The Journal of Portfolio Management

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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
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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
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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
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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
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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
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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
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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
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Country versus Region Effects in International Stock Returns
Robin Brooks and Marco Del Negro

The Journal of Portfolio Management Summer 2005, 31 (4) 67-72; DOI: https://doi.org/10.3905/jpm.2005.570152
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Prepayment Risk-and Option-Adjusted Valuation of MBS
Alexander Levin and Andrew Davidson

The Journal of Portfolio Management Summer 2005, 31 (4) 73-85; DOI: https://doi.org/10.3905/jpm.2005.570153
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Relationships Between Implied Volatility Indexes and Stock Index Returns
Pierre Giot

The Journal of Portfolio Management Spring 2005, 31 (3) 92-100; DOI: https://doi.org/10.3905/jpm.2005.500363

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