The Journal of Portfolio Management: 36 (4)

Summer 2010; Volume 36,Issue 4

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Editorial Comment
Frank J. Fabozzi and Sergio M. Focardi

The Journal of Portfolio Management Summer 2010, 36 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2010.36.4.001
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Invited Editorial Comment
Don Ezra and Geoffrey J. Warren

The Journal of Portfolio Management Summer 2010, 36 (4) 5-6; DOI: https://doi.org/10.3905/jpm.2010.36.4.005
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Active Portfolio Management and Positive Alphas: Fact or Fantasy?
Robert A. Jarrow

The Journal of Portfolio Management Summer 2010, 36 (4) 17-22; DOI: https://doi.org/10.3905/jpm.2010.36.4.017
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Signal Weighting
Richard Grinold

The Journal of Portfolio Management Summer 2010, 36 (4) 24-34; DOI: https://doi.org/10.3905/jpm.2010.36.4.024
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Thinking about Indices and “Passive” versus Active Management
Russell J. Fuller, Bing Han and Yining Tung

The Journal of Portfolio Management Summer 2010, 36 (4) 35-47; DOI: https://doi.org/10.3905/jpm.2010.36.4.035
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Constraint Attribution
Robert A. Stubbs and Dieter Vandenbussche

The Journal of Portfolio Management Summer 2010, 36 (4) 48-59; DOI: https://doi.org/10.3905/jpm.2010.36.4.048
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The Properties of Equally Weighted Risk Contribution Portfolios
Sébastien Maillard, Thierry Roncalli and Jérôme Teïletche

The Journal of Portfolio Management Summer 2010, 36 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2010.36.4.060
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Rewarding Fundamentals
Eric H. Sorensen and Sanjoy Ghosh

The Journal of Portfolio Management Summer 2010, 36 (4) 71-76; DOI: https://doi.org/10.3905/jpm.2010.36.4.071
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Portfolios Weighted by Repurchase and Total Payout
Jack Clark Francis, Christopher Hessel, Jun Wang and Ge Zhang

The Journal of Portfolio Management Summer 2010, 36 (4) 77-83; DOI: https://doi.org/10.3905/jpm.2010.36.4.077
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Reflections on Buy-Side Risk Management After (or Between) the Storms
Bennett W. Golub and Conan C. Crum

The Journal of Portfolio Management Summer 2010, 36 (4) 84-92; DOI: https://doi.org/10.3905/jpm.2010.36.4.084
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The Problems and Challenges of High-Yield Bond Benchmarking
Robert Levine, Eve Drucker and Steven Rosenthal

The Journal of Portfolio Management Summer 2010, 36 (4) 93-98; DOI: https://doi.org/10.3905/jpm.2010.36.4.093
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Market-Based Default Rate Forecasting
Karen Sterling and Martin Fridson

The Journal of Portfolio Management Summer 2010, 36 (4) 99-106; DOI: https://doi.org/10.3905/jpm.2010.36.4.099
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Warren Buffett, Black–Scholes, and the Valuation of Long-Dated Options
Bradford Cornell

The Journal of Portfolio Management Summer 2010, 36 (4) 107-111; DOI: https://doi.org/10.3905/jpm.2010.36.4.107
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Educational Endowments in Crises
William N. Goetzmann, John Griswold and Yung-Fang (Ayung) Tseng

The Journal of Portfolio Management Summer 2010, 36 (4) 112-123; DOI: https://doi.org/10.3905/jpm.2010.36.4.112
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A Style-Based Market Risk Model for Hedge Fund Portfolios
Xuelong Zhou, Adam Litke and Michael Mclaughlin

The Journal of Portfolio Management Summer 2010, 36 (4) 124-131; DOI: https://doi.org/10.3905/jpm.2010.36.4.124

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