Table of Contents

Spring 2007; Volume 33,Issue 3

A

  1. Allen, Gregory C.

    1. Does Size Matter?
      Gregory C. Allen
      The Journal of Portfolio Management Spring 2007, 33 (3) 57-62; DOI: https://doi.org/10.3905/jpm.2007.684754

  2. Angel, James J.

    1. Should Owners of Nasdaq Stocks Fear Short-Selling?
      Stephen E. Christophe, Michael G. Ferri and James J. Angel
      The Journal of Portfolio Management Spring 2007, 33 (3) 122-131; DOI: https://doi.org/10.3905/jpm.2007.684762

B

  1. Beckers, Stan E

    1. Funds of Hedge Funds Take the Wrong Risks
      Stan E Beckers, Ross Curds and Simon Weinberger
      The Journal of Portfolio Management Spring 2007, 33 (3) 108-121; DOI: https://doi.org/10.3905/jpm.2007.684758

  2. Bernstein, Peter L.

    1. Open Access
      Editor's Letter
      Peter L. Bernstein
      The Journal of Portfolio Management Spring 2007, 33 (3) 9; DOI: https://doi.org/10.3905/jpm.2007.684763

  3. Bhansali, Vineer

    1. Putting Economics (Back) into Quantitative Models
      Vineer Bhansali
      The Journal of Portfolio Management Spring 2007, 33 (3) 63-76; DOI: https://doi.org/10.3905/jpm.2007.684755

  4. Bova, Anthony

    1. Gathering Implicit Alphas in a Beta World
      Martin L Leibowitz and Anthony Bova
      The Journal of Portfolio Management Spring 2007, 33 (3) 10-18; DOI: https://doi.org/10.3905/jpm.2007.684748

  5. Brush, John S.

    1. Value and Growth, Theory and Practice
      John S. Brush
      The Journal of Portfolio Management Spring 2007, 33 (3) 22-30; DOI: https://doi.org/10.3905/jpm.2007.684749

C

  1. Chou, Seng-Cho

    1. Enhanced Index Investing Based on Goal Programming
      Liang-Chuan Wu, Seng-Cho Chou, Chau-Chen Yang and Chorng-Shyong Ong
      The Journal of Portfolio Management Spring 2007, 33 (3) 49-56; DOI: https://doi.org/10.3905/jpm.2007.684753

  2. Christophe, Stephen E.

    1. Should Owners of Nasdaq Stocks Fear Short-Selling?
      Stephen E. Christophe, Michael G. Ferri and James J. Angel
      The Journal of Portfolio Management Spring 2007, 33 (3) 122-131; DOI: https://doi.org/10.3905/jpm.2007.684762

  3. Curds, Ross

    1. Funds of Hedge Funds Take the Wrong Risks
      Stan E Beckers, Ross Curds and Simon Weinberger
      The Journal of Portfolio Management Spring 2007, 33 (3) 108-121; DOI: https://doi.org/10.3905/jpm.2007.684758

F

  1. Fabozzi, Frank J.

    1. Robust Portfolio Optimization
      Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova and Sergio M. Focardi
      The Journal of Portfolio Management Spring 2007, 33 (3) 40-48; DOI: https://doi.org/10.3905/jpm.2007.684751

  2. Ferri, Michael G.

    1. Should Owners of Nasdaq Stocks Fear Short-Selling?
      Stephen E. Christophe, Michael G. Ferri and James J. Angel
      The Journal of Portfolio Management Spring 2007, 33 (3) 122-131; DOI: https://doi.org/10.3905/jpm.2007.684762

  3. Focardi, Sergio M.

    1. Robust Portfolio Optimization
      Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova and Sergio M. Focardi
      The Journal of Portfolio Management Spring 2007, 33 (3) 40-48; DOI: https://doi.org/10.3905/jpm.2007.684751

J

  1. Johnson, Robert R.

    1. Analysis of the Interest Rate Sensitivity of Common Stocks
      Frank K. Reilly, David J. Wright and Robert R. Johnson
      The Journal of Portfolio Management Spring 2007, 33 (3) 85-107; DOI: https://doi.org/10.3905/jpm.2007.684757

K

  1. Koedijk, Kees

    1. Investment Beliefs
      Alfred Slager and Kees Koedijk
      The Journal of Portfolio Management Spring 2007, 33 (3) 77-84; DOI: https://doi.org/10.3905/jpm.2007.684756

  2. Kolm, Petter N.

    1. Robust Portfolio Optimization
      Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova and Sergio M. Focardi
      The Journal of Portfolio Management Spring 2007, 33 (3) 40-48; DOI: https://doi.org/10.3905/jpm.2007.684751

  3. Kritzman, Mark

    1. Optimal Execution for Portfolio Transitions
      Mark Kritzman, Simon Myrgren and Sébastien Page
      The Journal of Portfolio Management Spring 2007, 33 (3) 33-39; DOI: https://doi.org/10.3905/jpm.2007.684750

L

  1. Leibowitz, Martin L

    1. Gathering Implicit Alphas in a Beta World
      Martin L Leibowitz and Anthony Bova
      The Journal of Portfolio Management Spring 2007, 33 (3) 10-18; DOI: https://doi.org/10.3905/jpm.2007.684748

M

  1. Myrgren, Simon

    1. Optimal Execution for Portfolio Transitions
      Mark Kritzman, Simon Myrgren and Sébastien Page
      The Journal of Portfolio Management Spring 2007, 33 (3) 33-39; DOI: https://doi.org/10.3905/jpm.2007.684750

O

  1. Ong, Chorng-Shyong

    1. Enhanced Index Investing Based on Goal Programming
      Liang-Chuan Wu, Seng-Cho Chou, Chau-Chen Yang and Chorng-Shyong Ong
      The Journal of Portfolio Management Spring 2007, 33 (3) 49-56; DOI: https://doi.org/10.3905/jpm.2007.684753

P

  1. Pachamanova, Dessislava A.

    1. Robust Portfolio Optimization
      Frank J. Fabozzi, Petter N. Kolm, Dessislava A. Pachamanova and Sergio M. Focardi
      The Journal of Portfolio Management Spring 2007, 33 (3) 40-48; DOI: https://doi.org/10.3905/jpm.2007.684751

  2. Page, Sébastien

    1. Optimal Execution for Portfolio Transitions
      Mark Kritzman, Simon Myrgren and Sébastien Page
      The Journal of Portfolio Management Spring 2007, 33 (3) 33-39; DOI: https://doi.org/10.3905/jpm.2007.684750

R

  1. Reilly, Frank K.

    1. Analysis of the Interest Rate Sensitivity of Common Stocks
      Frank K. Reilly, David J. Wright and Robert R. Johnson
      The Journal of Portfolio Management Spring 2007, 33 (3) 85-107; DOI: https://doi.org/10.3905/jpm.2007.684757

S

  1. Slager, Alfred

    1. Investment Beliefs
      Alfred Slager and Kees Koedijk
      The Journal of Portfolio Management Spring 2007, 33 (3) 77-84; DOI: https://doi.org/10.3905/jpm.2007.684756

W

  1. Weinberger, Simon

    1. Funds of Hedge Funds Take the Wrong Risks
      Stan E Beckers, Ross Curds and Simon Weinberger
      The Journal of Portfolio Management Spring 2007, 33 (3) 108-121; DOI: https://doi.org/10.3905/jpm.2007.684758

  2. Wright, David J.

    1. Analysis of the Interest Rate Sensitivity of Common Stocks
      Frank K. Reilly, David J. Wright and Robert R. Johnson
      The Journal of Portfolio Management Spring 2007, 33 (3) 85-107; DOI: https://doi.org/10.3905/jpm.2007.684757

  3. Wu, Liang-Chuan

    1. Enhanced Index Investing Based on Goal Programming
      Liang-Chuan Wu, Seng-Cho Chou, Chau-Chen Yang and Chorng-Shyong Ong
      The Journal of Portfolio Management Spring 2007, 33 (3) 49-56; DOI: https://doi.org/10.3905/jpm.2007.684753

Y

  1. Yang, Chau-Chen

    1. Enhanced Index Investing Based on Goal Programming
      Liang-Chuan Wu, Seng-Cho Chou, Chau-Chen Yang and Chorng-Shyong Ong
      The Journal of Portfolio Management Spring 2007, 33 (3) 49-56; DOI: https://doi.org/10.3905/jpm.2007.684753
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