Table of Contents

Winter 1980; Volume 6,Issue 2

Primary Article

  • The CAPM and beta in an imperfect market
    Haim Levy
    The Journal of Portfolio Management Winter 1980, 6 (2) 5-11; DOI: https://doi.org/10.3905/jpm.1980.408735
  • The impact of options on the underlying securities
    Robert C. Klemkosky and Terry S. Maness
    The Journal of Portfolio Management Winter 1980, 6 (2) 12-18; DOI: https://doi.org/10.3905/jpm.1980.408737
  • The interest sensitivity of common stock prices
    Michael D. Joehnk and J. William Petty
    The Journal of Portfolio Management Winter 1980, 6 (2) 19-25; DOI: https://doi.org/10.3905/jpm.1980.408738
  • The cyclical pattern in corporate bond quality
    Michael G. Ferri and Charles G. Martin
    The Journal of Portfolio Management Winter 1980, 6 (2) 26-29; DOI: https://doi.org/10.3905/jpm.1980.408736
  • Catch 500
    James C. Ryan and Mark Kritzman
    The Journal of Portfolio Management Winter 1980, 6 (2) 30-32; DOI: https://doi.org/10.3905/jpm.1980.408725
  • The tricks of the trade
    Gilbert L Beebower and William Priest
    The Journal of Portfolio Management Winter 1980, 6 (2) 36-42; DOI: https://doi.org/10.3905/jpm.1980.408739
  • Past investment performance
    Jon S. Brightman and Barbava L. Haslanger
    The Journal of Portfolio Management Winter 1980, 6 (2) 43-45; DOI: https://doi.org/10.3905/jpm.1980.408731
  • Growth on the demand curve
    James H Gipson
    The Journal of Portfolio Management Winter 1980, 6 (2) 46-48; DOI: https://doi.org/10.3905/jpm.1980.408727
  • Is indirect international diversification desirable?
    Andrew J. Senchack and William L. Beedles
    The Journal of Portfolio Management Winter 1980, 6 (2) 49-57; DOI: https://doi.org/10.3905/jpm.1980.408729
  • An asset allocation framework
    H. Gifford Fong
    The Journal of Portfolio Management Winter 1980, 6 (2) 58-66; DOI: https://doi.org/10.3905/jpm.1980.408724
  • God as portfolio manager
    Harry Weber
    The Journal of Portfolio Management Winter 1980, 6 (2) 67-68; DOI: https://doi.org/10.3905/jpm.1980.408726
  • Investor behavior
    David H Weinflash
    The Journal of Portfolio Management Winter 1980, 6 (2) 69-70; DOI: https://doi.org/10.3905/jpm.1980.408728
  • Risk and returns in continuous option writing
    Robert Reback
    The Journal of Portfolio Management Winter 1980, 6 (2) 71-72; DOI: https://doi.org/10.3905/jpm.1980.408734
  • Reply
    Frederick C. Dawson
    The Journal of Portfolio Management Winter 1980, 6 (2) 73; DOI: https://doi.org/10.3905/jpm.1980.408740
  • Programing the three-phase dividend discount model
    Robert M. Soldofsky
    The Journal of Portfolio Management Winter 1980, 6 (2) 74; DOI: https://doi.org/10.3905/jpm.1980.408732
  • Offshore alphas
    Mark Tapley
    The Journal of Portfolio Management Winter 1980, 6 (2) 76; DOI: https://doi.org/10.3905/jpm.1980.408730
  • Reply
    Dennis E. Logue and Richard J. Rogalski
    The Journal of Portfolio Management Winter 1980, 6 (2) 77-78; DOI: https://doi.org/10.3905/jpm.1980.408733
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