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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Special 25th Anniversary Issue 1999; Volume 25,Issue 5

Editorial

  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 1-2; DOI: https://doi.org/10.3905/jpm.1999.390955

Primary Article

  • You have access
    The Derivatives Revolution After Thirty Years
    Merton H. Miller
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 10-15; DOI: https://doi.org/10.3905/jpm.1999.319701
  • You have access
    Derivatives and Risk Management
    Bruce M. Collins and Frank J. Fabozzi
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 16-27; DOI: https://doi.org/10.3905/jpm.1999.319702
  • You have access
    The Great Risk Hunt
    Tanya Styblo Beder
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 28-34; DOI: https://doi.org/10.3905/jpm.1999.319707
  • You have access
    Research Trends in Derivatives and Risk Management Since Black-Scholes
    Don M. Chance
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 35-46; DOI: https://doi.org/10.3905/jpm.1999.319703
  • You have access
    Business as Usual and Rare Events
    Sergio M Focardi
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 47-54; DOI: https://doi.org/10.3905/jpm.1999.319704
  • You have access
    Alpha Transport With Derivatives
    Bruce I. Jacobs and Kenneth N. Levy
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 55-60; DOI: https://doi.org/10.3905/jpm.1999.319699
  • You have access
    Synthetic and Enhanced Index Strategies Using Futures on U.S. Indexes
    Joanne M. Hill and Humza Naviwala
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 61-74; DOI: https://doi.org/10.3905/jpm.1999.319697
  • You have access
    Beating Index Funds With Derivatives
    Todd Miller and Timothy S. Meckel
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 75-87; DOI: https://doi.org/10.3905/jpm.1999.319708
  • You have access
    A New Analytical Approach to Value at Risk
    H. Gifford. Fong and Kai-Ching. Lin
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 88-97; DOI: https://doi.org/10.3905/jpm.1999.319706
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    A More Efficient Frontier
    Harry M. Markowitz, Felix Schirripa and Nan D. Tecotzky
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 99-108; DOI: https://doi.org/10.3905/jpm.1999.319705
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    Option Investing from a Risk-Return Perspective
    Richard J.. Rendleman
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 109-121; DOI: https://doi.org/10.3905/jpm.1999.319700
  • You have access
    Deterministic Simulation for Risk Management
    Anargyros Papageorgiou and Spassimir H Paskov
    The Journal of Portfolio Management Special 25th Anniversary Issue 1999, 25 (5) 122-127; DOI: https://doi.org/10.3905/jpm.1999.319698
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The Journal of Portfolio Management
Vol. 25, Issue 5
Special 25th Anniversary Issue 1999
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