Index by author

Winter 2007; Volume 33,Issue 2

A

  1. Aggarwal, Rajesh K.

    1. 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

  2. Alexander, Carol

    1. 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

B

  1. Barbosa, Andreza

    1. 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

  2. Ben Dor, Arik

    1. 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

  3. Bernstein, Peter L.

    1. 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

D

  1. Dynkin, Lev

    1. 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

E

  1. Engle, Robert F

    1. 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

F

  1. Ferstenberg, Robert

    1. 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

G

  1. Georgiev, Galin

    1. 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

  2. Gregoriou, Greg N.

    1. 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

H

  1. Herold, Ulf

    1. 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

  2. Houweling, Patrick

    1. 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

  3. Hua, Ronald

    1. 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

  4. Hyman, Jay

    1. 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

J

  1. Jones, Robert C

    1. 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

K

  1. Kozhemiakin, Alexander V

    1. 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

L

  1. Lim, Terence

    1. 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

M

  1. Maurer, Raimond

    1. 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

P

  1. Penninga, Olaf

    1. 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

  2. Pinato, Jake

    1. 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

  3. Powell, John G.

    1. 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

Q

  1. Qian, Edward

    1. 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

S

  1. Shi, Jing

    1. 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
    2. 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

  2. Smith, Tom

    1. 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

  3. Sorensen, Eric H.

    1. 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

  4. Stamos, Michael

    1. 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

T

  1. Thanh Vo, Huy

    1. 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

V

  1. van Leeuwen, Erik

    1. 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

W

  1. Whaley, Robert E.

    1. 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

Z

  1. Zangari, Peter J

    1. 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

  2. Zhu, Joe

    1. 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
Back to top

Explore our content to discover more relevant research

In this issue