Table of Contents

Primary Article

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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