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

Winter 2007; Volume 33,Issue 2

Primary Article

  • You have access
    The Eighth Annual Bernstein Fabozzi/Jacobs Levy Aware Winners
    The Journal of Portfolio Management Winter 2007, 33 (2) 1; DOI: https://doi.org/10.3905/jpm.2007.674801
  • You have access
    Aspects of Constrained Long-Short Equity Portfolios
    Eric H. Sorensen, Jing Shi, Ronald Hua and Edward Qian
    The Journal of Portfolio Management Winter 2007, 33 (2) 12-20; DOI: https://doi.org/10.3905/jpm.2007.674790
  • You have access
    The Black-Litterman Model for Structured Equity Portfolios
    Robert C Jones, Terence Lim and Peter J Zangari
    The Journal of Portfolio Management Winter 2007, 33 (2) 24-33; DOI: https://doi.org/10.3905/jpm.2007.674791
  • You have access
    Execution Risk
    Robert F Engle and Robert Ferstenberg
    The Journal of Portfolio Management Winter 2007, 33 (2) 34-44; DOI: https://doi.org/10.3905/jpm.2007.674792
  • You have access
    Effectiveness of Minimum-Variance Hedging
    Carol Alexander and Andreza Barbosa
    The Journal of Portfolio Management Winter 2007, 33 (2) 46-59; DOI: https://doi.org/10.3905/jpm.2007.674793
  • You have access
    Total Return Strategies for Multi-Asset Portfolios
    Ulf Herold, Raimond Maurer, Michael Stamos and Huy Thanh Vo
    The Journal of Portfolio Management Winter 2007, 33 (2) 60-76; DOI: https://doi.org/10.3905/jpm.2007.674794
  • You have access
    DTSSM (Duration Times Spread)
    Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf Penninga
    The Journal of Portfolio Management Winter 2007, 33 (2) 77-100; DOI: https://doi.org/10.3905/jpm.2007.674795
  • You have access
    The Risk Premium of Corporate Bonds
    Alexander V Kozhemiakin
    The Journal of Portfolio Management Winter 2007, 33 (2) 101-109; DOI: https://doi.org/10.3905/jpm.2007.674796
  • You have access
    Detecting Performance Persistence in Fund Managers
    Rajesh K. Aggarwal, Galin Georgiev and Jake Pinato
    The Journal of Portfolio Management Winter 2007, 33 (2) 110-120; DOI: https://doi.org/10.3905/jpm.2007.674797
  • You have access
    Data Envelopment Analysis
    Greg N. Gregoriou and Joe Zhu
    The Journal of Portfolio Management Winter 2007, 33 (2) 120-132; DOI: https://doi.org/10.3905/jpm.2007.674798
  • You have access
    The Persistent Presidential Dummy
    John G. Powell, Jing Shi, Tom Smith and Robert E. Whaley
    The Journal of Portfolio Management Winter 2007, 33 (2) 133-143; DOI: https://doi.org/10.3905/jpm.2007.674799

Editorial

  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 2007, 33 (2) 2; DOI: https://doi.org/10.3905/jpm.2007.674800
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. 33, Issue 2
Winter 2007
  • 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