Exchanges/markets/clearinghouses
- The Predictive Ability of the Bond-Stock Earnings Yield Differential ModelKlaus Berge, Giorgio Consigli and William T. ZiembaThe Journal of Portfolio Management April 2008, 34 (3) 63-80; DOI: https://doi.org/10.3905/jpm.2008.706245
- Performance Characteristics of Individually-Managed versus Team-Managed Mutual FundsRichard T. Bliss, Mark E. Potter and Christopher SchwarzThe Journal of Portfolio Management April 2008, 34 (3) 110-119; DOI: https://doi.org/10.3905/jpm.2008.706248
- A Question So Important that it Should Be Hard to Think about Anything ElseJohn C. BogleThe Journal of Portfolio Management January 2008, 34 (2) 95-102; DOI: https://doi.org/10.3905/jpm.2008.701621
- Using Investment Consumption Value to Select Asset ClassesRodney N. SullivanThe Journal of Portfolio Management January 2008, 34 (2) 79-90; DOI: https://doi.org/10.3905/jpm.2008.701619
- The Beta ContinuumMark J.P AnsonThe Journal of Portfolio Management January 2008, 34 (2) 53-64; DOI: https://doi.org/10.3905/jpm.2008.701617
- Active Equity Managers in the U.S.John M. Mulvey and Woo Chang KimThe Journal of Portfolio Management January 2008, 34 (2) 126-134; DOI: https://doi.org/10.3905/jpm.2008.701623
- Divergent ExpectationsPaul L. Davis, Michael S. Pagano and Robert A. SchwartzThe Journal of Portfolio Management October 2007, 34 (1) 84-95; DOI: https://doi.org/10.3905/jpm.2007.698037
- Stock Return Momentum and ReversalIlya FigelmanThe Journal of Portfolio Management October 2007, 34 (1) 51-67; DOI: https://doi.org/10.3905/jpm.2007.698034
- The Relative Importance of Asset Allocation and Security SelectionMark Kritzman and Sébastien PageThe Journal of Portfolio Management July 2007, 33 (4) 111; DOI: https://doi.org/10.3905/jpm.2007.690612
- The Real Efficient MarketPeter L. BernsteinThe Journal of Portfolio Management July 2006, 32 (4) 9; DOI: https://doi.org/10.3905/jpm.2006.644204
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