Table of Contents

Winter 2000; Volume 26,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 2000, 26 (2) 3-4; DOI: https://doi.org/10.3905/jpm.2000.390961

Primary Article

  • Levels of the Game
    Charles D. Ellis
    The Journal of Portfolio Management Winter 2000, 26 (2) 12-15; DOI: https://doi.org/10.3905/jpm.2000.319746
  • The Economics of Active Management
    Robert G. Snigaroff
    The Journal of Portfolio Management Winter 2000, 26 (2) 16-24; DOI: https://doi.org/10.3905/jpm.2000.319742
  • Active Management
    Lee R. Thomas
    The Journal of Portfolio Management Winter 2000, 26 (2) 25-32; DOI: https://doi.org/10.3905/jpm.2000.319739
  • Modeling Stock Market Returns
    Hélène Harasty and Jacques Roulet
    The Journal of Portfolio Management Winter 2000, 26 (2) 33-46; DOI: https://doi.org/10.3905/jpm.2000.319747
  • Choosing Managers and Funds
    Gary T. Baierl and Peng Chen
    The Journal of Portfolio Management Winter 2000, 26 (2) 47-53; DOI: https://doi.org/10.3905/jpm.2000.319745
  • The Role of Value in Strategies Based on Anticipated Earnings Surprise
    Haim A. Mozes
    The Journal of Portfolio Management Winter 2000, 26 (2) 54-62; DOI: https://doi.org/10.3905/jpm.2000.319744
  • Are Multiple Hedging Instruments Better than One?
    Gregory Koutmos and Andreas Pericli
    The Journal of Portfolio Management Winter 2000, 26 (2) 63-70; DOI: https://doi.org/10.3905/jpm.2000.319743
  • The Usefulness of Inverse Floaters
    David F. Babbel, Cindy W. Ma and Bing J. Ni
    The Journal of Portfolio Management Winter 2000, 26 (2) 71-80; DOI: https://doi.org/10.3905/jpm.2000.319740
  • Minsky and Modern Finance
    Perry Mehrling
    The Journal of Portfolio Management Winter 2000, 26 (2) 81-88; DOI: https://doi.org/10.3905/jpm.2000.319748
  • The DJIA Crossed 652,230
    Roger G. Clarke and Meir Statman
    The Journal of Portfolio Management Winter 2000, 26 (2) 89-92; DOI: https://doi.org/10.3905/jpm.2000.319741
  • Extreme Bound Analysis of Emerging Stock Market Anomalies
    J. Benson Durham
    The Journal of Portfolio Management Winter 2000, 26 (2) 95-103; DOI: https://doi.org/10.3905/jpm.2000.319749
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