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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Winter 2007; Volume 33,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Aggarwal, Rajesh K.

    1. 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
  2. Alexander, Carol

    1. 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

B

  1. Barbosa, Andreza

    1. 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
  2. Ben Dor, Arik

    1. 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
  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. 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

E

  1. Engle, Robert F

    1. 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

F

  1. Ferstenberg, Robert

    1. 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

G

  1. Georgiev, Galin

    1. 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
  2. Gregoriou, Greg N.

    1. 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

H

  1. Herold, Ulf

    1. 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
  2. Houweling, Patrick

    1. 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
  3. Hua, Ronald

    1. 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
  4. Hyman, Jay

    1. 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

J

  1. Jones, Robert C

    1. 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

K

  1. Kozhemiakin, Alexander V

    1. 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

L

  1. Lim, Terence

    1. 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

M

  1. Maurer, Raimond

    1. 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

P

  1. Penninga, Olaf

    1. 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
  2. Pinato, Jake

    1. 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
  3. Powell, John G.

    1. 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

Q

  1. Qian, Edward

    1. 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

S

  1. Shi, Jing

    1. 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
    2. 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
  2. Smith, Tom

    1. 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
  3. Sorensen, Eric H.

    1. 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
  4. Stamos, Michael

    1. 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

T

  1. Thanh Vo, Huy

    1. 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

V

  1. van Leeuwen, Erik

    1. 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

W

  1. Whaley, Robert E.

    1. 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

Z

  1. Zangari, Peter J

    1. 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
  2. Zhu, Joe

    1. 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
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The Journal of Portfolio Management
Vol. 33, Issue 2
Winter 2007
  • Table of Contents
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