Table of Contents

Article

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  Micro versus Macro in a Disorderly World

  Peter L Bernstein

  The Journal of Portfolio Management Winter 2009, 35 (2) 1; DOI: https://doi.org/10.3905/JPM.2009.35.2.001
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  The Opportunity Set: Market Opportunities and the Effective Breadth of a Portfolio

  Richard C Grinold and Mark P Taylor

  The Journal of Portfolio Management Winter 2009, 35 (2) 12-24; DOI: https://doi.org/10.3905/JPM.2009.35.2.012
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  Five Principles to Hold Onto (Even When Your Boss Says the Opposite)

  Laurence B Siegel, M. Barton Waring and Matthew H Scanlan

  The Journal of Portfolio Management Winter 2009, 35 (2) 25-41; DOI: https://doi.org/10.3905/JPM.2009.35.2.025
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  Global Value Investing Delivers Diversification: A Multi-Strategy Perspective

  Edward Qian, Eric H Sorensen and Ronald Hua

  The Journal of Portfolio Management Winter 2009, 35 (2) 42-49; DOI: https://doi.org/10.3905/JPM.2009.35.2.042
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  Investing in Global Equities: An Alternative Approach to Structuring Equity Portfolios

  Wenling Lin, Phil Hoffman and Ann Duncan

  The Journal of Portfolio Management Winter 2009, 35 (2) 50-60; DOI: https://doi.org/10.3905/JPM.2009.35.2.050
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  The Black–Litterman Model for Active Portfolio Management

  Alexandre S Da Silva, Wai Lee and Bobby Pornrojnangkool

  The Journal of Portfolio Management Winter 2009, 35 (2) 61-70; DOI: https://doi.org/10.3905/JPM.2009.35.2.061
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  Markowitz Versus the Talmudic Portfolio Diversification Strategies

  Ran Duchin and Haim Levy

  The Journal of Portfolio Management Winter 2009, 35 (2) 71-74; DOI: https://doi.org/10.3905/JPM.2009.35.2.071
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  Using Lagrangian Relaxation to Obtain Small Portfolios

  Leonid Kopman, Shucheng Scott Liu and Dong Shaw

  The Journal of Portfolio Management Winter 2009, 35 (2) 75-79; DOI: https://doi.org/10.3905/JPM.2009.35.2.075
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  Alpha-Beta Recombination:Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?

  Brian Upbin, Vadim Konstantinovsky and Bruce D Phelps

  The Journal of Portfolio Management Winter 2009, 35 (2) 80-101; DOI: https://doi.org/10.3905/JPM.2009.35.2.080
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  Return Dynamics of Distressed Bonds

  Karen Sterling, Martin S Fridson and Vince C.C Kong

  The Journal of Portfolio Management Winter 2009, 35 (2) 102-109; DOI: https://doi.org/10.3905/JPM.2009.35.2.102
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  Effect of Non-Normality Dynamics on the Expected Return of Options

  Ilya Figelman

  The Journal of Portfolio Management Winter 2009, 35 (2) 110-117; DOI: https://doi.org/10.3905/JPM.2009.35.2.110
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  Impact of Size and Flows on Performance for Funds of Hedge Funds

  James Xiong, Thomas M Idzorek, Peng Chen and Roger G Ibbotson

  The Journal of Portfolio Management Winter 2009, 35 (2) 118-130; DOI: https://doi.org/10.3905/JPM.2009.35.2.118
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  Luck, Skill, and Investment Performance

  Bradford Cornell

  The Journal of Portfolio Management Winter 2009, 35 (2) 131-134; DOI: https://doi.org/10.3905/JPM.2009.35.2.131