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  • Factors in Time: Fine-Tuning Hedge Fund Replication
    Joseph Simonian and Chenwei Wu
    The Journal of Portfolio Management February 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159
  • Equity Portfolios with Improved Liability-Hedging Benefits
    Guillaume Coqueret, Lionel Martellini and Vincent Milhau
    The Journal of Portfolio Management January 2017, 43 (2) 37-49; DOI: https://doi.org/10.3905/jpm.2017.43.2.037
  • The Problems and Challenges of High-Yield Bond Benchmarking
    Robert Levine, Eve Drucker and Steven Rosenthal
    The Journal of Portfolio Management July 2010, 36 (4) 93-98; DOI: https://doi.org/10.3905/jpm.2010.36.4.093
  • Crisis and Innovation
    Robert J. Shiller
    The Journal of Portfolio Management April 2010, 36 (3) 14-19; DOI: https://doi.org/10.3905/jpm.2010.36.3.014
  • A Discretionary Wealth Approach for Investment Policy
    Jarrod W Wilcox and Frank J Fabozzi
    The Journal of Portfolio Management October 2009, 36 (1) 46-59; DOI: https://doi.org/10.3905/JPM.2009.36.1.046
  • Long-Only: The Natural Benchmark Choice for 130/30
    Robert J Waid
    The Journal of Portfolio Management April 2009, 35 (3) 48-50; DOI: https://doi.org/10.3905/JPM.2009.35.3.048
  • Portable Alphas from Pension Mispricing
    Francesco Franzoni and José M. Marín
    The Journal of Portfolio Management July 2006, 32 (4) 44-53; DOI: https://doi.org/10.3905/jpm.2006.644193
  • A Very Long-Term Buy-and-Hold Portfolio
    Sudhir Nanda and Donald J. Peters
    The Journal of Portfolio Management April 2006, 32 (3) 65-73; DOI: https://doi.org/10.3905/jpm.2006.628407
  • Dividend Reinvestment, Price Appreciation and Capital Accumulation
    Alfred Rappaport
    The Journal of Portfolio Management April 2006, 32 (3) 119-123; DOI: https://doi.org/10.3905/jpm.2006.628413
  • Practical Applications of Retirement Planning: From Z to A
    Javier Estrada
    Practical Applications October 2021, 9 (2) 1-4; DOI: https://doi.org/10.3905/pa.9.2.440

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