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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Portfolio Management
Vol. 34, Issue 4
Summer 2008
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