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

  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Soft Dollars
    Evan. Schulman
    The Journal of Portfolio Management Winter 2004, 30 (2) 87-88; DOI: https://doi.org/10.3905/jpm.2004.319933
  • 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
  • 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
  • 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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