Table of Contents

Fall 2004; Volume 31,Issue 1

Editorial

Primary Article

  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
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