Index by author

Winter 1981; Volume 7,Issue 2

Editorial

  • dead-or Alive and Well?
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 1981, 7 (2) 4; DOI: https://doi.org/10.3905/jpm.1981.4

Primary Article

  • The Capital Asset Pricing Model and the Market Model
    Barr Rosenberg
    The Journal of Portfolio Management Winter 1981, 7 (2) 5-16; DOI: https://doi.org/10.3905/jpm.1981.408793
  • Performance Evaluation and Benchmark Errors (II)
    Richard Roll
    The Journal of Portfolio Management Winter 1981, 7 (2) 17-22; DOI: https://doi.org/10.3905/jpm.1981.408788
  • Is Beta a Useful Measure of Security Risk?
    Robert F. Vandell
    The Journal of Portfolio Management Winter 1981, 7 (2) 23-31; DOI: https://doi.org/10.3905/jpm.1981.23
  • The CAPM and the Investment Horizon
    Haim Levy
    The Journal of Portfolio Management Winter 1981, 7 (2) 32-40; DOI: https://doi.org/10.3905/jpm.1981.408794
  • Betas Compared
    Meir Statman
    The Journal of Portfolio Management Winter 1981, 7 (2) 41-44; DOI: https://doi.org/10.3905/jpm.1981.408783
  • How to Maximize Stationarity of Beta
    Thomas M. Tole
    The Journal of Portfolio Management Winter 1981, 7 (2) 45-49; DOI: https://doi.org/10.3905/jpm.1981.408787
  • Dividend Risk Measurement and Tests of the CAPM
    James M. Johnson and Howard P. Lanser
    The Journal of Portfolio Management Winter 1981, 7 (2) 50-54; DOI: https://doi.org/10.3905/jpm.1981.408785
  • Volatility, Growth, and Investment Policy
    David A. Umstead
    The Journal of Portfolio Management Winter 1981, 7 (2) 55-59; DOI: https://doi.org/10.3905/jpm.1981.408798
  • Trading Volume and Beta Stability
    Michael D. Carpenter and David E. Upton
    The Journal of Portfolio Management Winter 1981, 7 (2) 60-64; DOI: https://doi.org/10.3905/jpm.1981.408797
  • Rate of Return Indexes for GNMA Securities
    Kenneth B. Dunn and John J. McConnell
    The Journal of Portfolio Management Winter 1981, 7 (2) 65-74; DOI: https://doi.org/10.3905/jpm.1981.408789
  • Ginnie Mae
    Hugh R. Lamle
    The Journal of Portfolio Management Winter 1981, 7 (2) 75-79; DOI: https://doi.org/10.3905/jpm.1981.408786
  • The Risk-Return Performance of Convertibles
    Robert M. Soldofsky
    The Journal of Portfolio Management Winter 1981, 7 (2) 80-84; DOI: https://doi.org/10.3905/jpm.1981.408796
  • SUE/PE Revista
    Clinton M. Bidwell
    The Journal of Portfolio Management Winter 1981, 7 (2) 85-87; DOI: https://doi.org/10.3905/jpm.1981.85
  • The Battle of Insider Trading vs. Market Efficiency
    Raymond Goldie and Keith P Ambachtsheer
    The Journal of Portfolio Management Winter 1981, 7 (2) 88; DOI: https://doi.org/10.3905/jpm.1981.408792
  • Comment
    Harvey M. Salkin and Peter H. Ritchken
    The Journal of Portfolio Management Winter 1981, 7 (2) 89-90; DOI: https://doi.org/10.3905/jpm.1981.408784
  • Reply
    George M Frankfurter and Allan Young
    The Journal of Portfolio Management Winter 1981, 7 (2) 91-92; DOI: https://doi.org/10.3905/jpm.1981.408791
  • Rejoinder
    Harvey M. Salkin and Peter H. Pitchken
    The Journal of Portfolio Management Winter 1981, 7 (2) 93; DOI: https://doi.org/10.3905/jpm.1981.408790
  • The Cyclical Pattern in Corporate Bond Supply
    Robert J. Rogowski
    The Journal of Portfolio Management Winter 1981, 7 (2) 94; DOI: https://doi.org/10.3905/jpm.1981.408795
Back to top

Explore our content to discover more relevant research

In this issue