Table of Contents

Article

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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