Journal of portfolio management

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  Año 2004, Vol. 30, Número 2

  • The Law of Unintended Consequences Once Again

    pág. 1

    

  • Strategic versus Tactical Asset Allocation

    págs. 8-19

    

  • Improving Portfolio Efficiency

    págs. 23-38

    

  • Multiple Alpha Sources and Active Management

    págs. 39-45

    

  • Risk Allocation Under Shortfall Constraints

    págs. 46-52

    

  • Which Risks Have Been Best Rewarded?

    págs. 53-57

    

  • Defaults and Returns on High-Yield Bonds

    págs. 58-73

    

  • Interest Rate Model Selection

    págs. 74-86

    

  • Soft Dollars

    págs. 87-88

    

  • Index Design and Implications for Index Tracking

    págs. 89-95

    

  • The Benchmark Index ETF Performance Problem

    págs. 96-103

    

  • The Equity Premium

    págs. 104-111