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Streetwise:
The Best of The Journal of Portfolio Management
Edited by Peter L. Bernstein & Frank J. Fabozzi

Book Description | Endorsements

TABLE OF CONTENTS:

Introduction3
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

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File created: 10/23/2013

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