Table of Contents

Fall 2007; Volume 34,Issue 1
  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Fall 2007, 34 (1) 11; DOI: https://doi.org/10.3905/jpm.2007.698043
  • Dynamic Portfolio Analysis
    Richard C Grinold
    The Journal of Portfolio Management Fall 2007, 34 (1) 12-26; DOI: https://doi.org/10.3905/jpm.2007.698029
  • Information Horizon, Portfolio Turnover, and Optimal Alpha Models
    Edward Qian, Eric H. Sorensen and Ronald Hua
    The Journal of Portfolio Management Fall 2007, 34 (1) 27-40; DOI: https://doi.org/10.3905/jpm.2007.698030
  • Timing Small versus Large Stocks
    Jean-François L'Her, Tammam Mouakhar and Mathieu Roberge
    The Journal of Portfolio Management Fall 2007, 34 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2007.698033
  • Stock Return Momentum and Reversal
    Ilya Figelman
    The Journal of Portfolio Management Fall 2007, 34 (1) 51-67; DOI: https://doi.org/10.3905/jpm.2007.698034
  • Using Binary Variables to Obtain Small Optimal Portfolios
    Françoise Charpin and Dominique Lacaze
    The Journal of Portfolio Management Fall 2007, 34 (1) 68-72; DOI: https://doi.org/10.3905/jpm.2007.698035
  • Taxation Without Replication
    Don M. Chance
    The Journal of Portfolio Management Fall 2007, 34 (1) 73-83; DOI: https://doi.org/10.3905/jpm.2007.698036
  • Divergent Expectations
    Paul L. Davis, Michael S. Pagano and Robert A. Schwartz
    The Journal of Portfolio Management Fall 2007, 34 (1) 84-95; DOI: https://doi.org/10.3905/jpm.2007.698037
  • Original Issue High-Yield Bonds
    Martin S Fridson and Karen Sterling
    The Journal of Portfolio Management Fall 2007, 34 (1) 96-101; DOI: https://doi.org/10.3905/jpm.2007.698038
  • The Volatility Effect
    David C. Blitz and Pim van Vliet
    The Journal of Portfolio Management Fall 2007, 34 (1) 102-113; DOI: https://doi.org/10.3905/jpm.2007.698039
  • Do Foreign Exchange Markets Still Trend?
    Kuntara Pukthuanthong-Le, Richard M. Levich and Lee R. Thomas
    The Journal of Portfolio Management Fall 2007, 34 (1) 114-118; DOI: https://doi.org/10.3905/jpm.2007.698040
  • Why Do Hedge Funds Stop Reporting Performance?
    Alex Grecu, Burton G. Malkiel and Atanu Saha
    The Journal of Portfolio Management Fall 2007, 34 (1) 119-126; DOI: https://doi.org/10.3905/jpm.2007.698041
  • Risk Management for Hedge Funds with Position Information
    Philippe Jorion
    The Journal of Portfolio Management Fall 2007, 34 (1) 127-134; DOI: https://doi.org/10.3905/jpm.2007.698042
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