Table of Contents

Winter 2007; Volume 33,Issue 2

Primary Article

  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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

Explore our content to discover more relevant research

In this issue