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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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

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Table of Contents

Fall 2005; Volume 32,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Adelson, Mark H

    1. You have access
      Corporate Bond Portfolio Analysis
      David P. Jacob, Mark H Adelson and Michiko Whetten
      The Journal of Portfolio Management Fall 2005, 32 (1) 98-107; DOI: https://doi.org/10.3905/jpm.2005.599514

B

  1. Bernstein, Peter L.

    1. Open Access
      Editor's Letter
      Peter L. Bernstein
      The Journal of Portfolio Management Fall 2005, 32 (1) 9; DOI: https://doi.org/10.3905/jpm.2005.599517

C

  1. Clarke, Roger G.

    1. You have access
      A Factor Approach to Asset Allocation
      Roger G. Clarke, Harindra de Silva and Robert Murdock
      The Journal of Portfolio Management Fall 2005, 32 (1) 10-21; DOI: https://doi.org/10.3905/jpm.2005.599487

D

  1. de Silva, Harindra

    1. You have access
      A Factor Approach to Asset Allocation
      Roger G. Clarke, Harindra de Silva and Robert Murdock
      The Journal of Portfolio Management Fall 2005, 32 (1) 10-21; DOI: https://doi.org/10.3905/jpm.2005.599487
  2. Dowd, Kevin

    1. You have access
      Copulas and Coherence
      Kevin Dowd
      The Journal of Portfolio Management Fall 2005, 32 (1) 123-127; DOI: https://doi.org/10.3905/jpm.2005.599516

G

  1. Gold, Jeremy

    1. You have access
      Never Again
      Jeremy Gold
      The Journal of Portfolio Management Fall 2005, 32 (1) 92-97; DOI: https://doi.org/10.3905/jpm.2005.599508
  2. Gupta, Francis

    1. You have access
      Toward an Optimal Domestic Large-Cap Equity Index
      Hamish Seegopaul, Francis Gupta and John Prestbo
      The Journal of Portfolio Management Fall 2005, 32 (1) 85-91; DOI: https://doi.org/10.3905/jpm.2005.599506

H

  1. Hua, Ronald

    1. You have access
      Contextual Fundamentals, Models, and Active Management
      Eric H. Sorensen, Ronald Hua and Edward Qian
      The Journal of Portfolio Management Fall 2005, 32 (1) 23-36; DOI: https://doi.org/10.3905/jpm.2005.599493

J

  1. Jacob, David P.

    1. You have access
      Corporate Bond Portfolio Analysis
      David P. Jacob, Mark H Adelson and Michiko Whetten
      The Journal of Portfolio Management Fall 2005, 32 (1) 98-107; DOI: https://doi.org/10.3905/jpm.2005.599514

K

  1. Kahn, Ronald N.

    1. You have access
      The Surprisingly Small Impact of Asset Growth on Expected Alpha
      Ronald N. Kahn and J. Scott Shaffer
      The Journal of Portfolio Management Fall 2005, 32 (1) 49-60; DOI: https://doi.org/10.3905/jpm.2005.599498

L

  1. Lam, Daniel Y.

    1. You have access
      Factor Neutrality
      Daniel Y. Lam and Wai Lee
      The Journal of Portfolio Management Fall 2005, 32 (1) 38-48; DOI: https://doi.org/10.3905/jpm.2005.599495
  2. Lee, Wai

    1. You have access
      Factor Neutrality
      Daniel Y. Lam and Wai Lee
      The Journal of Portfolio Management Fall 2005, 32 (1) 38-48; DOI: https://doi.org/10.3905/jpm.2005.599495
  3. Leinweber, David J

    1. You have access
      If You Had Everything Computationally…
      David J Leinweber
      The Journal of Portfolio Management Fall 2005, 32 (1) 61-75; DOI: https://doi.org/10.3905/jpm.2005.599503

M

  1. Murdock, Robert

    1. You have access
      A Factor Approach to Asset Allocation
      Roger G. Clarke, Harindra de Silva and Robert Murdock
      The Journal of Portfolio Management Fall 2005, 32 (1) 10-21; DOI: https://doi.org/10.3905/jpm.2005.599487

P

  1. Prestbo, John

    1. You have access
      Toward an Optimal Domestic Large-Cap Equity Index
      Hamish Seegopaul, Francis Gupta and John Prestbo
      The Journal of Portfolio Management Fall 2005, 32 (1) 85-91; DOI: https://doi.org/10.3905/jpm.2005.599506

Q

  1. Qian, Edward

    1. You have access
      Contextual Fundamentals, Models, and Active Management
      Eric H. Sorensen, Ronald Hua and Edward Qian
      The Journal of Portfolio Management Fall 2005, 32 (1) 23-36; DOI: https://doi.org/10.3905/jpm.2005.599493

S

  1. Seegopaul, Hamish

    1. You have access
      Toward an Optimal Domestic Large-Cap Equity Index
      Hamish Seegopaul, Francis Gupta and John Prestbo
      The Journal of Portfolio Management Fall 2005, 32 (1) 85-91; DOI: https://doi.org/10.3905/jpm.2005.599506
  2. Shaffer, J. Scott

    1. You have access
      The Surprisingly Small Impact of Asset Growth on Expected Alpha
      Ronald N. Kahn and J. Scott Shaffer
      The Journal of Portfolio Management Fall 2005, 32 (1) 49-60; DOI: https://doi.org/10.3905/jpm.2005.599498
  3. Sorensen, Eric H.

    1. You have access
      Contextual Fundamentals, Models, and Active Management
      Eric H. Sorensen, Ronald Hua and Edward Qian
      The Journal of Portfolio Management Fall 2005, 32 (1) 23-36; DOI: https://doi.org/10.3905/jpm.2005.599493
  4. Statman, Meir

    1. You have access
      Fair Trading
      Meir Statman
      The Journal of Portfolio Management Fall 2005, 32 (1) 76-84; DOI: https://doi.org/10.3905/jpm.2005.599504

W

  1. Whetten, Michiko

    1. You have access
      Corporate Bond Portfolio Analysis
      David P. Jacob, Mark H Adelson and Michiko Whetten
      The Journal of Portfolio Management Fall 2005, 32 (1) 98-107; DOI: https://doi.org/10.3905/jpm.2005.599514

Z

  1. Ziemba, William T.

    1. You have access
      The Symmetric Downside-Risk Sharpe Ratio
      William T. Ziemba
      The Journal of Portfolio Management Fall 2005, 32 (1) 108-122; DOI: https://doi.org/10.3905/jpm.2005.599515
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The Journal of Portfolio Management
Vol. 32, Issue 1
Fall 2005
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