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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 1997; Volume 24,Issue 1

Editorial

  • You have access
    “Off” the Average
    Peter L. Bernstein
    The Journal of Portfolio Management Fall 1997, 24 (1) 3; DOI: https://doi.org/10.3905/jpm.1997.3

Primary Article

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    Investment Advice from Mutual Fund Companies
    Kenneth L. Fisher and Meir Statman
    The Journal of Portfolio Management Fall 1997, 24 (1) 9-25; DOI: https://doi.org/10.3905/jpm.1997.409626
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    Bull Market? Bear Market?
    Robert D. Arnott and Peter L. Bernstein
    The Journal of Portfolio Management Fall 1997, 24 (1) 26-29; DOI: https://doi.org/10.3905/jpm.1997.26
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    Survivorship Bias and Investment Style in the Returns of CTAs
    William Fung and David A. Hsieh
    The Journal of Portfolio Management Fall 1997, 24 (1) 30-41; DOI: https://doi.org/10.3905/jpm.1997.409630
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    The Information Content of Value Line Convertible Bond Rankings
    Craig M. Lewis, Richard J. Rogalski and James K. Seward
    The Journal of Portfolio Management Fall 1997, 24 (1) 42-52; DOI: https://doi.org/10.3905/jpm.1997.409631
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    International Diversification
    Stephen Lofthouse
    The Journal of Portfolio Management Fall 1997, 24 (1) 53-56; DOI: https://doi.org/10.3905/jpm.1997.409624
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    The Information Horizon
    Richard C. Grinold
    The Journal of Portfolio Management Fall 1997, 24 (1) 57-67; DOI: https://doi.org/10.3905/jpm.1997.409632
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    Reducing the Market Impact of Large Stock Trades
    James J. Angel, Gary L. Gastineau and Clifford J. Weber
    The Journal of Portfolio Management Fall 1997, 24 (1) 69-76; DOI: https://doi.org/10.3905/jpm.1997.409629
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    Maximizing the Probability of Achieving Investment Goals
    James O. Williams
    The Journal of Portfolio Management Fall 1997, 24 (1) 77-81; DOI: https://doi.org/10.3905/jpm.1997.409627
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    International Security Selection under Segmentation
    Haluk Akdogan
    The Journal of Portfolio Management Fall 1997, 24 (1) 82-92; DOI: https://doi.org/10.3905/jpm.1997.409625
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    Measuring the Duration of an Internationally Diversified Bond Portfolio
    Lee R Thomas and Ram Willner
    The Journal of Portfolio Management Fall 1997, 24 (1) 93-99; DOI: https://doi.org/10.3905/jpm.1997.409628
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    Value at Risk Using Principal Components Analysis
    Manoj K. Singh
    The Journal of Portfolio Management Fall 1997, 24 (1) 101-112; DOI: https://doi.org/10.3905/jpm.1997.409633
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    Is Bond Convexity a Free Lunch?
    Joel R. Barber and Mark L. Copper
    The Journal of Portfolio Management Fall 1997, 24 (1) 113-119; DOI: https://doi.org/10.3905/jpm.1997.113
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    Artificial Stupidity
    Jens Carsten Jackwerth
    The Journal of Portfolio Management Fall 1997, 24 (1) 120-121; DOI: https://doi.org/10.3905/jpm.1997.409622
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    Artificial Stupidity
    Christopher M. Murphy, Gary J. Koehler and H. Russell Fogler
    The Journal of Portfolio Management Fall 1997, 24 (1) 122-123; DOI: https://doi.org/10.3905/jpm.1997.409623
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The Journal of Portfolio Management
Vol. 24, Issue 1
Fall 1997
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