Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Portfolio Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Fall 2004; Volume 31,Issue 1

Editorial

  • You have access
    The Losers in the Game of Meeting Expectations
    Peter L. Bernstein
    The Journal of Portfolio Management Fall 2004, 31 (1) 1; DOI: https://doi.org/10.3905/jpm.2004.443341

Primary Article

  • You have access
    An Alternative Future
    Clifford S Asness
    The Journal of Portfolio Management Fall 2004, 31 (1) 8-23; DOI: https://doi.org/10.3905/jpm.2004.443316
  • You have access
    Dynamic Leverage
    Clifford De Souza and Mikhail Smirnov
    The Journal of Portfolio Management Fall 2004, 31 (1) 25-39; DOI: https://doi.org/10.3905/jpm.2004.443317
  • You have access
    Liability-Relative Investing II
    M. Barton Waring
    The Journal of Portfolio Management Fall 2004, 31 (1) 40-53; DOI: https://doi.org/10.3905/jpm.2004.443318
  • You have access
    Toward More Information-Efficient Portfolios
    Roger G. Clarke, Harindra de Silva and Steven Sapra
    The Journal of Portfolio Management Fall 2004, 31 (1) 54-63; DOI: https://doi.org/10.3905/jpm.2004.443321
  • You have access
    Revisiting Core-Satellite Investing
    Noël Amenc, Philippe Malaise and Lionel Martellini
    The Journal of Portfolio Management Fall 2004, 31 (1) 64-75; DOI: https://doi.org/10.3905/jpm.2004.443322
  • You have access
    The Style Drift Score
    Thomas M. Idzorek and Fred Bertsch
    The Journal of Portfolio Management Fall 2004, 31 (1) 76-83; DOI: https://doi.org/10.3905/jpm.2004.443323
  • You have access
    Homemade Leverage
    Haim Levy, Moshe Levy and Natalie Alisof
    The Journal of Portfolio Management Fall 2004, 31 (1) 84-93; DOI: https://doi.org/10.3905/jpm.2004.443325
  • You have access
    Uncovering the Trend-Following Strategy
    Henrik H. Pedersen and Gerben J. de Zwart
    The Journal of Portfolio Management Fall 2004, 31 (1) 94-102; DOI: https://doi.org/10.3905/jpm.2004.443327
  • You have access
    Different Approaches to Risk Estimation in Portfolio Theory
    Almira Biglova, Sergio Ortobelli, Svetlozar T Rachev and Stoyan Stoyanov
    The Journal of Portfolio Management Fall 2004, 31 (1) 103-112; DOI: https://doi.org/10.3905/jpm.2004.443328
  • You have access
    History of the Forecasters
    Robert Brooks and J. Brian Gray
    The Journal of Portfolio Management Fall 2004, 31 (1) 113-117; DOI: https://doi.org/10.3905/jpm.2004.443329
  • You have access
    The Hierarchy of Investment Choice
    Renato Staub
    The Journal of Portfolio Management Fall 2004, 31 (1) 118-123; DOI: https://doi.org/10.3905/jpm.2004.443340
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Portfolio Management
Vol. 31, Issue 1
Fall 2004
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • News
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies