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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

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Table of Contents

Summer 2007; Volume 33,Issue 4
  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Summer 2007, 33 (4) 9; DOI: https://doi.org/10.3905/jpm.2007.690602
  • You have access
    Optimal Gearing
    Seanna Johnson, Ronald N. Kahn and Dean Petrich
    The Journal of Portfolio Management Summer 2007, 33 (4) 10-18; DOI: https://doi.org/10.3905/jpm.2007.690600
  • You have access
    Enhanced Active Equity Portfolios Are Trim Equitized Long-Short Portfolios
    Bruce I. Jacobs and Kenneth N. Levy
    The Journal of Portfolio Management Summer 2007, 33 (4) 19-25; DOI: https://doi.org/10.3905/jpm.2007.690601
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    Market Timing with Aggregate and Idiosyncratic Stock Volatilities
    Hui Guo and Jason Higbee
    The Journal of Portfolio Management Summer 2007, 33 (4) 26-32; DOI: https://doi.org/10.3905/jpm.2007.690603
  • You have access
    Extending Black-Litterman Analysis Beyond the Mean-Variance Framework
    Lionel Martellini and Volker Ziemann
    The Journal of Portfolio Management Summer 2007, 33 (4) 33-44; DOI: https://doi.org/10.3905/jpm.2007.690604
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    The Impact of Constraints on Value-Added
    Bernd Scherer and Xiaodong Xu
    The Journal of Portfolio Management Summer 2007, 33 (4) 45-54; DOI: https://doi.org/10.3905/jpm.2007.690605
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    Shrinking the Covariance Matrix
    David J. Disatnik and Simon Benninga
    The Journal of Portfolio Management Summer 2007, 33 (4) 55-63; DOI: https://doi.org/10.3905/jpm.2007.690606
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    How Do Performance Measures Perform?
    Georges Hübner
    The Journal of Portfolio Management Summer 2007, 33 (4) 64-74; DOI: https://doi.org/10.3905/jpm.2007.690607
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    Do Losses Linger?
    Ryan Garvey, Anthony Murphy and Fei Wu
    The Journal of Portfolio Management Summer 2007, 33 (4) 75-83; DOI: https://doi.org/10.3905/jpm.2007.690608
  • You have access
    We Don't Quite Know What We Are Talking About
    Daniel G. Goldstein and Nassim Nicholas Taleb
    The Journal of Portfolio Management Summer 2007, 33 (4) 84-86; DOI: https://doi.org/10.3905/jpm.2007.690609
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    The Market P/E Ratio, Earnings Trends, and Stock Return Forecasts
    Robert A. Weigand and Robert Irons
    The Journal of Portfolio Management Summer 2007, 33 (4) 87-101; DOI: https://doi.org/10.3905/jpm.2007.690610
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    Spanning Tests for Replicable Small-Cap Indexes as Separate Asset Classes
    Lorne N. Switzer and Haibo Fan
    The Journal of Portfolio Management Summer 2007, 33 (4) 102-110; DOI: https://doi.org/10.3905/jpm.2007.690611
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    The Relative Importance of Asset Allocation and Security Selection
    Mark Kritzman and Sébastien Page
    The Journal of Portfolio Management Summer 2007, 33 (4) 111; DOI: https://doi.org/10.3905/jpm.2007.690612
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The Journal of Portfolio Management
Vol. 33, Issue 4
Summer 2007
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