Index by author

Summer 2007; Volume 33,Issue 4

B

  1. Benninga, Simon

    1. 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

  2. Bernstein, Peter L.

    1. 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

D

  1. Disatnik, David J.

    1. 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

F

  1. Fan, Haibo

    1. 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

G

  1. Garvey, Ryan

    1. 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

  2. Goldstein, Daniel G.

    1. 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

  3. Guo, Hui

    1. 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

H

  1. Higbee, Jason

    1. 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

  2. Hübner, Georges

    1. 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

I

  1. Irons, Robert

    1. 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

J

  1. Jacobs, Bruce I.

    1. 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

  2. Johnson, Seanna

    1. 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

K

  1. Kahn, Ronald N.

    1. 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

  2. Kritzman, Mark

    1. 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

L

  1. Levy, Kenneth N.

    1. 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

M

  1. Martellini, Lionel

    1. 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

  2. Murphy, Anthony

    1. 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

P

  1. Page, Sébastien

    1. 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

  2. Petrich, Dean

    1. 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

S

  1. Scherer, Bernd

    1. 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

  2. Switzer, Lorne N.

    1. 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

T

  1. Taleb, Nassim Nicholas

    1. 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

W

  1. Weigand, Robert A.

    1. 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

  2. Wu, Fei

    1. 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

X

  1. Xu, Xiaodong

    1. 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

Z

  1. Ziemann, Volker

    1. 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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