Index by author

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

B

  1. Bernstein, Peter L.

    1. 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

C

  1. Chance, Don M.

    1. 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

  2. Collins, Bruce M.

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

  2. Focardi, Sergio M

    1. 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

  3. Fong, H. Gifford.

    1. 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

H

  1. Hill, Joanne M.

    1. 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

J

  1. Jacobs, Bruce I.

    1. 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

L

  1. Levy, Kenneth N.

    1. 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

  2. Lin, Kai-Ching.

    1. 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

M

  1. Markowitz, Harry M.

    1. 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

  2. Meckel, Timothy S.

    1. 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

  3. Miller, Merton H.

    1. 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

  4. Miller, Todd

    1. 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

N

  1. Naviwala, Humza

    1. 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

P

  1. Papageorgiou, Anargyros

    1. 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

  2. Paskov, Spassimir H

    1. 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

R

  1. Rendleman, Richard J..

    1. 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

S

  1. Schirripa, Felix

    1. 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

  2. Styblo Beder, Tanya

    1. 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

T

  1. Tecotzky, Nan D.

    1. 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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The Journal of Portfolio Management
Vol. 25, Issue 5
Special 25th Anniversary Issue 1999
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