The Journal of Portfolio Management: 34 (4)

The Journal of Portfolio Management

Summer 2008; Volume 34,Issue 4

Open Access
Editor's Letter
Peter L. Bernstein

The Journal of Portfolio Management Summer 2008, 34 (4) 11; DOI: https://doi.org/10.3905/jpm.2008.709990
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Do Risk Factors Eat Alphas?
Jyh-Huei Lee and Dan Stefek

The Journal of Portfolio Management Summer 2008, 34 (4) 12-25; DOI: https://doi.org/10.3905/jpm.2008.709976
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On the Fundamental Law of Active Portfolio Management
Guofu Zhou

The Journal of Portfolio Management Summer 2008, 34 (4) 26-33; DOI: https://doi.org/10.3905/jpm.2008.709977
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Toward the Design of Better Equity Benchmarks
Lionel Martellini

The Journal of Portfolio Management Summer 2008, 34 (4) 34-41; DOI: https://doi.org/10.3905/jpm.2008.709978
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Benchmarking Measures of Investment Performance with Perfect-Foresight and Bankrupt Asset Allocation Strategies
Robert R. Grauer

The Journal of Portfolio Management Summer 2008, 34 (4) 43-57; DOI: https://doi.org/10.3905/jpm.2008.709979
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Taming Global Village Risk
Rodney N. Sullivan

The Journal of Portfolio Management Summer 2008, 34 (4) 58-67; DOI: https://doi.org/10.3905/jpm.2008.709980
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Tail Risk Management
Vineer Bhansali

The Journal of Portfolio Management Summer 2008, 34 (4) 68-75; DOI: https://doi.org/10.3905/jpm.2008.709982
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How Unlucky Is 25-Sigma?
Kevin Dowd, John Cotter, Chris Humphrey and Margaret Woods

The Journal of Portfolio Management Summer 2008, 34 (4) 76-80; DOI: https://doi.org/10.3905/jpm.2008.709984
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Expected Return and Risk of Covered Call Strategies
Ilya Figelman

The Journal of Portfolio Management Summer 2008, 34 (4) 81-97; DOI: https://doi.org/10.3905/jpm.2008.709985
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Pricing Stock and Bond Options in Incomplete Markets
Les Gulko

The Journal of Portfolio Management Summer 2008, 34 (4) 98-107; DOI: https://doi.org/10.3905/jpm.2008.709986
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An Assessment of Terrorism-Related Investing Strategies
G. Andrew Karolyi

The Journal of Portfolio Management Summer 2008, 34 (4) 108-123; DOI: https://doi.org/10.3905/jpm.2008.709987
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Dividends versus Share Repurchase
Harold Bierman

The Journal of Portfolio Management Summer 2008, 34 (4) 124-127; DOI: https://doi.org/10.3905/jpm.2008.709989

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