Table of Contents

Primary Article

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  Are “Teenies” Better?

  Nicolas P.B. Boellen and Robert E. Whaley

  The Journal of Portfolio Management Fall 1998, 25 (1) 10-24; DOI: https://doi.org/10.3905/jpm.1998.10
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  Generalized Markov Dividend Discount Models

  William J. Hurley and Lewis D. Johnson

  The Journal of Portfolio Management Fall 1998, 25 (1) 27-31; DOI: https://doi.org/10.3905/jpm.1998.409658
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  A Fundamental Preferences Model of Common Stock Returns

  Robert S. Clarkson

  The Journal of Portfolio Management Fall 1998, 25 (1) 33-42; DOI: https://doi.org/10.3905/jpm.1998.409653
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  Growth Options and Equity Duration

  Kathleen T. Hevert, Robyn M. McLaughlin and Robert A.. Taggart

  The Journal of Portfolio Management Fall 1998, 25 (1) 43-50; DOI: https://doi.org/10.3905/jpm.1998.409659
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  Empirical Insights on Indexing

  Glen A. Larsen and Bruce G. Resnick

  The Journal of Portfolio Management Fall 1998, 25 (1) 51-60; DOI: https://doi.org/10.3905/jpm.1998.409656
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  Return and Risk Characteristics of Tactical Asset Allocation Under Imperfect Information

  Wai Lee

  The Journal of Portfolio Management Fall 1998, 25 (1) 61-70; DOI: https://doi.org/10.3905/jpm.1998.409661
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  Extreme Returns, Downside Risk, and Optimal Asset Allocation

  André Lucas and Pieter Klaassen

  The Journal of Portfolio Management Fall 1998, 25 (1) 71-79; DOI: https://doi.org/10.3905/jpm.1998.409657
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  A Utility Approach to the Portfolio Allocation Decision and the Investment Horizon

  Harold. Bierman

  The Journal of Portfolio Management Fall 1998, 25 (1) 81-87; DOI: https://doi.org/10.3905/jpm.1998.409654
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  Beating the Bond Market with No Skill

  Roland W. Lochoff

  The Journal of Portfolio Management Fall 1998, 25 (1) 88-94; DOI: https://doi.org/10.3905/jpm.1998.409655
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  Investment Performance Analysis for Investors

  Meyer Melnikoff

  The Journal of Portfolio Management Fall 1998, 25 (1) 95-107; DOI: https://doi.org/10.3905/jpm.1998.409660