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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Winter 2004; Volume 30,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 2004, 30 (2) 1; DOI: https://doi.org/10.3905/jpm.2004.390964

Primary Article

  • You have access
    Strategic versus Tactical Asset Allocation
    Mark J.P Anson
    The Journal of Portfolio Management Winter 2004, 30 (2) 8-22; DOI: https://doi.org/10.3905/jpm.2004.319926
  • You have access
    Improving Portfolio Efficiency
    Kurt D Winkelmann
    The Journal of Portfolio Management Winter 2004, 30 (2) 23-38; DOI: https://doi.org/10.3905/jpm.2004.319927
  • You have access
    Multiple Alpha Sources and Active Management
    Eric H. Sorensen, Edward Qian, Robert Schoen and Ronald Hua
    The Journal of Portfolio Management Winter 2004, 30 (2) 39-45; DOI: https://doi.org/10.3905/jpm.2004.319928
  • You have access
    Risk Allocation Under Shortfall Constraints
    Jan Bertus Molenkamp
    The Journal of Portfolio Management Winter 2004, 30 (2) 46-52; DOI: https://doi.org/10.3905/jpm.2004.319929
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    Which Risks Have Been Best Rewarded?
    Antti Ilmanen, Rory Byrne, Heinz Gunasekera and Robert Minikin
    The Journal of Portfolio Management Winter 2004, 30 (2) 53-57; DOI: https://doi.org/10.3905/jpm.2004.319930
  • You have access
    Defaults and Returns on High-Yield Bonds
    Edward I. Altman and Gaurav Bana
    The Journal of Portfolio Management Winter 2004, 30 (2) 58-73; DOI: https://doi.org/10.3905/jpm.2004.319931
  • You have access
    Interest Rate Model Selection
    Alexander. Levin
    The Journal of Portfolio Management Winter 2004, 30 (2) 74-86; DOI: https://doi.org/10.3905/jpm.2004.319932
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    Soft Dollars
    Evan. Schulman
    The Journal of Portfolio Management Winter 2004, 30 (2) 87-88; DOI: https://doi.org/10.3905/jpm.2004.319933
  • You have access
    Index Design and Implications for Index Tracking
    Alex Frino, David R. Gallagher, Albert S. Neubert and Teddy N. Oetomo
    The Journal of Portfolio Management Winter 2004, 30 (2) 89-95; DOI: https://doi.org/10.3905/jpm.2004.319934
  • You have access
    The Benchmark Index ETF Performance Problem
    Gary L. Gastineau
    The Journal of Portfolio Management Winter 2004, 30 (2) 96-103; DOI: https://doi.org/10.3905/jpm.2004.319935
  • You have access
    The Equity Premium
    Paul Bostock
    The Journal of Portfolio Management Winter 2004, 30 (2) 104-111; DOI: https://doi.org/10.3905/jpm.2004.319936
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The Journal of Portfolio Management
Vol. 30, Issue 2
Winter 2004
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