Table of Contents

Primary Article

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  Analyzing and Estimating Real Stock Returns

  Charles P. Jones

  The Journal of Portfolio Management Spring 2008, 34 (3) 12-21; DOI: https://doi.org/10.3905/jpm.2008.706238
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  Why Have Estimate Revision Measures Not Worked in Recent Years?

  Peter Xu

  The Journal of Portfolio Management Spring 2008, 34 (3) 23-33; DOI: https://doi.org/10.3905/jpm.2008.706239
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  Portfolio Investing with EVA

  Janis K. Zaima

  The Journal of Portfolio Management Spring 2008, 34 (3) 34-40; DOI: https://doi.org/10.3905/jpm.2008.706240
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  The Concept of Credit OAS in Valuation of MBS

  Alexander Levin and Andrew Davidson

  The Journal of Portfolio Management Spring 2008, 34 (3) 41-55; DOI: https://doi.org/10.3905/jpm.2008.706242
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  Performance of Distressed Bonds

  Martin S Fridson, kevin P. Covey and karen Sterling

  The Journal of Portfolio Management Spring 2008, 34 (3) 56-62; DOI: https://doi.org/10.3905/jpm.2008.706243
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  The Predictive Ability of the Bond-Stock Earnings Yield Differential Model

  Klaus Berge, Giorgio Consigli and William T. Ziemba

  The Journal of Portfolio Management Spring 2008, 34 (3) 63-80; DOI: https://doi.org/10.3905/jpm.2008.706245
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  Determinants of Stock Prices

  Gabe J. de Bondt

  The Journal of Portfolio Management Spring 2008, 34 (3) 81-92; DOI: https://doi.org/10.3905/jpm.2008.706246
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  Fundamental Indexation and International Diversification

  Javier Estrada

  The Journal of Portfolio Management Spring 2008, 34 (3) 93-109; DOI: https://doi.org/10.3905/jpm.2008.706247
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  Performance Characteristics of Individually-Managed versus Team-Managed Mutual Funds

  Richard T. Bliss, Mark E. Potter and Christopher Schwarz

  The Journal of Portfolio Management Spring 2008, 34 (3) 110-119; DOI: https://doi.org/10.3905/jpm.2008.706248
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  Sharpe's State-Preference Approach and Beyond

  H. Russell Fogler

  The Journal of Portfolio Management Spring 2008, 34 (3) 120-131; DOI: https://doi.org/10.3905/jpm.2008.706249
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  Correlation, Return Gaps, and the Benefits of Diversification

  Meir Statman and Jonathan Scheid

  The Journal of Portfolio Management Spring 2008, 34 (3) 132-139; DOI: https://doi.org/10.3905/jpm.2008.706250