MARC Record from marc_columbia

LEADER: 06257mam a2200421 a 4500
001 2117726
005 20220615205736.0
008 970508t19981998njua b 000 0 eng
010 $a 97015849
020 $a069101129X (cl : alk. paper)
020 $a0691011281 (pb : alk. paper)
035 $a(OCoLC)ocm36915704
035 $9ANF4874CU
035 $a2117726
040 $aDLC$cDLC$dC#P$dOrLoB-B
050 00 $aHG4529.5$b.S75 1998
082 00 $a332.6$221
245 00 $aStreetwise :$bthe best of the Journal of portfolio management /$cPeter L. Bernstein, and Frank J. Fabozzi, editors.
246 3 $aStreet wise
260 $aPrinceton, N.J. :$bPrinceton University Press,$c[1998], ©1998.
300 $avii, 321 pages :$billustrations ;$c28 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
500 $aA selection of articles previously published in the Journal of portfolio management over a period of nearly 25 years.
504 $aIncludes bibliographical references.
505 00 $tIntroduction /$rPeter L. Bernstein --$tChallenge to Judgment (Fall 1974) /$rPaul A. Samuelson --$tThe Dividend Puzzle (Winter 1976) /$rFischer Black --$tThe Capital Asset Pricing Model and the Market Model (Winter 1981) /$rBarr Rosenberg --$tFactors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) /$rWilliam F. Sharpe --$tWhat Hath MPT Wrought: Which Risks Reap Rewards? (Fall 1983) /$rRobert D. Arnott --$tPersuasive Evidence of Market Inefficiency (Spring 1985) /$rBarr Rosenberg, Kenneth Reid and Ronald Lanstein --$tWhat Moves Stock Prices? (Spring 1989) /$rDavid M. Cutler, James M. Poterba and Lawrence H. Summers --$tThe Complexity of the Stock Market (Fall 1989) /$rBruce I. Jacobs and Kenneth N. Levy --$tBeta and Return (Fall 1993) /$rFischer Black --$tPerformance Evaluation and Benchmark Errors (Summer 1980) /$rRichard Roll --$tThe Trouble with Performance Measurement (Spring 1986) /$rRobert Ferguson --
505 80 $tHow to Detect Skill in Management Performance (Winter 1986) /$rMark Kritzman --$tThe Implementation Shortfall: Paper versus Reality (Spring 1988) /$rAndre F. Perold --$tContinuously Rebalanced Investment Strategies (Fall 1991) /$rMark Rubinstein --$tA New Route to Higher Returns and Lower Risks (Fall 1975) /$rGary L. Bergstrom --$tA Global Approach to Money Management (Summer 1976) /$rFrancois Garrone and Bruno Solnik --$tHow to Win at the Loser's Game (Fall 1978) /$rEdward M. Miller, Jr. --$tA New Paradigm for Portfolio Risk (Fall 1984) /$rRobert H. Jeffrey --$tLatane's Bequest: The Best of Portfolio Strategies (Winter 1986) /$rRichard W. McEnally --$tThe Fundamental Law to Active Management (Spring 1989) /$rRichard C. Grinold --$tThe Sharpe Ratio (Fall 1994) /$rWilliam F. Sharpe --$tThe Invisible Costs of Trading (Fall 1994) /$rJack L. Treynor --$tReal Estate: The Whole Story (Spring 1988) /$rPaul M. Firstenberg, Stephen A. Ross and Randall C. Zisler --
505 80 $tBreaking Tradition in Bond Portfolio Investment (Spring 1975) /$rMadeline W. Einhorn --$tThe Dividends from Active Bond Management (Spring 1975) /$rKenneth R. Meyer --$tDuration as a Practical Tool for Bond Management (Summer 1977) /$rRichard W. McEnally --$tGoal Oriented Bond Portfolio Management (Summer 1979) /$rMartin L. Leibowitz --$tThe Challenge of Analyzing Bond Portfolio Returns (Spring 1980) /$rPeter O. Dietz, H. Russell Fogler and Donald J. Hardy --$tThe Art of Risk Management in Bond Portfolios (Spring 1981) /$rG. O. Bierwag, George G. Kaufman and Robert Schweitzer [et al.] --$tThe Uses of Contingent Immunization (Fall 1981) /$rMartin L. Leibowitz and Alfred Weinberger --$tBond Indexation: The Optimal Quantitative Approach (Spring 1986) /$rChristina Seix and Ravi Akhoury --$tWhy Invest in Foreign Currency Bonds? (Summer 1986) /$rKenneth Cholerton, Pierre Pieraerts and Bruno Solnik --$tDuration Models: A Taxonomy (Fall 1988) /$rG. O. Bierwag, George G. Kaufman and Cynthia M. Latta --
505 80 $tConvexity and Exceptional Return (Winter 1990) /$rRonald N. Kahn and Roland Lochoff --$tNon-Parallel Yield Curve Shifts and Immunization (Spring 1992) /$rRobert R. Reitano --$tBond Yield Spreads: A Postmodern View (Fall 1992) /$rChris P. Dialynas and David H. Edington --$tOptions Can Alter Portfolio Return Distributions (Spring 1981) /$rRichard Bookstaber and Roger Clarke --$tOption Portfolio Risk Analysis (Winter 1984) /$rJeremy Evnine and Andrew Rudd --$tThe Use of Options in Performance Structuring (Summer 1985) /$rRichard Bookstaber --$tFutures and Alternative Hedge Ratio Methodologies (Spring 1986) /$rAlden L. Toevs and David P. Jacob --$tHedging Corporate Bond Portfolios (Summer 1986) /$rRobin Grieves.
520 $aStreetwise brings together classic articles from the publication that helped revolutionize the way Wall Street does business. During the recession of the early 1970s, investment professionals turned to the theories of a small band of mathematical economists, whose ideas on such topics as portfolio development and risk management eventually led to the reform and maintenance of entire economies. This was the first time economists and practitioners had joined forces to such remarkable effect.
520 8 $aEconomist and money manager Peter Bernstein sought to encourage this exchange when, in 1974, he founded The Journal of Portfolio Management (JPM).
520 8 $aFor this present volume, Bernstein and JPM editor Frank Fabozzi have selected forty-one of the most influential articles to appear in the journal over the past twenty-five years, some of them written by Nobel laureates and all aimed at stimulating dialogue between academic economists wishing to understand the real-world problems of finance and investment professionals wanting to bring the most advanced theoretical work to bear on commerce.
650 0 $aPortfolio management.$0http://id.loc.gov/authorities/subjects/sh85105080
650 0 $aInvestments.$0http://id.loc.gov/authorities/subjects/sh85067715
700 1 $aBernstein, Peter L.$0http://id.loc.gov/authorities/names/n50007708
700 1 $aFabozzi, Frank J.$0http://id.loc.gov/authorities/names/n79107968
730 0 $aJournal of portfolio management.
852 00 $boff,bus$hHG4529.5$i.S75 1998