Index by author

Winter 1997; Volume 23,Issue 2

B

  1. Beneish, Messod D.

    1. A Scorecard from the S&P Game
      Messod D. Beneish and Robert E. Whaley
      The Journal of Portfolio Management Winter 1997, 23 (2) 16-23; DOI: https://doi.org/10.3905/jpm.23.2.16

  2. Bernstein, Peter L.

    1. How Lucky Do you Want to Get?
      Peter L. Bernstein
      The Journal of Portfolio Management Winter 1997, 23 (2) 1; DOI: https://doi.org/10.3905/jpm.23.2.1

  3. Bowen, John J.

    1. Performance Games
      John J. Bowen and Meir Statman
      The Journal of Portfolio Management Winter 1997, 23 (2) 8-15; DOI: https://doi.org/10.3905/jpm.23.2.8

C

  1. Chambers, Donald R.

    1. The M-Vector Model
      Sanjay K. Nawalkha and Donald R. Chambers
      The Journal of Portfolio Management Winter 1997, 23 (2) 92-98; DOI: https://doi.org/10.3905/jpm.23.2.92

D

  1. Duarte, Antonio M.

    1. A Scenario-Based Approach to Active Asset Allocation
      Yiannis A. Koskosidis and Antonio M. Duarte
      The Journal of Portfolio Management Winter 1997, 23 (2) 74-85; DOI: https://doi.org/10.3905/jpm.23.2.74

  2. Dym, Steven I

    1. Credit Risk Analysis for Developing Country Bond Portfolios
      Steven I Dym
      The Journal of Portfolio Management Winter 1997, 23 (2) 99-103; DOI: https://doi.org/10.3905/jpm.23.2.99

F

  1. Fogler, H. Russell

    1. Artificial Stupidity
      Christopher M. Murphy, Gary J. Koehler and H. Russell Fogler
      The Journal of Portfolio Management Winter 1997, 23 (2) 24-29; DOI: https://doi.org/10.3905/jpm.23.2.24

  2. Fridson, Martin S.

    1. Contingent Claims Analysis
      Martin S. Fridson and Jón G. Jónsson
      The Journal of Portfolio Management Winter 1997, 23 (2) 30-43; DOI: https://doi.org/10.3905/jpm.23.2.30

G

  1. Greer, Robert J.

    1. What is an Asset Class, Anyway?
      Robert J. Greer
      The Journal of Portfolio Management Winter 1997, 23 (2) 86-91; DOI: https://doi.org/10.3905/jpm.23.2.86

J

  1. Jónsson, Jón G.

    1. Contingent Claims Analysis
      Martin S. Fridson and Jón G. Jónsson
      The Journal of Portfolio Management Winter 1997, 23 (2) 30-43; DOI: https://doi.org/10.3905/jpm.23.2.30

K

  1. Koehler, Gary J.

    1. Artificial Stupidity
      Christopher M. Murphy, Gary J. Koehler and H. Russell Fogler
      The Journal of Portfolio Management Winter 1997, 23 (2) 24-29; DOI: https://doi.org/10.3905/jpm.23.2.24

  2. Koskosidis, Yiannis A.

    1. A Scenario-Based Approach to Active Asset Allocation
      Yiannis A. Koskosidis and Antonio M. Duarte
      The Journal of Portfolio Management Winter 1997, 23 (2) 74-85; DOI: https://doi.org/10.3905/jpm.23.2.74

M

  1. Modigliani, Franco

    1. Risk-Adjusted Performance
      Franco Modigliani and Leah Modigliani
      The Journal of Portfolio Management Winter 1997, 23 (2) 45-54; DOI: https://doi.org/10.3905/jpm.23.2.45

  2. Modigliani, Leah

    1. Risk-Adjusted Performance
      Franco Modigliani and Leah Modigliani
      The Journal of Portfolio Management Winter 1997, 23 (2) 45-54; DOI: https://doi.org/10.3905/jpm.23.2.45

  3. Murphy, Christopher M.

    1. Artificial Stupidity
      Christopher M. Murphy, Gary J. Koehler and H. Russell Fogler
      The Journal of Portfolio Management Winter 1997, 23 (2) 24-29; DOI: https://doi.org/10.3905/jpm.23.2.24

N

  1. Nawalkha, Sanjay K.

    1. The M-Vector Model
      Sanjay K. Nawalkha and Donald R. Chambers
      The Journal of Portfolio Management Winter 1997, 23 (2) 92-98; DOI: https://doi.org/10.3905/jpm.23.2.92

P

  1. Peskin, Michael W.

    1. Asset Allocation and Funding Policy for Corporate-Sponsored Defined-Benefit Pension Plans
      Michael W. Peskin
      The Journal of Portfolio Management Winter 1997, 23 (2) 66-73; DOI: https://doi.org/10.3905/jpm.23.2.66

S

  1. Statman, Meir

    1. Performance Games
      John J. Bowen and Meir Statman
      The Journal of Portfolio Management Winter 1997, 23 (2) 8-15; DOI: https://doi.org/10.3905/jpm.23.2.8

W

  1. Whaley, Robert E.

    1. A Scorecard from the S&P Game
      Messod D. Beneish and Robert E. Whaley
      The Journal of Portfolio Management Winter 1997, 23 (2) 16-23; DOI: https://doi.org/10.3905/jpm.23.2.16
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