REVISTA

JOURNAL OF PORTFOLIO MANAGEMENT

ISSN: 0095-4918 Frecuencia: 4 Formato: Impresa

Tablas de contenido

12 art�culos asociados

Volumen 35 N�mero 4 Parte 0 A�o 2009

An Asset�Liability Version of the Capital Asset Pricing Model with a Multi-Period Two-Fund Theorem	Solicitud
M. Barton Waring , Duane Whitney
P�g. 111 - 130

Taming Global Village Risk II: Understanding and Mitigating Bubbles	Solicitud
Rodney N Sullivan
P�g. 131 - 141

Clairvoyant Value and the Growth�Value Cycle	Solicitud
Robert D Arnott , Feifei Li , Katrina F Sherrerd
P�g. 142 - 157

Understanding Two Remarkable Findings about Stock Yields and Growth	Solicitud
Jacob Thomas , Frank Zhang
P�g. 158 - 165

Explaining Earnings Per Share Growth	Solicitud
Harold Bierman, Jr. , Jerome E Hass
P�g. 166 - 169

Share Repurchases and Stock Valuation Models	Solicitud
John D Stowe , Dennis W McLeavey , Jerald E Pinto
P�g. 170 - 179

Return�Risk Ratios Under Taxation	Solicitud
Martin L Leibowitz , Anthony Bova
P�g. 43 - 51

Portfolio Risk Consequences of Fixed-Income Exposures	Solicitud
Geoff Warren
P�g. 52 - 59

A Perspective on Liquidity Risk and Horizon Uncertainty	Solicitud
Joanne M Hill
P�g. 60 - 68

Optimal Turnover Constraints: Scarcity Is Everywhere	Solicitud
Hao Yin
P�g. 69 - 75

Risk-Profiling Defined Benefit Pension Schemes	Solicitud
Michael A.H Dempster , Matteo Germano , Elena A Medova , James K Murphy , Dermot Ryan , Francesco Sandrini
P�g. 76 - 93

Inflation-Hedging Properties of Real Assets and Implications for Asset�Liability Management Decisions	Solicitud
No�l Amenc , Lionel Martellini , Volker Ziemann
P�g. 94 - 110