Seminal Articles

What this Journal is about
Peter L. Bernstein
The Journal of Portfolio Management Fall 1974, 1 (1) 5-9; DOI: https://doi.org/10.3905/jpm.1974.408493

Challenge to Judgement
Paul A. Samuelson
The Journal of Portfolio Management Fall 1974, 1 (1) 17-19; DOI: https://doi.org/10.3905/jpm.1974.408496

The Stock Market and the Beauty Contest
John Maynard Keynes
The Journal of Portfolio Management Fall 1974, 1 (1) 88-90; DOI: https://doi.org/10.3905/jpm.1974.408491 

Index- Based Futures and Options Markets in Real Estate
Karl E. Case, Robert J. Shiller and Allan N. Weiss
The Journal of Portfolio Management Winter 1993, 19 (2) 83-92; DOI: https://doi.org/10.3905/jpm.1993.409441 

The Dividend Puzzle
Fischer Black
The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 8-12; DOI: https://doi.org/10.3905/jpm.1996.008

Beyond Markowitz
Ashvin B. Chhabra
The Journal of Wealth Management Spring 2005, 7 (4) 8-34; DOI: https://doi.org/10.3905/jwm.2005.470606 

Why Not 100% Equities
Clifford S. Asness
The Journal of Portfolio Management Winter 1996, 22 (2) 29-34; DOI: https://doi.org/10.3905/jpm.1996.29 

DTS (Duration Times Spread)
Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf Penninga
The Journal of Portfolio Management Winter 2007, 33 (2) 77-100; DOI: https://doi.org/10.3905/jpm.2007.674795 

The Anatomy of Crisis
Milton Friedman and Rose D. Friedman
The Journal of Portfolio Management Fall 1979, 6 (1) 15-21; DOI: https://doi.org/10.3905/jpm.1979.408714

Asset Allocation
Fischer Black and Robert B Litterman
The Journal of Fixed Income Fall 1991, 1 (2) 7-18; DOI: https://doi.org/10.3905/jfi.1991.408013 

The Investor Fear Gauge
Robert E. Whaley
The Journal of Portfolio Management Spring 2000, 26 (3) 12-17; DOI: https://doi.org/10.3905/jpm.2000.319728 

The Sharpe Ratio
William F. Sharpe
The Journal of Portfolio Management Fall 1994, 21 (1) 49-58; DOI: https://doi.org/10.3905/jpm.1994.409501 

Asset Allocation: Management Style and Performance Measurement
William F. Sharpe
The Journal of Portfolio Management Winter 1992, 18 (2) 7-19; DOI: https://doi.org/10.3905/jpm.1992.409394 

Aspects of Investor Psychology
Daniel Kahneman and Mark W. Riepe
The Journal of Portfolio Management Summer 1998, 24 (4) 52-65; DOI: https://doi.org/10.3905/jpm.1998.409643 

Common Factors Affecting Bond Returns
Robert B Litterman and Josè Scheinkman
The Journal of Fixed Income Summer 1991, 1 (1) 54-61; DOI: https://doi.org/10.3905/jfi.1991.692347 

A Guide to Volatility and Variance Swaps
Kresimir Demeterfi, Emanuel Derman, Michael Kamal and Joseph Zou
The Journal of Derivatives Summer 1999, 6 (4) 9-32; DOI: https://doi.org/10.3905/jod.1999.319129 

Numerical Procedures for Implementing Term Structure Models I
John C Hull and Alan D White
The Journal of Derivatives Fall 1994, 2 (1) 7-16; DOI: https://doi.org/10.3905/jod.1994.407902 

Implied Trinomial Tress of the Volatility Smile
Emanuel Derman, Iraj Kani and Neil Chriss
The Journal of Derivatives Summer 1996, 3 (4) 7-22; DOI: https://doi.org/10.3905/jod.1996.407952 

Backtesting
Campbell R. Harvey and Yan Liu
The Journal of Portfolio Management Fall 2015, 42 (1) 13-28; DOI: https://doi.org/10.3905/jpm.2015.42.1.013 

What Is an Index?
Andrew W. Lo
The Journal of Portfolio Management Winter 2016, 42 (2) 21-36; DOI: https://doi.org/10.3905/jpm.2016.42.2.021 

Lightning Strikes: The Creation of Vanguard, the First Index Mutual Fund, and the Revolution It Spawned 
John C. Bogle
The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 42-59; DOI: https://doi.org/10.3905/jpm.2014.40.5.042 

Do Hedge Funds Hedge?
Clifford S Asness, Robert J Krail and John M Liew
The Journal of Portfolio Management Fall 2001, 28 (1) 6-19; DOI: https://doi.org/10.3905/jpm.2001.319819 

An Alternative Future
Clifford S Asness
The Journal of Portfolio Management Fall 2004, 31 (1) 8-23; DOI: https://doi.org/10.3905/jpm.2004.443316 

The Adaptive Markets Hypothesis
Andrew W. Lo
The Journal of Portfolio Management 30th Anniversary Issue 2004, 30 (5) 15-29; DOI: https://doi.org/10.3905/jpm.2004.442611 

The Implementation Shortfall: Paper versus reality
André F. Perold
The Journal of Portfolio Management Spring 1988, 14 (3) 4-9; DOI: https://doi.org/10.3905/jpm.1988.409150 

The Fundamental Law of Active Management
Richard C. Grinold
The Journal of Portfolio Management Spring 1989, 15 (3) 30-37; DOI: https://doi.org/10.3905/jpm.1989.409211 

130/30 The New Long-Only
Andrew W. Lo and Pankaj N. Patel
The Journal of Portfolio Management Winter 2008, 34 (2) 12-38; DOI: https://doi.org/10.3905/jpm.2008.701615