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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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Table of Contents

Summer 2007; Volume 33,Issue 4
  • 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

B

  1. Benninga, Simon

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. 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
  3. Guo, Hui

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. 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
  2. Johnson, Seanna

    1. 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

K

  1. Kahn, Ronald N.

    1. 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
  2. Kritzman, Mark

    1. You have access
      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. 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

M

  1. Martellini, Lionel

    1. 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
  2. Murphy, Anthony

    1. You have access
      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. You have access
      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. 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

S

  1. Scherer, Bernd

    1. You have access
      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. You have access
      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. 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

W

  1. Weigand, Robert A.

    1. You have access
      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. You have access
      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. You have access
      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. 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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Vol. 33, Issue 4
Summer 2007
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