The Journal of Portfolio Management: 35 (2)

Winter 2009; Volume 35,Issue 2

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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

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