Works matching IS 00954918 AND DT 1988 AND VI 14 AND IP 2

Results: 18

    • The trouble with performance measurement: Comment.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 74, doi. 10.3905/jpm.1988.409143
      By:
      • Jobson, J.D.;
      • Korkie, Bob M.
      Publication type:
      Article

    • Non-infinitesimal rate changes and Macaulay duration.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 69, doi. 10.3905/jpm.1988.409145
      By:
      • Hegde, Shantaram P.;
      • Nunn Jr., Kenneth P.
      Publication type:
      Article

    • Reply.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 77, doi. 10.3905/jpm.1988.409138
      By:
      • Ferguson, Robert
      Publication type:
      Article

    • BOOK REVIEW.

      Published in:
      1988
      By:
      • Salomon Jr., Robert J.
      Publication type:
      Book Review

    • Immunized bond portfolios in portfolio protection.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 63, doi. 10.3905/jpm.1988.409135
      By:
      • Fong, H. Gifford;
      • Tang, Eric M.P.
      Publication type:
      Article

    • Bond yield spreads revisited.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 57, doi. 10.3905/jpm.1988.409147
      By:
      • Dialynas, Chris P.
      Publication type:
      Article

    • The future for quantitative investment products.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 52, doi. 10.3905/jpm.1988.409141
      By:
      • Arnott, Robert D.
      Publication type:
      Article

    • An asset allocation paradigm.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 47, doi. 10.3905/jpm.1988.409146
      By:
      • Benari, Yoav
      Publication type:
      Article

    • How to profit from program trading.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 40, doi. 10.3905/jpm.1988.409134
      By:
      • Finnerty, Joseph E.;
      • Park, Hun Y.
      Publication type:
      Article

    • The many dimensions of risk.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 35, doi. 10.3905/jpm.1988.409142
      By:
      • Wagner, Wayne H.
      Publication type:
      Article

    • Short-term stock price patterns: NYSE, AMEX, OTC.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 30, doi. 10.3905/jpm.1988.409139
      By:
      • Linn, Scott C.;
      • Lockwood, Larry J.
      Publication type:
      Article

    • Insurance: Volatility risk and futures mispricing.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 23, doi. 10.3905/jpm.1988.409136
      By:
      • Hill, Joanne M.;
      • Jain, Anshuman;
      • Wood Jr., Robert A.
      Publication type:
      Article

    • Volatility and futures: Message versus messenger.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 20, doi. 10.3905/jpm.1988.409144
      By:
      • Stoll, Hans R.;
      • Whaley, Robert E.
      Publication type:
      Article

    • ERRATUM:.

      Published in:
      1988
      Publication type:
      Correction Notice

    • The effect of volatility on investment returns.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 14, doi. 10.3905/jpm.1988.409140
      By:
      • Kosmicke, Ralph;
      • Opsal, Scott D.
      Publication type:
      Article

    • Market overreaction: Magnitude and intensity.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 6, doi. 10.3905/jpm.1988.409137
      By:
      • Brown, Keith C.;
      • Harlow, W.V.
      Publication type:
      Article

    • A sporting challenge.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 3, doi. 10.3905/jpm.1988.3
      By:
      • Bernstein, Peter L.
      Publication type:
      Article

    • About this issue.

      Published in:
      Journal of Portfolio Management, 1988, v. 14, n. 2, p. 1
      Publication type:
      Article