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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Winter 2006; Volume 32,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 2006, 32 (2) 8; DOI: https://doi.org/10.3905/jpm.2006.611974

Primary Article

  • You have access
    Attribution
    Richard C Grinold
    The Journal of Portfolio Management Winter 2006, 32 (2) 9-22; DOI: https://doi.org/10.3905/jpm.2006.611799
  • You have access
    Needles, Haystacks, and Hidden Factors
    Guy Miller
    The Journal of Portfolio Management Winter 2006, 32 (2) 25-32; DOI: https://doi.org/10.3905/jpm.2006.611800
  • You have access
    Optimal Rebalancing for Institutional Portfolios
    Walter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota
    The Journal of Portfolio Management Winter 2006, 32 (2) 33-43; DOI: https://doi.org/10.3905/jpm.2006.611801
  • You have access
    The Capacity of an Equity Strategy
    Marco Vangelisti
    The Journal of Portfolio Management Winter 2006, 32 (2) 44-50; DOI: https://doi.org/10.3905/jpm.2006.611802
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    Managing Guarantees
    Michael A.H. Dempster, Matteo Germano, Elena A. Medova, Muriel I. Rietbergen, Francesco Sandrini and Mark Scrowston
    The Journal of Portfolio Management Winter 2006, 32 (2) 51-61; DOI: https://doi.org/10.3905/jpm.2006.611803
  • You have access
    Speed of Adjustment in U.S. Financial Markets
    T. Daniel Coggin and Bala G Arshanapalli
    The Journal of Portfolio Management Winter 2006, 32 (2) 62-69; DOI: https://doi.org/10.3905/jpm.2006.611804
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    Market Timing with Cay
    Sandro C. Andrade, Ilona Babenko and Yuri Tserlukevich
    The Journal of Portfolio Management Winter 2006, 32 (2) 70-80; DOI: https://doi.org/10.3905/jpm.2006.611806
  • You have access
    A Portfolio Diversification Index
    Alexander M. Rudin and jonathan S. Morgan
    The Journal of Portfolio Management Winter 2006, 32 (2) 81-89; DOI: https://doi.org/10.3905/jpm.2006.611807
  • You have access
    From Delivering to Packaging of Alpha
    Noël Amenc, Philippe Malaise and Lionel Martellini
    The Journal of Portfolio Management Winter 2006, 32 (2) 90-98; DOI: https://doi.org/10.3905/jpm.2006.611808
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    Calculating the Price of Bond Convexity
    Linda Smit and Barbara Swart
    The Journal of Portfolio Management Winter 2006, 32 (2) 99-106; DOI: https://doi.org/10.3905/jpm.2006.611809
  • You have access
    Financial Disclosure and Regulation
    Moshe Levy, Golan Benita and Haim Levy
    The Journal of Portfolio Management Winter 2006, 32 (2) 107-115; DOI: https://doi.org/10.3905/jpm.2006.611811
  • You have access
    Rationality of Naive Forecasts of Long-Term Rates
    William R Reichenstein
    The Journal of Portfolio Management Winter 2006, 32 (2) 116-119; DOI: https://doi.org/10.3905/jpm.2006.611812
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The Journal of Portfolio Management
Vol. 32, Issue 2
Winter 2006
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