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The Journal of Portfolio Management
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The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Summer 2010; Volume 36,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

C

  1. Cornell, Bradford

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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The Journal of Portfolio Management: 36 (4)
The Journal of Portfolio Management
Vol. 36, Issue 4
Summer 2010
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