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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

  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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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