Table of Contents

Summer 1999; Volume 25,Issue 4

A

  1. Anson, Mark J.P.

    1. Maximizing Utility with Commodity Futures Diversification
      Mark J.P. Anson
      The Journal of Portfolio Management Summer 1999, 25 (4) 86-94; DOI: https://doi.org/10.3905/jpm.1999.319753

B

  1. Bauman, W. Scott

    1. Investor Overreaction in International Stock Markets
      W. Scott Bauman, C. Mitchell Conover and Robert E. Miller
      The Journal of Portfolio Management Summer 1999, 25 (4) 102-111; DOI: https://doi.org/10.3905/jpm.1999.319757

  2. Bernstein, Peter L.

    1. Open Access
      Editor's Letter
      Peter L. Bernstein
      The Journal of Portfolio Management Summer 1999, 25 (4) 1-2; DOI: https://doi.org/10.3905/jpm.1999.390960

  3. Browne, Sid

    1. The Risk and Rewards of Minimizing Shortfall Probability
      Sid Browne
      The Journal of Portfolio Management Summer 1999, 25 (4) 76-85; DOI: https://doi.org/10.3905/jpm.1999.319754

C

  1. Conover, C. Mitchell

    1. Investor Overreaction in International Stock Markets
      W. Scott Bauman, C. Mitchell Conover and Robert E. Miller
      The Journal of Portfolio Management Summer 1999, 25 (4) 102-111; DOI: https://doi.org/10.3905/jpm.1999.319757

D

  1. Dowd, Kevin

    1. A Value at Risk Approach to Risk-Return Analysis
      Kevin Dowd
      The Journal of Portfolio Management Summer 1999, 25 (4) 60-67; DOI: https://doi.org/10.3905/jpm.1999.319755

  2. Duarte, Antonio Marcos

    1. A Scenario-Based Approach to Optimal Currency Overlay
      Antonio Marcos Duarte and Ram Rajagopal
      The Journal of Portfolio Management Summer 1999, 25 (4) 51-59; DOI: https://doi.org/10.3905/jpm.1999.319758

  3. Dynkin, Lev

    1. Value of Security Selection versus Asset Allocation in Credit Markets
      Lev Dynkin, Peter Ferket, Jay Hyman, Erik van Leeuwen and Wei Wu
      The Journal of Portfolio Management Summer 1999, 25 (4) 11-27; DOI: https://doi.org/10.3905/jpm.1999.319759

F

  1. Fant, L. Franklin

    1. Do You Need More than One Manager for a Given Equity Style?
      L. Franklin Fant and Edward S. O'Neal
      The Journal of Portfolio Management Summer 1999, 25 (4) 68-75; DOI: https://doi.org/10.3905/jpm.1999.319751

  2. Ferket, Peter

    1. Value of Security Selection versus Asset Allocation in Credit Markets
      Lev Dynkin, Peter Ferket, Jay Hyman, Erik van Leeuwen and Wei Wu
      The Journal of Portfolio Management Summer 1999, 25 (4) 11-27; DOI: https://doi.org/10.3905/jpm.1999.319759

  3. Fleming, Michael J.

    1. What Moves Bond Prices?
      Michael J. Fleming and Eli M. Remolona
      The Journal of Portfolio Management Summer 1999, 25 (4) 28-38; DOI: https://doi.org/10.3905/jpm.1999.319756

H

  1. Hyman, Jay

    1. Value of Security Selection versus Asset Allocation in Credit Markets
      Lev Dynkin, Peter Ferket, Jay Hyman, Erik van Leeuwen and Wei Wu
      The Journal of Portfolio Management Summer 1999, 25 (4) 11-27; DOI: https://doi.org/10.3905/jpm.1999.319759

M

  1. Miller, Merton H.

    1. The History of Finance
      Merton H. Miller
      The Journal of Portfolio Management Summer 1999, 25 (4) 95-101; DOI: https://doi.org/10.3905/jpm.1999.319752

  2. Miller, Robert E.

    1. Investor Overreaction in International Stock Markets
      W. Scott Bauman, C. Mitchell Conover and Robert E. Miller
      The Journal of Portfolio Management Summer 1999, 25 (4) 102-111; DOI: https://doi.org/10.3905/jpm.1999.319757

O

  1. O'Neal, Edward S.

    1. Do You Need More than One Manager for a Given Equity Style?
      L. Franklin Fant and Edward S. O'Neal
      The Journal of Portfolio Management Summer 1999, 25 (4) 68-75; DOI: https://doi.org/10.3905/jpm.1999.319751

R

  1. Rajagopal, Ram

    1. A Scenario-Based Approach to Optimal Currency Overlay
      Antonio Marcos Duarte and Ram Rajagopal
      The Journal of Portfolio Management Summer 1999, 25 (4) 51-59; DOI: https://doi.org/10.3905/jpm.1999.319758

  2. Reinganum, Marc R.

    1. The Significance of Market Capitalization in Portfolio Management over Time
      Marc R. Reinganum
      The Journal of Portfolio Management Summer 1999, 25 (4) 39-50; DOI: https://doi.org/10.3905/jpm.1999.319750

  3. Remolona, Eli M.

    1. What Moves Bond Prices?
      Michael J. Fleming and Eli M. Remolona
      The Journal of Portfolio Management Summer 1999, 25 (4) 28-38; DOI: https://doi.org/10.3905/jpm.1999.319756

V

  1. van Leeuwen, Erik

    1. Value of Security Selection versus Asset Allocation in Credit Markets
      Lev Dynkin, Peter Ferket, Jay Hyman, Erik van Leeuwen and Wei Wu
      The Journal of Portfolio Management Summer 1999, 25 (4) 11-27; DOI: https://doi.org/10.3905/jpm.1999.319759

W

  1. Wu, Wei

    1. Value of Security Selection versus Asset Allocation in Credit Markets
      Lev Dynkin, Peter Ferket, Jay Hyman, Erik van Leeuwen and Wei Wu
      The Journal of Portfolio Management Summer 1999, 25 (4) 11-27; DOI: https://doi.org/10.3905/jpm.1999.319759
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