Journal of portfolio management

• 

  Año 2004, Vol. 31, Número 2

  • How Well Do We Understand Ratios and Spreads?

    pág. 1

    

  • Sources of Return in Global Investing

    págs. 12-21

    

  • Global Momentum Strategies

    págs. 23-39

    

  • Portfolio Disaggregation in Emerging Market Investments

    págs. 41-49

    

  • Indexing and Statistical Arbitrage

    págs. 50-63

    

  • Efficient Irrational Markets

    págs. 64-72

    

  • Modernizing the Defined-Benefit Pension System

    págs. 73-82

    

  • How Risky Are Illiquid Investments?

    págs. 83-93

    

  • Oops, Our Earnings Were Indeed Preliminary

    págs. 94-104

    

  • Multihorizon Sharpe Ratios

    págs. 105-111

    

  • Index Fundamentalism Revisited--Redux

    págs. 112-119