Table of Contents
Summer 2007; Volume 33,Issue 4
B
Benninga, Simon
- You have accessShrinking the Covariance MatrixDavid J. Disatnik and Simon BenningaThe Journal of Portfolio Management Summer 2007, 33 (4) 55-63; DOI: https://doi.org/10.3905/jpm.2007.690606
Bernstein, Peter L.
- Open AccessEditor's LetterPeter L. BernsteinThe Journal of Portfolio Management Summer 2007, 33 (4) 9; DOI: https://doi.org/10.3905/jpm.2007.690602
D
Disatnik, David J.
- You have accessShrinking the Covariance MatrixDavid J. Disatnik and Simon BenningaThe Journal of Portfolio Management Summer 2007, 33 (4) 55-63; DOI: https://doi.org/10.3905/jpm.2007.690606
F
Fan, Haibo
- You have accessSpanning Tests for Replicable Small-Cap Indexes as Separate Asset ClassesLorne N. Switzer and Haibo FanThe Journal of Portfolio Management Summer 2007, 33 (4) 102-110; DOI: https://doi.org/10.3905/jpm.2007.690611
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Garvey, Ryan
- You have accessDo Losses Linger?Ryan Garvey, Anthony Murphy and Fei WuThe Journal of Portfolio Management Summer 2007, 33 (4) 75-83; DOI: https://doi.org/10.3905/jpm.2007.690608
Goldstein, Daniel G.
- You have accessWe Don't Quite Know What We Are Talking AboutDaniel G. Goldstein and Nassim Nicholas TalebThe Journal of Portfolio Management Summer 2007, 33 (4) 84-86; DOI: https://doi.org/10.3905/jpm.2007.690609
Guo, Hui
- You have accessMarket Timing with Aggregate and Idiosyncratic Stock VolatilitiesHui Guo and Jason HigbeeThe Journal of Portfolio Management Summer 2007, 33 (4) 26-32; DOI: https://doi.org/10.3905/jpm.2007.690603
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Higbee, Jason
- You have accessMarket Timing with Aggregate and Idiosyncratic Stock VolatilitiesHui Guo and Jason HigbeeThe Journal of Portfolio Management Summer 2007, 33 (4) 26-32; DOI: https://doi.org/10.3905/jpm.2007.690603
Hübner, Georges
- You have accessHow Do Performance Measures Perform?Georges HübnerThe Journal of Portfolio Management Summer 2007, 33 (4) 64-74; DOI: https://doi.org/10.3905/jpm.2007.690607
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Irons, Robert
- You have accessThe Market P/E Ratio, Earnings Trends, and Stock Return ForecastsRobert A. Weigand and Robert IronsThe Journal of Portfolio Management Summer 2007, 33 (4) 87-101; DOI: https://doi.org/10.3905/jpm.2007.690610
J
Jacobs, Bruce I.
- You have accessEnhanced Active Equity Portfolios Are Trim Equitized Long-Short PortfoliosBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management Summer 2007, 33 (4) 19-25; DOI: https://doi.org/10.3905/jpm.2007.690601
Johnson, Seanna
- You have accessOptimal GearingSeanna Johnson, Ronald N. Kahn and Dean PetrichThe Journal of Portfolio Management Summer 2007, 33 (4) 10-18; DOI: https://doi.org/10.3905/jpm.2007.690600
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Kahn, Ronald N.
- You have accessOptimal GearingSeanna Johnson, Ronald N. Kahn and Dean PetrichThe Journal of Portfolio Management Summer 2007, 33 (4) 10-18; DOI: https://doi.org/10.3905/jpm.2007.690600
Kritzman, Mark
- You have accessThe Relative Importance of Asset Allocation and Security SelectionMark Kritzman and Sébastien PageThe Journal of Portfolio Management Summer 2007, 33 (4) 111; DOI: https://doi.org/10.3905/jpm.2007.690612
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Levy, Kenneth N.
- You have accessEnhanced Active Equity Portfolios Are Trim Equitized Long-Short PortfoliosBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management Summer 2007, 33 (4) 19-25; DOI: https://doi.org/10.3905/jpm.2007.690601
M
Martellini, Lionel
- You have accessExtending Black-Litterman Analysis Beyond the Mean-Variance FrameworkLionel Martellini and Volker ZiemannThe Journal of Portfolio Management Summer 2007, 33 (4) 33-44; DOI: https://doi.org/10.3905/jpm.2007.690604
Murphy, Anthony
- You have accessDo Losses Linger?Ryan Garvey, Anthony Murphy and Fei WuThe Journal of Portfolio Management Summer 2007, 33 (4) 75-83; DOI: https://doi.org/10.3905/jpm.2007.690608
P
Page, Sébastien
- You have accessThe Relative Importance of Asset Allocation and Security SelectionMark Kritzman and Sébastien PageThe Journal of Portfolio Management Summer 2007, 33 (4) 111; DOI: https://doi.org/10.3905/jpm.2007.690612
Petrich, Dean
- You have accessOptimal GearingSeanna Johnson, Ronald N. Kahn and Dean PetrichThe Journal of Portfolio Management Summer 2007, 33 (4) 10-18; DOI: https://doi.org/10.3905/jpm.2007.690600
S
Scherer, Bernd
- You have accessThe Impact of Constraints on Value-AddedBernd Scherer and Xiaodong XuThe Journal of Portfolio Management Summer 2007, 33 (4) 45-54; DOI: https://doi.org/10.3905/jpm.2007.690605
Switzer, Lorne N.
- You have accessSpanning Tests for Replicable Small-Cap Indexes as Separate Asset ClassesLorne N. Switzer and Haibo FanThe Journal of Portfolio Management Summer 2007, 33 (4) 102-110; DOI: https://doi.org/10.3905/jpm.2007.690611
T
Taleb, Nassim Nicholas
- You have accessWe Don't Quite Know What We Are Talking AboutDaniel G. Goldstein and Nassim Nicholas TalebThe Journal of Portfolio Management Summer 2007, 33 (4) 84-86; DOI: https://doi.org/10.3905/jpm.2007.690609
W
Weigand, Robert A.
- You have accessThe Market P/E Ratio, Earnings Trends, and Stock Return ForecastsRobert A. Weigand and Robert IronsThe Journal of Portfolio Management Summer 2007, 33 (4) 87-101; DOI: https://doi.org/10.3905/jpm.2007.690610
Wu, Fei
- You have accessDo Losses Linger?Ryan Garvey, Anthony Murphy and Fei WuThe Journal of Portfolio Management Summer 2007, 33 (4) 75-83; DOI: https://doi.org/10.3905/jpm.2007.690608
X
Xu, Xiaodong
- You have accessThe Impact of Constraints on Value-AddedBernd Scherer and Xiaodong XuThe Journal of Portfolio Management Summer 2007, 33 (4) 45-54; DOI: https://doi.org/10.3905/jpm.2007.690605
Z
Ziemann, Volker
- You have accessExtending Black-Litterman Analysis Beyond the Mean-Variance FrameworkLionel Martellini and Volker ZiemannThe Journal of Portfolio Management Summer 2007, 33 (4) 33-44; DOI: https://doi.org/10.3905/jpm.2007.690604