Latest Articles

  • Is the Futures Market for Treasury Bills Efficient?
    Donald J. Puglisi
    The Journal of Portfolio Management Winter 1978, 4 (2) 64-67; DOI: https://doi.org/10.3905/jpm.1978.64
  • How Sophisticated are Bond Portfolio Managers?
    Peter G. Goulet
    The Journal of Portfolio Management Winter 1978, 4 (2) 23-26; DOI: https://doi.org/10.3905/jpm.1978.23
  • Major Investment Styles
    William F. Sharpe
    The Journal of Portfolio Management Winter 1978, 4 (2) 68-74; DOI: https://doi.org/10.3905/jpm.1978.408628
  • An Option for the Age of Stability
    Alan J. Bloch
    The Journal of Portfolio Management Winter 1978, 4 (2) 27-30; DOI: https://doi.org/10.3905/jpm.1978.408625
  • Why you can't Win
    Reynolds Griffith
    The Journal of Portfolio Management Winter 1978, 4 (2) 76-77; DOI: https://doi.org/10.3905/jpm.1978.408632
  • Covered Call Option Writing
    Henry M. Pounds
    The Journal of Portfolio Management Winter 1978, 4 (2) 31-42; DOI: https://doi.org/10.3905/jpm.1978.408626
  • Variances and Option Prices in Theory and Practise
    Richard J. Rogalski
    The Journal of Portfolio Management Winter 1978, 4 (2) 43-51; DOI: https://doi.org/10.3905/jpm.1978.408631
  • Why you can't Win
    John Michael Murphy
    The Journal of Portfolio Management Winter 1978, 4 (2) 78-82; DOI: https://doi.org/10.3905/jpm.1978.408633
  • The Return of Risk
    Peter L. Bernstein
    The Journal of Portfolio Management Winter 1978, 4 (2) 4; DOI: https://doi.org/10.3905/jpm.1978.408635
  • Multinationals are Poor Tools for Diversification
    Bertrand Jacquillat and Bruno Solnik
    The Journal of Portfolio Management Winter 1978, 4 (2) 8-12; DOI: https://doi.org/10.3905/jpm.1978.408629

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