Index by author
Winter 2000; Volume 26,Issue 2
B
Babbel, David F.
- You have accessThe Usefulness of Inverse FloatersDavid F. Babbel, Cindy W. Ma and Bing J. NiThe Journal of Portfolio Management Winter 2000, 26 (2) 71-80; DOI: https://doi.org/10.3905/jpm.2000.319740
Baierl, Gary T.
- You have accessChoosing Managers and FundsGary T. Baierl and Peng ChenThe Journal of Portfolio Management Winter 2000, 26 (2) 47-53; DOI: https://doi.org/10.3905/jpm.2000.319745
Bernstein, Peter L.
- Open AccessEditor's LetterPeter L. BernsteinThe Journal of Portfolio Management Winter 2000, 26 (2) 3-4; DOI: https://doi.org/10.3905/jpm.2000.390961
C
Chen, Peng
- You have accessChoosing Managers and FundsGary T. Baierl and Peng ChenThe Journal of Portfolio Management Winter 2000, 26 (2) 47-53; DOI: https://doi.org/10.3905/jpm.2000.319745
Clarke, Roger G.
- You have accessThe DJIA Crossed 652,230Roger G. Clarke and Meir StatmanThe Journal of Portfolio Management Winter 2000, 26 (2) 89-92; DOI: https://doi.org/10.3905/jpm.2000.319741
D
Durham, J. Benson
- You have accessExtreme Bound Analysis of Emerging Stock Market AnomaliesJ. Benson DurhamThe Journal of Portfolio Management Winter 2000, 26 (2) 95-103; DOI: https://doi.org/10.3905/jpm.2000.319749
E
Ellis, Charles D.
- You have accessLevels of the GameCharles D. EllisThe Journal of Portfolio Management Winter 2000, 26 (2) 12-15; DOI: https://doi.org/10.3905/jpm.2000.319746
H
Harasty, Hélène
- You have accessModeling Stock Market ReturnsHélène Harasty and Jacques RouletThe Journal of Portfolio Management Winter 2000, 26 (2) 33-46; DOI: https://doi.org/10.3905/jpm.2000.319747
K
Koutmos, Gregory
- You have accessAre Multiple Hedging Instruments Better than One?Gregory Koutmos and Andreas PericliThe Journal of Portfolio Management Winter 2000, 26 (2) 63-70; DOI: https://doi.org/10.3905/jpm.2000.319743
M
Ma, Cindy W.
- You have accessThe Usefulness of Inverse FloatersDavid F. Babbel, Cindy W. Ma and Bing J. NiThe Journal of Portfolio Management Winter 2000, 26 (2) 71-80; DOI: https://doi.org/10.3905/jpm.2000.319740
Mehrling, Perry
- You have accessMinsky and Modern FinancePerry MehrlingThe Journal of Portfolio Management Winter 2000, 26 (2) 81-88; DOI: https://doi.org/10.3905/jpm.2000.319748
Mozes, Haim A.
- You have accessThe Role of Value in Strategies Based on Anticipated Earnings SurpriseHaim A. MozesThe Journal of Portfolio Management Winter 2000, 26 (2) 54-62; DOI: https://doi.org/10.3905/jpm.2000.319744
N
Ni, Bing J.
- You have accessThe Usefulness of Inverse FloatersDavid F. Babbel, Cindy W. Ma and Bing J. NiThe Journal of Portfolio Management Winter 2000, 26 (2) 71-80; DOI: https://doi.org/10.3905/jpm.2000.319740
P
Pericli, Andreas
- You have accessAre Multiple Hedging Instruments Better than One?Gregory Koutmos and Andreas PericliThe Journal of Portfolio Management Winter 2000, 26 (2) 63-70; DOI: https://doi.org/10.3905/jpm.2000.319743
R
Roulet, Jacques
- You have accessModeling Stock Market ReturnsHélène Harasty and Jacques RouletThe Journal of Portfolio Management Winter 2000, 26 (2) 33-46; DOI: https://doi.org/10.3905/jpm.2000.319747
S
Snigaroff, Robert G.
- You have accessThe Economics of Active ManagementRobert G. SnigaroffThe Journal of Portfolio Management Winter 2000, 26 (2) 16-24; DOI: https://doi.org/10.3905/jpm.2000.319742
Statman, Meir
- You have accessThe DJIA Crossed 652,230Roger G. Clarke and Meir StatmanThe Journal of Portfolio Management Winter 2000, 26 (2) 89-92; DOI: https://doi.org/10.3905/jpm.2000.319741
T
Thomas, Lee R.
- You have accessActive ManagementLee R. ThomasThe Journal of Portfolio Management Winter 2000, 26 (2) 25-32; DOI: https://doi.org/10.3905/jpm.2000.319739