Index by author

Winter 2000; Volume 26,Issue 2

B

  1. Babbel, David F.

    1. 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

  2. Baierl, Gary T.

    1. 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

  3. Bernstein, Peter L.

    1. 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

C

  1. Chen, Peng

    1. 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

  2. Clarke, Roger G.

    1. 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

D

  1. Durham, J. Benson

    1. 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

E

  1. Ellis, Charles D.

    1. 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

H

  1. Harasty, Hélène

    1. 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

K

  1. Koutmos, Gregory

    1. 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

M

  1. Ma, Cindy W.

    1. 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

  2. Mehrling, Perry

    1. 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

  3. Mozes, Haim A.

    1. 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

N

  1. Ni, Bing J.

    1. 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

P

  1. Pericli, Andreas

    1. 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

R

  1. Roulet, Jacques

    1. 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

S

  1. Snigaroff, Robert G.

    1. 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

  2. Statman, Meir

    1. 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

T

  1. Thomas, Lee R.

    1. 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
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