Table of Contents

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