Table of Contents

Primary Article

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  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
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  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
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  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
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  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