Index by author

Winter 2006; Volume 32,Issue 2

A

  1. Albota, Marius A.

    1. 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

  2. Amenc, Noël

    1. 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

  3. Andrade, Sandro C.

    1. 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

  4. Arshanapalli, Bala G

    1. 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

B

  1. Babenko, Ilona

    1. 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

  2. Benita, Golan

    1. 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

  3. Bernstein, Peter L.

    1. 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

C

  1. Chen, Li-Wei

    1. 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

  2. Coggin, T. Daniel

    1. 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

D

  1. Dempster, Michael A.H.

    1. 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

F

  1. Fan, Ayres

    1. 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

G

  1. Germano, Matteo

    1. 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

  2. Grinold, Richard C

    1. Attribution
      Richard C Grinold
      The Journal of Portfolio Management Winter 2006, 32 (2) 9-22; DOI: https://doi.org/10.3905/jpm.2006.611799

L

  1. Levy, Haim

    1. 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

  2. Levy, Moshe

    1. 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

M

  1. Malaise, Philippe

    1. 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

  2. Martellini, Lionel

    1. 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

  3. Medova, Elena A.

    1. 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

  4. Miller, Guy

    1. 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

  5. Morgan, jonathan S.

    1. 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

R

  1. Reichenstein, William R

    1. 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

  2. Rietbergen, Muriel I.

    1. 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

  3. Rudin, Alexander M.

    1. 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

S

  1. Sandrini, Francesco

    1. 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

  2. Schouwenaars, Tom

    1. 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

  3. Scrowston, Mark

    1. 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

  4. Smit, Linda

    1. 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

  5. Sun, Walter

    1. 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

  6. Swart, Barbara

    1. 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

T

  1. Tserlukevich, Yuri

    1. 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

V

  1. Vangelisti, Marco

    1. 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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