Table of Contents

Summer 2010; Volume 36,Issue 4

C

  1. Cornell, Bradford

    1. 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

  2. Crum, Conan C.

    1. 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

D

  1. Drucker, Eve

    1. 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

E

  1. Ezra, Don

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

  2. Focardi, Sergio M.

    1. 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

  3. Francis, Jack Clark

    1. 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

  4. Fridson, Martin

    1. 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

  5. Fuller, Russell J.

    1. 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

G

  1. Ghosh, Sanjoy

    1. 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

  2. Goetzmann, William N.

    1. 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

  3. Golub, Bennett W.

    1. 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

  4. Grinold, Richard

    1. 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

  5. Griswold, John

    1. 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

H

  1. Han, Bing

    1. 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

  2. Hessel, Christopher

    1. 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

J

  1. Jarrow, Robert A.

    1. 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

L

  1. Levine, Robert

    1. 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

  2. Litke, Adam

    1. 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

M

  1. Maillard, Sébastien

    1. 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

  2. Mclaughlin, Michael

    1. 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

R

  1. Roncalli, Thierry

    1. 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

  2. Rosenthal, Steven

    1. 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

S

  1. Sorensen, Eric H.

    1. 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

  2. Sterling, Karen

    1. 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

  3. Stubbs, Robert A.

    1. 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

T

  1. Teïletche, Jérôme

    1. 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

  2. Tseng, Yung-Fang (Ayung)

    1. 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

  3. Tung, Yining

    1. 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

V

  1. Vandenbussche, Dieter

    1. 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

W

  1. Wang, Jun

    1. 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

  2. Warren, Geoffrey J.

    1. 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

Z

  1. Zhang, Ge

    1. 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

  2. Zhou, Xuelong

    1. 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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