Table of Contents

Winter 2008; Volume 34,Issue 2
  • Open Access
    Editor's Letter
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 2008, 34 (2) 11; DOI: https://doi.org/10.3905/jpm.2008.701626
  • 130/30
    Andrew W. Lo and Pankaj N. Patel
    The Journal of Portfolio Management Winter 2008, 34 (2) 12-38; DOI: https://doi.org/10.3905/jpm.2008.701615
  • The Short Side of 130/30 Investing
    Gary L. Gastineau
    The Journal of Portfolio Management Winter 2008, 34 (2) 39-52; DOI: https://doi.org/10.3905/jpm.2008.701616
  • The Beta Continuum
    Mark J.P Anson
    The Journal of Portfolio Management Winter 2008, 34 (2) 53-64; DOI: https://doi.org/10.3905/jpm.2008.701617
  • Constructing Peer Benchmarks for Mutual Funds
    Arik Ben Dor, Vernon Budinger, Lev Dynkin and Kenneth Leech
    The Journal of Portfolio Management Winter 2008, 34 (2) 65-77; DOI: https://doi.org/10.3905/jpm.2008.701618
  • Using Investment Consumption Value to Select Asset Classes
    Rodney N. Sullivan
    The Journal of Portfolio Management Winter 2008, 34 (2) 79-90; DOI: https://doi.org/10.3905/jpm.2008.701619
  • CAPM Investors Do Not Get Paid for Bearing Risk
    Harry M. Markowitz
    The Journal of Portfolio Management Winter 2008, 34 (2) 91-94; DOI: https://doi.org/10.3905/jpm.2008.701620
  • A Question So Important that it Should Be Hard to Think about Anything Else
    John C. Bogle
    The Journal of Portfolio Management Winter 2008, 34 (2) 95-102; DOI: https://doi.org/10.3905/jpm.2008.701621
  • Disposition Matters
    William N. Goetzmann and Massimo Massa
    The Journal of Portfolio Management Winter 2008, 34 (2) 103-125; DOI: https://doi.org/10.3905/jpm.2008.701622
  • Active Equity Managers in the U.S.
    John M. Mulvey and Woo Chang Kim
    The Journal of Portfolio Management Winter 2008, 34 (2) 126-134; DOI: https://doi.org/10.3905/jpm.2008.701623
  • The Presidential Term
    Scott B. Beyer, Gerald R. Jensen and Robert R. Johnson
    The Journal of Portfolio Management Winter 2008, 34 (2) 135-142; DOI: https://doi.org/10.3905/jpm.2008.701624
  • Index Tracking by Means of Optimized Sampling
    Kees van Montfort, Elout Visser and Laurens Fijn van Draat
    The Journal of Portfolio Management Winter 2008, 34 (2) 143-152; DOI: https://doi.org/10.3905/jpm.2008.701625
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