Table of Contents
Summer 2010; Volume 36,Issue 4
C
Cornell, Bradford
- You have accessWarren Buffett, Black–Scholes, and the Valuation of Long-Dated OptionsBradford CornellThe Journal of Portfolio Management Summer 2010, 36 (4) 107-111; DOI: https://doi.org/10.3905/jpm.2010.36.4.107
Crum, Conan C.
- You have accessReflections on Buy-Side Risk Management After (or Between) the StormsBennett W. Golub and Conan C. CrumThe Journal of Portfolio Management Summer 2010, 36 (4) 84-92; DOI: https://doi.org/10.3905/jpm.2010.36.4.084
D
Drucker, Eve
- You have accessThe Problems and Challenges of High-Yield Bond BenchmarkingRobert Levine, Eve Drucker and Steven RosenthalThe Journal of Portfolio Management Summer 2010, 36 (4) 93-98; DOI: https://doi.org/10.3905/jpm.2010.36.4.093
E
Ezra, Don
- You have accessInvited Editorial CommentDon Ezra and Geoffrey J. WarrenThe 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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Fabozzi, Frank J.
- You have accessEditorial CommentFrank J. Fabozzi and Sergio M. FocardiThe Journal of Portfolio Management Summer 2010, 36 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2010.36.4.001
Focardi, Sergio M.
- You have accessEditorial CommentFrank J. Fabozzi and Sergio M. FocardiThe Journal of Portfolio Management Summer 2010, 36 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2010.36.4.001
Francis, Jack Clark
- You have accessPortfolios Weighted by Repurchase and Total PayoutJack Clark Francis, Christopher Hessel, Jun Wang and Ge ZhangThe Journal of Portfolio Management Summer 2010, 36 (4) 77-83; DOI: https://doi.org/10.3905/jpm.2010.36.4.077
Fridson, Martin
- You have accessMarket-Based Default Rate ForecastingKaren Sterling and Martin FridsonThe Journal of Portfolio Management Summer 2010, 36 (4) 99-106; DOI: https://doi.org/10.3905/jpm.2010.36.4.099
Fuller, Russell J.
- You have accessThinking about Indices and “Passive” versus Active ManagementRussell J. Fuller, Bing Han and Yining TungThe 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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Ghosh, Sanjoy
- You have accessRewarding FundamentalsEric H. Sorensen and Sanjoy GhoshThe Journal of Portfolio Management Summer 2010, 36 (4) 71-76; DOI: https://doi.org/10.3905/jpm.2010.36.4.071
Goetzmann, William N.
- You have accessEducational Endowments in CrisesWilliam N. Goetzmann, John Griswold and Yung-Fang (Ayung) TsengThe Journal of Portfolio Management Summer 2010, 36 (4) 112-123; DOI: https://doi.org/10.3905/jpm.2010.36.4.112
Golub, Bennett W.
- You have accessReflections on Buy-Side Risk Management After (or Between) the StormsBennett W. Golub and Conan C. CrumThe Journal of Portfolio Management Summer 2010, 36 (4) 84-92; DOI: https://doi.org/10.3905/jpm.2010.36.4.084
Grinold, Richard
- You have accessSignal WeightingRichard GrinoldThe Journal of Portfolio Management Summer 2010, 36 (4) 24-34; DOI: https://doi.org/10.3905/jpm.2010.36.4.024
Griswold, John
- You have accessEducational Endowments in CrisesWilliam N. Goetzmann, John Griswold and Yung-Fang (Ayung) TsengThe Journal of Portfolio Management Summer 2010, 36 (4) 112-123; DOI: https://doi.org/10.3905/jpm.2010.36.4.112
H
Han, Bing
- You have accessThinking about Indices and “Passive” versus Active ManagementRussell J. Fuller, Bing Han and Yining TungThe Journal of Portfolio Management Summer 2010, 36 (4) 35-47; DOI: https://doi.org/10.3905/jpm.2010.36.4.035
Hessel, Christopher
- You have accessPortfolios Weighted by Repurchase and Total PayoutJack Clark Francis, Christopher Hessel, Jun Wang and Ge ZhangThe Journal of Portfolio Management Summer 2010, 36 (4) 77-83; DOI: https://doi.org/10.3905/jpm.2010.36.4.077
J
Jarrow, Robert A.
- You have accessActive Portfolio Management and Positive Alphas: Fact or Fantasy?Robert A. JarrowThe 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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Levine, Robert
- You have accessThe Problems and Challenges of High-Yield Bond BenchmarkingRobert Levine, Eve Drucker and Steven RosenthalThe Journal of Portfolio Management Summer 2010, 36 (4) 93-98; DOI: https://doi.org/10.3905/jpm.2010.36.4.093
Litke, Adam
- You have accessA Style-Based Market Risk Model for Hedge Fund PortfoliosXuelong Zhou, Adam Litke and Michael MclaughlinThe Journal of Portfolio Management Summer 2010, 36 (4) 124-131; DOI: https://doi.org/10.3905/jpm.2010.36.4.124
M
Maillard, Sébastien
- You have accessThe Properties of Equally Weighted Risk Contribution PortfoliosSébastien Maillard, Thierry Roncalli and Jérôme TeïletcheThe Journal of Portfolio Management Summer 2010, 36 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2010.36.4.060
Mclaughlin, Michael
- You have accessA Style-Based Market Risk Model for Hedge Fund PortfoliosXuelong Zhou, Adam Litke and Michael MclaughlinThe Journal of Portfolio Management Summer 2010, 36 (4) 124-131; DOI: https://doi.org/10.3905/jpm.2010.36.4.124
R
Roncalli, Thierry
- You have accessThe Properties of Equally Weighted Risk Contribution PortfoliosSébastien Maillard, Thierry Roncalli and Jérôme TeïletcheThe Journal of Portfolio Management Summer 2010, 36 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2010.36.4.060
Rosenthal, Steven
- You have accessThe Problems and Challenges of High-Yield Bond BenchmarkingRobert Levine, Eve Drucker and Steven RosenthalThe Journal of Portfolio Management Summer 2010, 36 (4) 93-98; DOI: https://doi.org/10.3905/jpm.2010.36.4.093
S
Sorensen, Eric H.
- You have accessRewarding FundamentalsEric H. Sorensen and Sanjoy GhoshThe Journal of Portfolio Management Summer 2010, 36 (4) 71-76; DOI: https://doi.org/10.3905/jpm.2010.36.4.071
Sterling, Karen
- You have accessMarket-Based Default Rate ForecastingKaren Sterling and Martin FridsonThe Journal of Portfolio Management Summer 2010, 36 (4) 99-106; DOI: https://doi.org/10.3905/jpm.2010.36.4.099
Stubbs, Robert A.
- You have accessConstraint AttributionRobert A. Stubbs and Dieter VandenbusscheThe 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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Teïletche, Jérôme
- You have accessThe Properties of Equally Weighted Risk Contribution PortfoliosSébastien Maillard, Thierry Roncalli and Jérôme TeïletcheThe Journal of Portfolio Management Summer 2010, 36 (4) 60-70; DOI: https://doi.org/10.3905/jpm.2010.36.4.060
Tseng, Yung-Fang (Ayung)
- You have accessEducational Endowments in CrisesWilliam N. Goetzmann, John Griswold and Yung-Fang (Ayung) TsengThe Journal of Portfolio Management Summer 2010, 36 (4) 112-123; DOI: https://doi.org/10.3905/jpm.2010.36.4.112
Tung, Yining
- You have accessThinking about Indices and “Passive” versus Active ManagementRussell J. Fuller, Bing Han and Yining TungThe Journal of Portfolio Management Summer 2010, 36 (4) 35-47; DOI: https://doi.org/10.3905/jpm.2010.36.4.035
V
Vandenbussche, Dieter
- You have accessConstraint AttributionRobert A. Stubbs and Dieter VandenbusscheThe Journal of Portfolio Management Summer 2010, 36 (4) 48-59; DOI: https://doi.org/10.3905/jpm.2010.36.4.048
W
Wang, Jun
- You have accessPortfolios Weighted by Repurchase and Total PayoutJack Clark Francis, Christopher Hessel, Jun Wang and Ge ZhangThe Journal of Portfolio Management Summer 2010, 36 (4) 77-83; DOI: https://doi.org/10.3905/jpm.2010.36.4.077
Warren, Geoffrey J.
- You have accessInvited Editorial CommentDon Ezra and Geoffrey J. WarrenThe Journal of Portfolio Management Summer 2010, 36 (4) 5-6; DOI: https://doi.org/10.3905/jpm.2010.36.4.005
Z
Zhang, Ge
- You have accessPortfolios Weighted by Repurchase and Total PayoutJack Clark Francis, Christopher Hessel, Jun Wang and Ge ZhangThe Journal of Portfolio Management Summer 2010, 36 (4) 77-83; DOI: https://doi.org/10.3905/jpm.2010.36.4.077
Zhou, Xuelong
- You have accessA Style-Based Market Risk Model for Hedge Fund PortfoliosXuelong Zhou, Adam Litke and Michael MclaughlinThe Journal of Portfolio Management Summer 2010, 36 (4) 124-131; DOI: https://doi.org/10.3905/jpm.2010.36.4.124