Index by author

Winter 2009; Volume 35,Issue 2

B

  1. Bernstein, Peter L

    1. 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

C

  1. Chen, Peng

    1. 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

  2. Cornell, Bradford

    1. 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

D

  1. Da Silva, Alexandre S

    1. 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

  2. Duchin, Ran

    1. 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

  3. Duncan, Ann

    1. 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

F

  1. Figelman, Ilya

    1. 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

  2. Fridson, Martin S

    1. 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

G

  1. Grinold, Richard C

    1. 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

H

  1. Hoffman, Phil

    1. 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

  2. Hua, Ronald

    1. 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

I

  1. Ibbotson, Roger G

    1. 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

  2. Idzorek, Thomas M

    1. 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

K

  1. Kong, Vince C.C

    1. 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

  2. Konstantinovsky, Vadim

    1. 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

  3. Kopman, Leonid

    1. 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

L

  1. Lee, Wai

    1. 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

  2. Levy, Haim

    1. 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

  3. Lin, Wenling

    1. 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

P

  1. Phelps, Bruce D

    1. 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

  2. Pornrojnangkool, Bobby

    1. 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

Q

  1. Qian, Edward

    1. 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

S

  1. Scanlan, Matthew H

    1. 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

  2. Scott Liu, Shucheng

    1. 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

  3. Shaw, Dong

    1. 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

  4. Siegel, Laurence B

    1. 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

  5. Sorensen, Eric H

    1. 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

  6. Sterling, Karen

    1. 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

T

  1. Taylor, Mark P

    1. 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

U

  1. Upbin, Brian

    1. 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

W

  1. Waring, M. Barton

    1. 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

X

  1. Xiong, James

    1. 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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