Table of Contents

Primary Article

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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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