio Management Spring 1996, 22 (3) 106-114; DOI: https://doi.org/10.3905/jpm.1996.409558

E

  1. Erb, Claude B.

    1. Expected Returns and Volatility in 135 Countries
      Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
      The Journal of Portfolio Management Spring 1996, 22 (3) 46-58; DOI: https://doi.org/10.3905/jpm.1996.409554

F

  1. Ferri, Michael G.

    1. Evidence that the Stock Market Overreacts and Adjusts
      Michael G. Ferri and Chung-ki Min
      The Journal of Portfolio Management Spring 1996, 22 (3) 71-76; DOI: https://doi.org/10.3905/jpm.1996.409553

  2. Friedman, Benjamin M.

    1. Economic Implications of Changing Share Ownership
      Benjamin M. Friedman
      The Journal of Portfolio Management Spring 1996, 22 (3) 59-70; DOI: https://doi.org/10.3905/jpm.1996.409552

G

  1. Grundy, Kevin

    1. Reports of Beta's Death Have Been Greatly Exaggerated
      Kevin Grundy and Burton G. Malkiel
      The Journal of Portfolio Management Spring 1996, 22 (3) 36-44; DOI: https://doi.org/10.3905/jpm.1996.409557

H

  1. Harvey, Campbell R.

    1. Expected Returns and Volatility in 135 Countries
      Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
      The Journal of Portfolio Management Spring 1996, 22 (3) 46-58; DOI: https://doi.org/10.3905/jpm.1996.409554

  2. Hensel, Chris R.

    1. Investment Results from Exploiting Turn-of-the-Month Effects
      Chris R. Hensel and William T. Ziemba
      The Journal of Portfolio Management Spring 1996, 22 (3) 17-23; DOI: https://doi.org/10.3905/jpm.1996.409556

J

  1. Jacobs, Bruce I.

    1. Residual Risk
      Bruce I. Jacobs and Kenneth N. Levy
      The Journal of Portfolio Management Spring 1996, 22 (3) 10-16; DOI: https://doi.org/10.3905/jpm.1996.10

L

  1. Levy, Haim

    1. Cross-Asset versus Time Diversification
      Haim Levy and Yishay Spector
      The Journal of Portfolio Management Spring 1996, 22 (3) 24-34; DOI: https://doi.org/10.3905/jpm.1996.409551

  2. Levy, Kenneth N.

    1. Residual Risk
      Bruce I. Jacobs and Kenneth N. Levy
      The Journal of Portfolio Management Spring 1996, 22 (3) 10-16; DOI: https://doi.org/10.3905/jpm.1996.10

  3. Lin, Patricia

    1. Improving Financial Forecasting
      Vijay Kumar Chopra and Patricia Lin
      The Journal of Portfolio Management Spring 1996, 22 (3) 97-105; DOI: https://doi.org/10.3905/jpm.1996.409555

M

  1. Malkiel, Burton G.

    1. Reports of Beta's Death Have Been Greatly Exaggerated
      Kevin Grundy and Burton G. Malkiel
      The Journal of Portfolio Management Spring 1996, 22 (3) 36-44; DOI: https://doi.org/10.3905/jpm.1996.409557

  2. Min, Chung-ki

    1. Evidence that the Stock Market Overreacts and Adjusts
      Michael G. Ferri and Chung-ki Min
      The Journal of Portfolio Management Spring 1996, 22 (3) 71-76; DOI: https://doi.org/10.3905/jpm.1996.409553

S

  1. Spector, Yishay

    1. Cross-Asset versus Time Diversification
      Haim Levy and Yishay Spector
      The Journal of Portfolio Management Spring 1996, 22 (3) 24-34; DOI: https://doi.org/10.3905/jpm.1996.409551

T

  1. Trainer, Francis H..

    1. Controlling Derivative (and Other) Risk
      Francis H.. Trainer
      The Journal of Portfolio Management Spring 1996, 22 (3) 77-87; DOI: https://doi.org/10.3905/jpm.1996.409550

V

  1. Viskanta, Tadas E.

    1. Expected Returns and Volatility in 135 Countries
      Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
      The Journal of Portfolio Management Spring 1996, 22 (3) 46-58; DOI: https://doi.org/10.3905/jpm.1996.409554

Z

  1. Ziemba, William T.

    1. Investment Results from Exploiting Turn-of-the-Month Effects
      Chris R. Hensel and William T. Ziemba
      The Journal of Portfolio Management Spring 1996, 22 (3) 17-23; DOI: https://doi.org/10.3905/jpm.1996.409556
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