More articles from Primary Article

  • Simulated Credit Loss Distribution
    Srichander Ramaswamy
    The Journal of Portfolio Management Summer 2005, 31 (4) 91-99; DOI: https://doi.org/10.3905/jpm.2005.570155
  • Nasdaq's Closing Cross
    Michael S. Pagano and Robert A. Schwartz
    The Journal of Portfolio Management Summer 2005, 31 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2005.592102
  • How Hedge Funds Fit
    Frederick E. Dopfel
    The Journal of Portfolio Management Summer 2005, 31 (4) 9-20; DOI: https://doi.org/10.3905/jpm.2005.570144
  • Financial Communities
    Sanjiv Ranjan. Das and Jacob Sisk
    The Journal of Portfolio Management Summer 2005, 31 (4) 112-123; DOI: https://doi.org/10.3905/jpm.2005.592103
  • Quantitative Topics in Hedge Fund Investing
    Jimmy Liew and Craig French
    The Journal of Portfolio Management Summer 2005, 31 (4) 21-32; DOI: https://doi.org/10.3905/jpm.2005.570145
  • Institutional Portfolio Management
    Mark J.P Anson
    The Journal of Portfolio Management Summer 2005, 31 (4) 33-43; DOI: https://doi.org/10.3905/jpm.2005.570146
  • New Frontiers in Compliance
    Paul A Samuelson and Evan Schulman
    The Journal of Portfolio Management Summer 2005, 31 (4) 44-47; DOI: https://doi.org/10.3905/jpm.2005.570148
  • Higher-Moment Portfolio Theory
    Yannick Malevergne and Didier Sornette
    The Journal of Portfolio Management Summer 2005, 31 (4) 49-55; DOI: https://doi.org/10.3905/jpm.2005.570150
  • The P/B-ROE Valuation Model Revisited
    Jarrod W. Wilcox and Thomas K. Philips
    The Journal of Portfolio Management Summer 2005, 31 (4) 56-66; DOI: https://doi.org/10.3905/jpm.2005.570151
  • À la Carte Prepayments
    Anand K. Bhattacharya, Steve Banerjee, Leonid Malozemov and Aryasomayajula Sekhar
    The Journal of Portfolio Management Spring 2005, 31 (3) 55-59; DOI: https://doi.org/10.3905/jpm.2005.500353

Pages