Table of Contents

Spring 2001; Volume 27,Issue 3

A

  1. Ahmed, Parvez

    1. Style Investing
      Parvez Ahmed and Sudhir Nanda
      The Journal of Portfolio Management Spring 2001, 27 (3) 47-59; DOI: https://doi.org/10.3905/jpm.2001.319801

  2. Aragonés, José R.

    1. Active Management of Equity Investment Portfolios
      José R. Aragonés, Carlos Blanco and Juan Mascareñas
      The Journal of Portfolio Management Spring 2001, 27 (3) 39-46; DOI: https://doi.org/10.3905/jpm.2001.319800

  3. Arnott, Robert D.

    1. The Death of the Risk Premium
      Robert D. Arnott and Ronald J. Ryan
      The Journal of Portfolio Management Spring 2001, 27 (3) 61-74; DOI: https://doi.org/10.3905/jpm.2001.319802

  4. Arshanapalli, Bala G

    1. Is Fixed-Weight Asset Allocation Really Better?
      Bala G Arshanapalli, T. Daniel Coggin and William B Nelson
      The Journal of Portfolio Management Spring 2001, 27 (3) 27-38; DOI: https://doi.org/10.3905/jpm.2001.319799

B

  1. Bernstein, Peter L.

    1. Open Access
      Editor's Letter
      Peter L. Bernstein
      The Journal of Portfolio Management Spring 2001, 27 (3) 10; DOI: https://doi.org/10.3905/jpm.2001.390951

  2. Blanco, Carlos

    1. Active Management of Equity Investment Portfolios
      José R. Aragonés, Carlos Blanco and Juan Mascareñas
      The Journal of Portfolio Management Spring 2001, 27 (3) 39-46; DOI: https://doi.org/10.3905/jpm.2001.319800

C

  1. Coggin, T. Daniel

    1. Is Fixed-Weight Asset Allocation Really Better?
      Bala G Arshanapalli, T. Daniel Coggin and William B Nelson
      The Journal of Portfolio Management Spring 2001, 27 (3) 27-38; DOI: https://doi.org/10.3905/jpm.2001.319799

E

  1. Ellis, Charles D.

    1. Will Business Success Spoil the Investment Management Profession?
      Charles D. Ellis
      The Journal of Portfolio Management Spring 2001, 27 (3) 11-15; DOI: https://doi.org/10.3905/jpm.2001.319797

  2. Ennis, Richard M.

    1. The Case for Whole-Stock Portfolios
      Richard M. Ennis
      The Journal of Portfolio Management Spring 2001, 27 (3) 17-26; DOI: https://doi.org/10.3905/jpm.2001.319798

G

  1. Gastineau, Gary L.

    1. Exchange-Traded Funds
      Gary L. Gastineau
      The Journal of Portfolio Management Spring 2001, 27 (3) 88-96; DOI: https://doi.org/10.3905/jpm.2001.319804

H

  1. Huijgen, Carel

    1. Performance Measurement and Insurance Liabilities
      Auke Plantinga and Carel Huijgen
      The Journal of Portfolio Management Spring 2001, 27 (3) 105-115; DOI: https://doi.org/10.3905/jpm.2001.319806

K

  1. Kaplanski, Guy

    1. “VaR Analytics—Portfolio Structure, Key Rate Convexities, and VaR Betas”
      Yoram Kroll and Guy Kaplanski
      The Journal of Portfolio Management Spring 2001, 27 (3) 116-118; DOI: https://doi.org/10.3905/jpm.2001.319807

  2. Kroll, Yoram

    1. “VaR Analytics—Portfolio Structure, Key Rate Convexities, and VaR Betas”
      Yoram Kroll and Guy Kaplanski
      The Journal of Portfolio Management Spring 2001, 27 (3) 116-118; DOI: https://doi.org/10.3905/jpm.2001.319807

M

  1. Mascareñas, Juan

    1. Active Management of Equity Investment Portfolios
      José R. Aragonés, Carlos Blanco and Juan Mascareñas
      The Journal of Portfolio Management Spring 2001, 27 (3) 39-46; DOI: https://doi.org/10.3905/jpm.2001.319800

  2. McCabe, George M.

    1. MVA and the Cross-Section of Expected Stock Returns
      Ken C. Yook and George M. McCabe
      The Journal of Portfolio Management Spring 2001, 27 (3) 75-87; DOI: https://doi.org/10.3905/jpm.2001.319803

  3. Muralidhar, Arun S.

    1. Optimal Risk-Adjusted Portfolios with Multiple Managers
      Arun S. Muralidhar
      The Journal of Portfolio Management Spring 2001, 27 (3) 97-104; DOI: https://doi.org/10.3905/jpm.2001.319805

N

  1. Nanda, Sudhir

    1. Style Investing
      Parvez Ahmed and Sudhir Nanda
      The Journal of Portfolio Management Spring 2001, 27 (3) 47-59; DOI: https://doi.org/10.3905/jpm.2001.319801

  2. Nelson, William B

    1. Is Fixed-Weight Asset Allocation Really Better?
      Bala G Arshanapalli, T. Daniel Coggin and William B Nelson
      The Journal of Portfolio Management Spring 2001, 27 (3) 27-38; DOI: https://doi.org/10.3905/jpm.2001.319799

P

  1. Plantinga, Auke

    1. Performance Measurement and Insurance Liabilities
      Auke Plantinga and Carel Huijgen
      The Journal of Portfolio Management Spring 2001, 27 (3) 105-115; DOI: https://doi.org/10.3905/jpm.2001.319806

R

  1. Ryan, Ronald J.

    1. The Death of the Risk Premium
      Robert D. Arnott and Ronald J. Ryan
      The Journal of Portfolio Management Spring 2001, 27 (3) 61-74; DOI: https://doi.org/10.3905/jpm.2001.319802

Y

  1. Yook, Ken C.

    1. MVA and the Cross-Section of Expected Stock Returns
      Ken C. Yook and George M. McCabe
      The Journal of Portfolio Management Spring 2001, 27 (3) 75-87; DOI: https://doi.org/10.3905/jpm.2001.319803
Back to top

Explore our content to discover more relevant research

In this issue