Table of Contents

Summer 2004; Volume 30,Issue 4

Editorial

  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Summer 2004, 30 (4) 1; DOI: https://doi.org/10.3905/jpm.2004.7

Primary Article

  • Liability-Relative Investing
    M. Barton Waring
    The Journal of Portfolio Management Summer 2004, 30 (4) 8-20; DOI: https://doi.org/10.3905/jpm.2004.8
  • Optimal Active Risk Budgeting Model
    Ilya Figelman
    The Journal of Portfolio Management Summer 2004, 30 (4) 22-35; DOI: https://doi.org/10.3905/jpm.2004.22
  • Index Fundamentalism Revisited
    Kenneth S. Reinker and Edward Tower
    The Journal of Portfolio Management Summer 2004, 30 (4) 37-50; DOI: https://doi.org/10.3905/jpm.2004.37
  • Active versus Passive Strategies for EAFE and the S&P 500
    Bala G Arshanapalli, Lorne N. Switzer and Loretta T.S. Hung
    The Journal of Portfolio Management Summer 2004, 30 (4) 51-60; DOI: https://doi.org/10.3905/jpm.2004.51
  • The EVA Style of Investing
    James A. Abate, James L. Grant and G. Bennett Stewart
    The Journal of Portfolio Management Summer 2004, 30 (4) 61-72; DOI: https://doi.org/10.3905/jpm.2004.61
  • Optimal Credit Allocation for Buy-and-Hold Investors
    Lev Dynkin, Jay Hyman and Bruce D. Phelps
    The Journal of Portfolio Management Summer 2004, 30 (4) 73-91; DOI: https://doi.org/10.3905/jpm.2004.73
  • Stock Ownership Decisions in Defined-Contribution Pension Plans
    Julian Douglass, Owen Wu and William T Ziemba
    The Journal of Portfolio Management Summer 2004, 30 (4) 92-100; DOI: https://doi.org/10.3905/jpm.2004.92
  • Don't Worry About the Election
    Scott B. Beyer, Gerald R. Jensen and Robert R. Johnson
    The Journal of Portfolio Management Summer 2004, 30 (4) 101-109; DOI: https://doi.org/10.3905/jpm.2004.101
  • Honey, I Shrunk the Sample Covariance Matrix
    Olivier Ledoit and Michael Wolf
    The Journal of Portfolio Management Summer 2004, 30 (4) 110-119; DOI: https://doi.org/10.3905/jpm.2004.110
  • Trends in Quantitative Asset Management in Europe
    Frank J. Fabozzi, Sergio M. Focardi and Caroline L. Jonas
    The Journal of Portfolio Management Summer 2004, 30 (4) 125-132; DOI: https://doi.org/10.3905/jpm.2004.125
  • Low-Cap and Low-Rated Companies
    Elroy Dimson, Paul Marsh and Mike Staunton
    The Journal of Portfolio Management Summer 2004, 30 (4) 133-143; DOI: https://doi.org/10.3905/jpm.2004.133
  • Predicting Earnings Surprises in European Countries
    Stan Beckers, Karsten Seier and Stefan Braun
    The Journal of Portfolio Management Summer 2004, 30 (4) 144-149; DOI: https://doi.org/10.3905/jpm.2004.144
  • Concentrating on Concentration
    Ross M. Curds
    The Journal of Portfolio Management Summer 2004, 30 (4) 150-159; DOI: https://doi.org/10.3905/jpm.2004.150
  • Style Rotation Strategies
    Mario Levis and Nicholas Tessaromatis
    The Journal of Portfolio Management Summer 2004, 30 (4) 160-169; DOI: https://doi.org/10.3905/jpm.2004.160
  • Sources of Outperformance in Equity Markets
    Carol Alexander and Anca Dimitriu
    The Journal of Portfolio Management Summer 2004, 30 (4) 170-185; DOI: https://doi.org/10.3905/jpm.2004.170
  • Gaining Sector Exposure in Europe
    Massoud Mussavian
    The Journal of Portfolio Management Summer 2004, 30 (4) 186-203; DOI: https://doi.org/10.3905/jpm.2004.186
  • Portable Alpha and Beta Strategies in the Euro Zone
    Noël Amenc, Philippe Malaise, Lionel Martellini and Daphné Sfeir
    The Journal of Portfolio Management Summer 2004, 30 (4) 204-215; DOI: https://doi.org/10.3905/jpm.2004.204
  • Euro Swap Spreads
    Antti Ilmanen
    The Journal of Portfolio Management Summer 2004, 30 (4) 216-225; DOI: https://doi.org/10.3905/jpm.2004.216
  • European Inflation-Indexed Government Debt Security Markets
    Florian Bardong and Thorsten Lehnert
    The Journal of Portfolio Management Summer 2004, 30 (4) 226-238; DOI: https://doi.org/10.3905/jpm.2004.226
  • Agency Ratings in the Pfandbrief Market
    Ludovic Breger and Darren Stovel
    The Journal of Portfolio Management Summer 2004, 30 (4) 239-243; DOI: https://doi.org/10.3905/jpm.2004.239
  • How Derivatives Can Help Solve the Pension Fund Crisis
    Huub F. van Capelleveen, Harry M. Kat and Theo P. Kocken
    The Journal of Portfolio Management Summer 2004, 30 (4) 244-253; DOI: https://doi.org/10.3905/jpm.2004.244
  • European Hedge Funds
    Alexander M. Ineichen
    The Journal of Portfolio Management Summer 2004, 30 (4) 254-267; DOI: https://doi.org/10.3905/jpm.2004.254
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