Index by author
Winter 2009; Volume 35,Issue 2
B
Bernstein, Peter L
- You have accessMicro versus Macro in a Disorderly WorldPeter L BernsteinThe Journal of Portfolio Management Winter 2009, 35 (2) 1; DOI: https://doi.org/10.3905/JPM.2009.35.2.001
C
Chen, Peng
- You have accessImpact of Size and Flows on Performance for Funds of Hedge FundsJames Xiong, Thomas M Idzorek, Peng Chen and Roger G IbbotsonThe Journal of Portfolio Management Winter 2009, 35 (2) 118-130; DOI: https://doi.org/10.3905/JPM.2009.35.2.118
Cornell, Bradford
- You have accessLuck, Skill, and Investment PerformanceBradford CornellThe Journal of Portfolio Management Winter 2009, 35 (2) 131-134; DOI: https://doi.org/10.3905/JPM.2009.35.2.131
D
Da Silva, Alexandre S
- You have accessThe Black–Litterman Model for Active Portfolio ManagementAlexandre S Da Silva, Wai Lee and Bobby PornrojnangkoolThe Journal of Portfolio Management Winter 2009, 35 (2) 61-70; DOI: https://doi.org/10.3905/JPM.2009.35.2.061
Duchin, Ran
- You have accessMarkowitz Versus the Talmudic Portfolio Diversification StrategiesRan Duchin and Haim LevyThe Journal of Portfolio Management Winter 2009, 35 (2) 71-74; DOI: https://doi.org/10.3905/JPM.2009.35.2.071
Duncan, Ann
- You have accessInvesting in Global Equities: An Alternative Approach to Structuring Equity PortfoliosWenling Lin, Phil Hoffman and Ann DuncanThe Journal of Portfolio Management Winter 2009, 35 (2) 50-60; DOI: https://doi.org/10.3905/JPM.2009.35.2.050
F
Figelman, Ilya
- You have accessEffect of Non-Normality Dynamics on the Expected Return of OptionsIlya FigelmanThe Journal of Portfolio Management Winter 2009, 35 (2) 110-117; DOI: https://doi.org/10.3905/JPM.2009.35.2.110
Fridson, Martin S
- You have accessReturn Dynamics of Distressed BondsKaren Sterling, Martin S Fridson and Vince C.C KongThe Journal of Portfolio Management Winter 2009, 35 (2) 102-109; DOI: https://doi.org/10.3905/JPM.2009.35.2.102
G
Grinold, Richard C
- You have accessThe Opportunity Set: Market Opportunities and the Effective Breadth of a PortfolioRichard C Grinold and Mark P TaylorThe Journal of Portfolio Management Winter 2009, 35 (2) 12-24; DOI: https://doi.org/10.3905/JPM.2009.35.2.012
H
Hoffman, Phil
- You have accessInvesting in Global Equities: An Alternative Approach to Structuring Equity PortfoliosWenling Lin, Phil Hoffman and Ann DuncanThe Journal of Portfolio Management Winter 2009, 35 (2) 50-60; DOI: https://doi.org/10.3905/JPM.2009.35.2.050
Hua, Ronald
- You have accessGlobal Value Investing Delivers Diversification: A Multi-Strategy PerspectiveEdward Qian, Eric H Sorensen and Ronald HuaThe Journal of Portfolio Management Winter 2009, 35 (2) 42-49; DOI: https://doi.org/10.3905/JPM.2009.35.2.042
I
Ibbotson, Roger G
- You have accessImpact of Size and Flows on Performance for Funds of Hedge FundsJames Xiong, Thomas M Idzorek, Peng Chen and Roger G IbbotsonThe Journal of Portfolio Management Winter 2009, 35 (2) 118-130; DOI: https://doi.org/10.3905/JPM.2009.35.2.118
Idzorek, Thomas M
- You have accessImpact of Size and Flows on Performance for Funds of Hedge FundsJames Xiong, Thomas M Idzorek, Peng Chen and Roger G IbbotsonThe Journal of Portfolio Management Winter 2009, 35 (2) 118-130; DOI: https://doi.org/10.3905/JPM.2009.35.2.118
K
Kong, Vince C.C
- You have accessReturn Dynamics of Distressed BondsKaren Sterling, Martin S Fridson and Vince C.C KongThe Journal of Portfolio Management Winter 2009, 35 (2) 102-109; DOI: https://doi.org/10.3905/JPM.2009.35.2.102
Konstantinovsky, Vadim
- You have accessAlpha-Beta Recombination:Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?Brian Upbin, Vadim Konstantinovsky and Bruce D PhelpsThe Journal of Portfolio Management Winter 2009, 35 (2) 80-101; DOI: https://doi.org/10.3905/JPM.2009.35.2.080
Kopman, Leonid
- You have accessUsing Lagrangian Relaxation to Obtain Small PortfoliosLeonid Kopman, Shucheng Scott Liu and Dong ShawThe Journal of Portfolio Management Winter 2009, 35 (2) 75-79; DOI: https://doi.org/10.3905/JPM.2009.35.2.075
L
Lee, Wai
- You have accessThe Black–Litterman Model for Active Portfolio ManagementAlexandre S Da Silva, Wai Lee and Bobby PornrojnangkoolThe Journal of Portfolio Management Winter 2009, 35 (2) 61-70; DOI: https://doi.org/10.3905/JPM.2009.35.2.061
Levy, Haim
- You have accessMarkowitz Versus the Talmudic Portfolio Diversification StrategiesRan Duchin and Haim LevyThe Journal of Portfolio Management Winter 2009, 35 (2) 71-74; DOI: https://doi.org/10.3905/JPM.2009.35.2.071
Lin, Wenling
- You have accessInvesting in Global Equities: An Alternative Approach to Structuring Equity PortfoliosWenling Lin, Phil Hoffman and Ann DuncanThe Journal of Portfolio Management Winter 2009, 35 (2) 50-60; DOI: https://doi.org/10.3905/JPM.2009.35.2.050
P
Phelps, Bruce D
- You have accessAlpha-Beta Recombination:Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?Brian Upbin, Vadim Konstantinovsky and Bruce D PhelpsThe Journal of Portfolio Management Winter 2009, 35 (2) 80-101; DOI: https://doi.org/10.3905/JPM.2009.35.2.080
Pornrojnangkool, Bobby
- You have accessThe Black–Litterman Model for Active Portfolio ManagementAlexandre S Da Silva, Wai Lee and Bobby PornrojnangkoolThe Journal of Portfolio Management Winter 2009, 35 (2) 61-70; DOI: https://doi.org/10.3905/JPM.2009.35.2.061
Q
Qian, Edward
- You have accessGlobal Value Investing Delivers Diversification: A Multi-Strategy PerspectiveEdward Qian, Eric H Sorensen and Ronald HuaThe Journal of Portfolio Management Winter 2009, 35 (2) 42-49; DOI: https://doi.org/10.3905/JPM.2009.35.2.042
S
Scanlan, Matthew H
- You have accessFive Principles to Hold Onto (Even When Your Boss Says the Opposite)Laurence B Siegel, M. Barton Waring and Matthew H ScanlanThe Journal of Portfolio Management Winter 2009, 35 (2) 25-41; DOI: https://doi.org/10.3905/JPM.2009.35.2.025
Scott Liu, Shucheng
- You have accessUsing Lagrangian Relaxation to Obtain Small PortfoliosLeonid Kopman, Shucheng Scott Liu and Dong ShawThe Journal of Portfolio Management Winter 2009, 35 (2) 75-79; DOI: https://doi.org/10.3905/JPM.2009.35.2.075
Shaw, Dong
- You have accessUsing Lagrangian Relaxation to Obtain Small PortfoliosLeonid Kopman, Shucheng Scott Liu and Dong ShawThe Journal of Portfolio Management Winter 2009, 35 (2) 75-79; DOI: https://doi.org/10.3905/JPM.2009.35.2.075
Siegel, Laurence B
- You have accessFive Principles to Hold Onto (Even When Your Boss Says the Opposite)Laurence B Siegel, M. Barton Waring and Matthew H ScanlanThe Journal of Portfolio Management Winter 2009, 35 (2) 25-41; DOI: https://doi.org/10.3905/JPM.2009.35.2.025
Sorensen, Eric H
- You have accessGlobal Value Investing Delivers Diversification: A Multi-Strategy PerspectiveEdward Qian, Eric H Sorensen and Ronald HuaThe Journal of Portfolio Management Winter 2009, 35 (2) 42-49; DOI: https://doi.org/10.3905/JPM.2009.35.2.042
Sterling, Karen
- You have accessReturn Dynamics of Distressed BondsKaren Sterling, Martin S Fridson and Vince C.C KongThe Journal of Portfolio Management Winter 2009, 35 (2) 102-109; DOI: https://doi.org/10.3905/JPM.2009.35.2.102
T
Taylor, Mark P
- You have accessThe Opportunity Set: Market Opportunities and the Effective Breadth of a PortfolioRichard C Grinold and Mark P TaylorThe Journal of Portfolio Management Winter 2009, 35 (2) 12-24; DOI: https://doi.org/10.3905/JPM.2009.35.2.012
U
Upbin, Brian
- You have accessAlpha-Beta Recombination:Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?Brian Upbin, Vadim Konstantinovsky and Bruce D PhelpsThe Journal of Portfolio Management Winter 2009, 35 (2) 80-101; DOI: https://doi.org/10.3905/JPM.2009.35.2.080
W
Waring, M. Barton
- You have accessFive Principles to Hold Onto (Even When Your Boss Says the Opposite)Laurence B Siegel, M. Barton Waring and Matthew H ScanlanThe Journal of Portfolio Management Winter 2009, 35 (2) 25-41; DOI: https://doi.org/10.3905/JPM.2009.35.2.025
X
Xiong, James
- You have accessImpact of Size and Flows on Performance for Funds of Hedge FundsJames Xiong, Thomas M Idzorek, Peng Chen and Roger G IbbotsonThe Journal of Portfolio Management Winter 2009, 35 (2) 118-130; DOI: https://doi.org/10.3905/JPM.2009.35.2.118