| Introduction | 3 |
| Challenge to Judgment (Fall 1974) | 7 |
| The Dividend Puzzle (Winter 1976) | 10 |
| The Capital Asset Pricing Model and the Market Model (Winter 1981) | 14 |
| Factors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) | 26 |
| What Hath MPT Wrought: Which Risks Reap Rewards? (Fall 1983) | 41 |
| Persuasive Evidence of Market Inefficiency (Spring 1985) | 48 |
| What Moves Stock Prices? (Spring 1989) | 56 |
| The Complexity of the Stock Market (Fall 1989) | 65 |
| Beta and Return (Fall 1993) | 74 |
| Performance Evaluation and Benchmark Errors (Summer 1980) | 87 |
| The Trouble with Performance Measurement (Spring 1986) | 95 |
| How to Detect Skill in Management Performance (Winter 1986) | 101 |
| The Implementation Shortfall: Paper versus Reality (Spring 1988) | 106 |
| Continuously Rebalanced Investment Strategies (Fall 1991) | 112 |
| A New Route to Higher Returns and Lower Risks (Fall 1975) | 119 |
| A Global Approach to Money Management (Summer 1976) | 125 |
| How to Win at the Loser's Game (Fall 1978) | 135 |
| A New Paradigm for Portfolio Risk (Fall 1984) | 143 |
| Latane's Bequest: The Best of Portfolio Strategies (Winter 1986) | 151 |
| The Fundamental Law to Active Management (Spring 1989) | 161 |
| The Sharpe Ratio (Fall 1994) | 169 |
| The Invisible Costs of Trading (Fall 1994) | 179 |
| Real Estate: The Whole Story (Spring 1988) | 189 |
| Breaking Tradition in Bond Portfolio Investment (Spring 1975) | 203 |
| The Dividends from Active Bond Management (Spring 1975) | 209 |
| Duration as a Practical Tool for Bond Management (Summer 1977) | 214 |
| Goal Oriented Bond Portfolio Management (Summer 1979) | 219 |
| The Challenge of Analyzing Bond Portfolio Returns (Spring 1980) | 225 |
| The Art of Risk Management in Bond Portfolios (Spring 1981) | 231 |
| The Uses of Contingent Immunization (Fall 1981) | 241 |
| Bond Indexation: The Optimal Quantitative Approach (Spring 1986) | 246 |
| Why Invest in Foreign Currency Bonds? (Summer 1986) | 250 |
| Duration Models: A Taxonomy (Fall 1988) | 255 |
| Convexity and Exceptional Return (Winter 1990) | 260 |
| Non-Parallel Yield Curve Shifts and Immunization (Spring 1992) | 265 |
| Bond Yield Spreads: A Postmodern View (Fall 1992) | 273 |
| Options Can Alter Portfolio Return Distributions (Spring 1981) | 283 |
| Option Portfolio Risk Analysis (Winter 1984) | 291 |
| The Use of Options in Performance Structuring (Summer 1985) | 296 |
| Futures and Alternative Hedge Ratio Methodologies (Spring 1986) | 311 |
| Hedging Corporate Bond Portfolios (Summer 1986) | 322 |
