Index by author
Winter 2007; Volume 33,Issue 2
A
Aggarwal, Rajesh K.
- You have accessDetecting Performance Persistence in Fund ManagersRajesh K. Aggarwal, Galin Georgiev and Jake PinatoThe Journal of Portfolio Management Winter 2007, 33 (2) 110-120; DOI: https://doi.org/10.3905/jpm.2007.674797
Alexander, Carol
- You have accessEffectiveness of Minimum-Variance HedgingCarol Alexander and Andreza BarbosaThe Journal of Portfolio Management Winter 2007, 33 (2) 46-59; DOI: https://doi.org/10.3905/jpm.2007.674793
B
Barbosa, Andreza
- You have accessEffectiveness of Minimum-Variance HedgingCarol Alexander and Andreza BarbosaThe Journal of Portfolio Management Winter 2007, 33 (2) 46-59; DOI: https://doi.org/10.3905/jpm.2007.674793
Ben Dor, Arik
- You have accessDTSSM (Duration Times Spread)Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf PenningaThe Journal of Portfolio Management Winter 2007, 33 (2) 77-100; DOI: https://doi.org/10.3905/jpm.2007.674795
Bernstein, Peter L.
- Open AccessEditor's LetterPeter L. BernsteinThe Journal of Portfolio Management Winter 2007, 33 (2) 2; DOI: https://doi.org/10.3905/jpm.2007.674800
D
Dynkin, Lev
- You have accessDTSSM (Duration Times Spread)Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf PenningaThe Journal of Portfolio Management Winter 2007, 33 (2) 77-100; DOI: https://doi.org/10.3905/jpm.2007.674795
E
Engle, Robert F
- You have accessExecution RiskRobert F Engle and Robert FerstenbergThe Journal of Portfolio Management Winter 2007, 33 (2) 34-44; DOI: https://doi.org/10.3905/jpm.2007.674792
F
Ferstenberg, Robert
- You have accessExecution RiskRobert F Engle and Robert FerstenbergThe Journal of Portfolio Management Winter 2007, 33 (2) 34-44; DOI: https://doi.org/10.3905/jpm.2007.674792
G
Georgiev, Galin
- You have accessDetecting Performance Persistence in Fund ManagersRajesh K. Aggarwal, Galin Georgiev and Jake PinatoThe Journal of Portfolio Management Winter 2007, 33 (2) 110-120; DOI: https://doi.org/10.3905/jpm.2007.674797
Gregoriou, Greg N.
- You have accessData Envelopment AnalysisGreg N. Gregoriou and Joe ZhuThe Journal of Portfolio Management Winter 2007, 33 (2) 120-132; DOI: https://doi.org/10.3905/jpm.2007.674798
H
Herold, Ulf
- You have accessTotal Return Strategies for Multi-Asset PortfoliosUlf Herold, Raimond Maurer, Michael Stamos and Huy Thanh VoThe Journal of Portfolio Management Winter 2007, 33 (2) 60-76; DOI: https://doi.org/10.3905/jpm.2007.674794
Houweling, Patrick
- You have accessDTSSM (Duration Times Spread)Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf PenningaThe Journal of Portfolio Management Winter 2007, 33 (2) 77-100; DOI: https://doi.org/10.3905/jpm.2007.674795
Hua, Ronald
- You have accessAspects of Constrained Long-Short Equity PortfoliosEric H. Sorensen, Jing Shi, Ronald Hua and Edward QianThe Journal of Portfolio Management Winter 2007, 33 (2) 12-20; DOI: https://doi.org/10.3905/jpm.2007.674790
Hyman, Jay
- You have accessDTSSM (Duration Times Spread)Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf PenningaThe Journal of Portfolio Management Winter 2007, 33 (2) 77-100; DOI: https://doi.org/10.3905/jpm.2007.674795
J
Jones, Robert C
- You have accessThe Black-Litterman Model for Structured Equity PortfoliosRobert C Jones, Terence Lim and Peter J ZangariThe Journal of Portfolio Management Winter 2007, 33 (2) 24-33; DOI: https://doi.org/10.3905/jpm.2007.674791
K
Kozhemiakin, Alexander V
- You have accessThe Risk Premium of Corporate BondsAlexander V KozhemiakinThe Journal of Portfolio Management Winter 2007, 33 (2) 101-109; DOI: https://doi.org/10.3905/jpm.2007.674796
L
Lim, Terence
- You have accessThe Black-Litterman Model for Structured Equity PortfoliosRobert C Jones, Terence Lim and Peter J ZangariThe Journal of Portfolio Management Winter 2007, 33 (2) 24-33; DOI: https://doi.org/10.3905/jpm.2007.674791
M
Maurer, Raimond
- You have accessTotal Return Strategies for Multi-Asset PortfoliosUlf Herold, Raimond Maurer, Michael Stamos and Huy Thanh VoThe Journal of Portfolio Management Winter 2007, 33 (2) 60-76; DOI: https://doi.org/10.3905/jpm.2007.674794
P
Penninga, Olaf
- You have accessDTSSM (Duration Times Spread)Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf PenningaThe Journal of Portfolio Management Winter 2007, 33 (2) 77-100; DOI: https://doi.org/10.3905/jpm.2007.674795
Pinato, Jake
- You have accessDetecting Performance Persistence in Fund ManagersRajesh K. Aggarwal, Galin Georgiev and Jake PinatoThe Journal of Portfolio Management Winter 2007, 33 (2) 110-120; DOI: https://doi.org/10.3905/jpm.2007.674797
Powell, John G.
- You have accessThe Persistent Presidential DummyJohn G. Powell, Jing Shi, Tom Smith and Robert E. WhaleyThe Journal of Portfolio Management Winter 2007, 33 (2) 133-143; DOI: https://doi.org/10.3905/jpm.2007.674799
Q
Qian, Edward
- You have accessAspects of Constrained Long-Short Equity PortfoliosEric H. Sorensen, Jing Shi, Ronald Hua and Edward QianThe Journal of Portfolio Management Winter 2007, 33 (2) 12-20; DOI: https://doi.org/10.3905/jpm.2007.674790
S
Shi, Jing
- You have accessAspects of Constrained Long-Short Equity PortfoliosEric H. Sorensen, Jing Shi, Ronald Hua and Edward QianThe Journal of Portfolio Management Winter 2007, 33 (2) 12-20; DOI: https://doi.org/10.3905/jpm.2007.674790
- You have accessThe Persistent Presidential DummyJohn G. Powell, Jing Shi, Tom Smith and Robert E. WhaleyThe Journal of Portfolio Management Winter 2007, 33 (2) 133-143; DOI: https://doi.org/10.3905/jpm.2007.674799
Smith, Tom
- You have accessThe Persistent Presidential DummyJohn G. Powell, Jing Shi, Tom Smith and Robert E. WhaleyThe Journal of Portfolio Management Winter 2007, 33 (2) 133-143; DOI: https://doi.org/10.3905/jpm.2007.674799
Sorensen, Eric H.
- You have accessAspects of Constrained Long-Short Equity PortfoliosEric H. Sorensen, Jing Shi, Ronald Hua and Edward QianThe Journal of Portfolio Management Winter 2007, 33 (2) 12-20; DOI: https://doi.org/10.3905/jpm.2007.674790
Stamos, Michael
- You have accessTotal Return Strategies for Multi-Asset PortfoliosUlf Herold, Raimond Maurer, Michael Stamos and Huy Thanh VoThe Journal of Portfolio Management Winter 2007, 33 (2) 60-76; DOI: https://doi.org/10.3905/jpm.2007.674794
T
Thanh Vo, Huy
- You have accessTotal Return Strategies for Multi-Asset PortfoliosUlf Herold, Raimond Maurer, Michael Stamos and Huy Thanh VoThe Journal of Portfolio Management Winter 2007, 33 (2) 60-76; DOI: https://doi.org/10.3905/jpm.2007.674794
V
van Leeuwen, Erik
- You have accessDTSSM (Duration Times Spread)Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf PenningaThe Journal of Portfolio Management Winter 2007, 33 (2) 77-100; DOI: https://doi.org/10.3905/jpm.2007.674795
W
Whaley, Robert E.
- You have accessThe Persistent Presidential DummyJohn G. Powell, Jing Shi, Tom Smith and Robert E. WhaleyThe Journal of Portfolio Management Winter 2007, 33 (2) 133-143; DOI: https://doi.org/10.3905/jpm.2007.674799
Z
Zangari, Peter J
- You have accessThe Black-Litterman Model for Structured Equity PortfoliosRobert C Jones, Terence Lim and Peter J ZangariThe Journal of Portfolio Management Winter 2007, 33 (2) 24-33; DOI: https://doi.org/10.3905/jpm.2007.674791
Zhu, Joe
- You have accessData Envelopment AnalysisGreg N. Gregoriou and Joe ZhuThe Journal of Portfolio Management Winter 2007, 33 (2) 120-132; DOI: https://doi.org/10.3905/jpm.2007.674798