Index by author

Winter 2004; Volume 30,Issue 2

A

  1. Altman, Edward I.

    1. 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

  2. Anson, Mark J.P

    1. 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

B

  1. Bana, Gaurav

    1. 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

  2. Bernstein, Peter L.

    1. 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

  3. Bostock, Paul

    1. 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

  4. Byrne, Rory

    1. 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

F

  1. Frino, Alex

    1. 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

G

  1. Gallagher, David R.

    1. 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

  2. Gastineau, Gary L.

    1. 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

  3. Gunasekera, Heinz

    1. 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

H

  1. Hua, Ronald

    1. 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

I

  1. Ilmanen, Antti

    1. 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

L

  1. Levin, Alexander.

    1. 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

M

  1. Minikin, Robert

    1. 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

  2. Molenkamp, Jan Bertus

    1. 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

N

  1. Neubert, Albert S.

    1. 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

O

  1. Oetomo, Teddy N.

    1. 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

Q

  1. Qian, Edward

    1. 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

S

  1. Schoen, Robert

    1. 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

  2. Schulman, Evan.

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

  3. Sorensen, Eric H.

    1. 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

W

  1. Winkelmann, Kurt D

    1. 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
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