Journal of portfolio management

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  Año 2005, Vol. 31, Número 3

  • Startling Facts from the Past

    pág. 1

    

  • The Active Management Premium in Small-Cap U.S. Equities

    págs. 10-17

    

  • An Alternative Approach to International Growth Investing

    págs. 19-26

    

  • Five Myths of Active Portfolio Management

    págs. 27-31

    

  • Total Return Fixed-Income Portfolio Management

    págs. 32-43

    

  • Long-Duration Trusts and Endowments

    págs. 44-54

    

  • À la Carte Prepayments

    págs. 55-59

    

  • Global Integration of Developed Credit Markets

    págs. 60-69

    

  • Optimal Hedge Fund Allocations

    págs. 70-81

    

  • Toward Better Risk Forecasts

    págs. 82-91

    

  • Relationships Between Implied Volatility Indexes and Stock Index Returns

    págs. 92-100

    

  • Performance Measurement Manipulation

    págs. 101-108

    

  • Are Vanguard's Managers Good Stock-Pickers or Style-Pickers?

    págs. 109-111