Table of Contents

Summer 2001; Volume 27,Issue 4

B

  1. Beckers, Stan E

    1. Small Is Beautiful
      Stan E Beckers and Greg Vaughan
      The Journal of Portfolio Management Summer 2001, 27 (4) 9-17; DOI: https://doi.org/10.3905/jpm.2001.319808

  2. Bernstein, Peter L.

    1. Open Access
      Editor's Letter
      Peter L. Bernstein
      The Journal of Portfolio Management Summer 2001, 27 (4) 8; DOI: https://doi.org/10.3905/jpm.2001.390957

  3. Blitz, David C.

    1. Tracking Error Allocation
      David C. Blitz and Jouke Hottinga
      The Journal of Portfolio Management Summer 2001, 27 (4) 19-25; DOI: https://doi.org/10.3905/jpm.2001.319809

C

  1. Caglayan, Mustafa Onur

    1. Hedge Fund and Commodity Fund Investments in Bull and Bear Markets
      Franklin R. Edwards and Mustafa Onur Caglayan
      The Journal of Portfolio Management Summer 2001, 27 (4) 97-108; DOI: https://doi.org/10.3905/jpm.2001.319817

  2. Cavaglia, Stefano M.F.G

    1. Risks of Sector Rotation Strategies
      Stefano M.F.G Cavaglia, David Cho and Brian D Singer
      The Journal of Portfolio Management Summer 2001, 27 (4) 35-44; DOI: https://doi.org/10.3905/jpm.2001.319811

  3. Chance, Don M.

    1. The False Teachings of the Unbiased Expectations Hypothesis
      Don M. Chance and Don R Rich
      The Journal of Portfolio Management Summer 2001, 27 (4) 83-95; DOI: https://doi.org/10.3905/jpm.2001.319816

  4. Cho, David

    1. Risks of Sector Rotation Strategies
      Stefano M.F.G Cavaglia, David Cho and Brian D Singer
      The Journal of Portfolio Management Summer 2001, 27 (4) 35-44; DOI: https://doi.org/10.3905/jpm.2001.319811

  5. Chow, George

    1. Risk Budgets
      George Chow, Mark Kritzman and Anne-Sophie Van Royen
      The Journal of Portfolio Management Summer 2001, 27 (4) 109-111; DOI: https://doi.org/10.3905/jpm.2001.319818

E

  1. Edwards, Franklin R.

    1. Hedge Fund and Commodity Fund Investments in Bull and Bear Markets
      Franklin R. Edwards and Mustafa Onur Caglayan
      The Journal of Portfolio Management Summer 2001, 27 (4) 97-108; DOI: https://doi.org/10.3905/jpm.2001.319817

H

  1. Hayes-Yelken, Suzanne

    1. Identifying the Factor Structure of Equity Returns
      Larry J. Merville, Suzanne Hayes-Yelken and Yexiao Xu
      The Journal of Portfolio Management Summer 2001, 27 (4) 51-61; DOI: https://doi.org/10.3905/jpm.2001.319813

  2. Hottinga, Jouke

    1. Tracking Error Allocation
      David C. Blitz and Jouke Hottinga
      The Journal of Portfolio Management Summer 2001, 27 (4) 19-25; DOI: https://doi.org/10.3905/jpm.2001.319809

K

  1. Kritzman, Mark

    1. Risk Budgets
      George Chow, Mark Kritzman and Anne-Sophie Van Royen
      The Journal of Portfolio Management Summer 2001, 27 (4) 109-111; DOI: https://doi.org/10.3905/jpm.2001.319818

L

  1. Larsen, Glen A.

    1. Parameter Estimation Techniques, Optimization Frequency, and Portfolio Return Enhancement
      Glen A. Larsen and Bruce G. Resnick
      The Journal of Portfolio Management Summer 2001, 27 (4) 27-34; DOI: https://doi.org/10.3905/jpm.2001.319810

M

  1. Merville, Larry J.

    1. Identifying the Factor Structure of Equity Returns
      Larry J. Merville, Suzanne Hayes-Yelken and Yexiao Xu
      The Journal of Portfolio Management Summer 2001, 27 (4) 51-61; DOI: https://doi.org/10.3905/jpm.2001.319813

  2. Minor, Dylan B.

    1. Beware of Index Fund Fundamentalists
      Dylan B. Minor
      The Journal of Portfolio Management Summer 2001, 27 (4) 45-50; DOI: https://doi.org/10.3905/jpm.2001.319812

R

  1. Reiss, Jonathan A

    1. Revisiting Mean-Variance Optimization
      Enis Uysal, Francis H. Trainer and Jonathan A Reiss
      The Journal of Portfolio Management Summer 2001, 27 (4) 71-81; DOI: https://doi.org/10.3905/jpm.2001.319815

  2. Resnick, Bruce G.

    1. Parameter Estimation Techniques, Optimization Frequency, and Portfolio Return Enhancement
      Glen A. Larsen and Bruce G. Resnick
      The Journal of Portfolio Management Summer 2001, 27 (4) 27-34; DOI: https://doi.org/10.3905/jpm.2001.319810

  3. Rich, Don R

    1. The False Teachings of the Unbiased Expectations Hypothesis
      Don M. Chance and Don R Rich
      The Journal of Portfolio Management Summer 2001, 27 (4) 83-95; DOI: https://doi.org/10.3905/jpm.2001.319816

S

  1. Schwartz, Robert A.

    1. What We Think About the Quality of Our Equity Markets
      Robert A. Schwartz and Daniel G. Weaver
      The Journal of Portfolio Management Summer 2001, 27 (4) 63-70; DOI: https://doi.org/10.3905/jpm.2001.319814

  2. Singer, Brian D

    1. Risks of Sector Rotation Strategies
      Stefano M.F.G Cavaglia, David Cho and Brian D Singer
      The Journal of Portfolio Management Summer 2001, 27 (4) 35-44; DOI: https://doi.org/10.3905/jpm.2001.319811

T

  1. Trainer, Francis H.

    1. Revisiting Mean-Variance Optimization
      Enis Uysal, Francis H. Trainer and Jonathan A Reiss
      The Journal of Portfolio Management Summer 2001, 27 (4) 71-81; DOI: https://doi.org/10.3905/jpm.2001.319815

U

  1. Uysal, Enis

    1. Revisiting Mean-Variance Optimization
      Enis Uysal, Francis H. Trainer and Jonathan A Reiss
      The Journal of Portfolio Management Summer 2001, 27 (4) 71-81; DOI: https://doi.org/10.3905/jpm.2001.319815

V

  1. Van Royen, Anne-Sophie

    1. Risk Budgets
      George Chow, Mark Kritzman and Anne-Sophie Van Royen
      The Journal of Portfolio Management Summer 2001, 27 (4) 109-111; DOI: https://doi.org/10.3905/jpm.2001.319818

  2. Vaughan, Greg

    1. Small Is Beautiful
      Stan E Beckers and Greg Vaughan
      The Journal of Portfolio Management Summer 2001, 27 (4) 9-17; DOI: https://doi.org/10.3905/jpm.2001.319808

W

  1. Weaver, Daniel G.

    1. What We Think About the Quality of Our Equity Markets
      Robert A. Schwartz and Daniel G. Weaver
      The Journal of Portfolio Management Summer 2001, 27 (4) 63-70; DOI: https://doi.org/10.3905/jpm.2001.319814

X

  1. Xu, Yexiao

    1. Identifying the Factor Structure of Equity Returns
      Larry J. Merville, Suzanne Hayes-Yelken and Yexiao Xu
      The Journal of Portfolio Management Summer 2001, 27 (4) 51-61; DOI: https://doi.org/10.3905/jpm.2001.319813
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