Streetwise : : The Best of The Journal of Portfolio Management / / ed. by Frank J. Fabozzi, Peter L. Bernstein.
Streetwise 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 d...
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Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2021] ©1998 |
Year of Publication: | 2021 |
Language: | English |
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Physical Description: | 1 online resource (325 p.) |
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Streetwise : The Best of The Journal of Portfolio Management / ed. by Frank J. Fabozzi, Peter L. Bernstein. Princeton, NJ : Princeton University Press, [2021] ©1998 1 online resource (325 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- Contents -- Streetwise -- Introduction -- PART ONE: Market Behavior -- Challenge to Judgment (Fall 1974) -- The Dividend Puzzle (Winter 1976) -- The Capital Asset Pricing Model and the Market Model (Winter 1981) -- Factors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) -- What Hath MPT Wrought: Which Risks Reap Rewards? (Fall 1983) -- Persuasive Evidence of Market Inefficiency (Spring 1985) -- What Moves Stock Prices? (Spring 1989) -- The Complexity of the Stock Market (Fall 1989) -- Beta and Return (Fall 1993) -- PART TWO: Performance Measurement and Evaluation -- Performance Evaluation and Benchmark Errors (Summer 1980) -- The Trouble with Performance Measurement (Spring 1986) -- How to Detect Skill in Management Performance (Winter 1986) -- The Implementation Shortfall: Paper versus Reality (Spring 1988) -- Continuously Rebalanced Investment Strategies (Fall 1991) -- PART THREE: Portfolio Strategy -- A New Route to Higher Returns and Lower Risks (Fall 1975) -- A Global Approach to Money Management (Summer 1976) -- How to Win at the Loser's Game (Fall 1978) -- A New Paradigm for Portfolio Risk (Fall 1984) -- Latane's Bequest: The Best of Portfolio Strategies (Winter 1986) -- The Fundamental Law of Active Management (Spring 1989) -- The Sharpe Ratio (Fall 1994) -- The Invisible Costs of Trading (Fall 1994) -- PART FOUR: Real Estate -- Real Estate: The Whole Story (Spring 1988) -- PART FIVE: Fixed Income Portfolio Management -- Breaking tradition in bond portfolio investment -- The Dividends from Active Bond Management (Spring 1975) -- Duration as a Practical Tool for Bond Management (Summer 1977) -- Goal Oriented Bond Portfolio Management (Summer 1979) -- The Challenge of Analyzing Bond Portfolio Returns (Spring 1980) -- The Art of Risk Management in Bond Portfolios (Spring 1981) -- The Uses of Contingent Immunization (Fall 1981) -- Bond Indexation: The Optimal Quantitative Approach (Spring 1986) -- Why Invest in Foreign Currency Bonds? (Summer 1986) -- Duration Models: A Taxonomy (Fall 1988) -- Convexity and Exceptional Return (Winter 1990) -- Non-Parallel Yield Curve Shifts and Immunization (Spring 1992) -- Bond Yield Spreads: A Postmodern View (Fall 1992) -- PART SIX: Options and Futures -- Options Can Alter Portfolio Return Distributions (Spring 1981) -- Option Portfolio Risk Analysis (Winter 1984) -- The Use of Options in Performance Structuring (Summer 1985) -- Futures and Alternative Hedge Ratio Methodologies (Spring 1986) -- Hedging Corporate Bond Portfolios (Summer 1986) restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star Streetwise 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. Economist and money manager Peter Bernstein sought to encourage this exchange when, in 1974, he founded The Journal of Portfolio Management (JPM). For 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.Financial economics is a youthful but vital field. Streetwise not only reflects its fascinating history but through articles on topics ranging from stock prices and risk management to bonds and real estate also offers relevant insights for today.The contributors are: R. Akhoury, R. D. Arnott, G. L. Bergstrom, G. O. Bierwag, F. Black, R. Bookstaber, K. Cholerton, R. Clarke, D. M. Cutler, C. P. Dialynas, P. O. Dietz, D. H. Edington, M. W. Einhorn, J. Evnine, R. Ferguson, P. M. Firstenberg, H. R. Fogler, F. Garrone, R. Grieves, R. C. Grinold, D. J. Hardy, D. P. Jacob, B. I. Jacobs, R. H. Jeffrey, R. N. Kahn, G. G. Kaufman, M. Kritzman, R. Lanstein, C. M. Latta, M. L. Leibowitz, K. N. Levy, R. Lochoff, R. W. McEnally, K. R. Meyer, E. M. Miller, A. F. Perold, P. Pieraerts, J. M. Poterba, K. Reid, R. R. Reitano, R. Roll, B. Rosenberg, S. A. Ross, M. Rubinstein, A. Rudd, P. A. Samuelson, R. Schweitzer, C. Seix, W. F. Sharpe, B. Solnik, L. H. Summers, A. L. Toevs, J. L. Treynor, A. Weinberger, and R. C. Zisler. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021) Investments. Portfolio management. BUSINESS & ECONOMICS / Investments & Securities / General. bisacsh "Economics. Autoregression Evidence. Earnings Variation. Financial Leverage. Institutional Invest. Investment Survey. Labor Intensity. Miller-Modigliani Theorem. Multicollinearity. New York Times. Regularities. Security Analyst. Trading Activity. Variability in Markets. Volatility. benchmark error. borrowing restrictions. computations. consequence. consumption. cumulative profit. equilibrium portfolio. ex ante. ex cathedra. exceeded. execution cost. foreign securities. fully integrated method. fundamental. historical study. illuminating. liabilities. macroeconomic news. modeling. multiple regression. multivariate. opportunity cost. paradoxically. perfection. performance. phenomenon. photographs. practitioners. present value". relative to the market. rewardingly. risk premium. short-term structure. statistically. theory. uncertainties. unconventionality. Akhoury, Ravi, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Arnott, Robert D., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Bergstrom, Gary L., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Bernstein, Peter L., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Bernstein, Peter L., editor. edt http://id.loc.gov/vocabulary/relators/edt Bierwag, G. O., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Black, Fischer, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Bookstaber, Richard, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Cholerton, Kenneth, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Clarke, Roger, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Cutler, David M., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Dialynas, Chris P., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Dietz, Peter O., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Edington, David H., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Einhorn, Madeline W., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Evnine, Jeremy, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Fabozzi, Frank J., editor. edt http://id.loc.gov/vocabulary/relators/edt Ferguson, Robert, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Firstenberg, Paul M., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Fogler, H. Russell, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Garrone, Francois, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Grieves, Robin, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Grinold, Richard C., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Hardy, Donald J., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Jacob, David P., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Jacobs, Bruce I., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Jeffrey, Robert H., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Kahn, Ronald N., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Kaufman, George G., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Kritzman, Mark, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Lanstein, Ronald, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Latta, Cynthia M., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Leibowitz, Martin L., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Levy, Kenneth N., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Lochojf, Roland, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb McEnally, Richard W., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Meyer, Kenneth R., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Miller Jr., Edward M., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Perold, Andre F., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Pieraerts, Pierre, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Poterba, James M., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Reid, Kenneth, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Reitano, Robert R., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Roll, Richard, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Rosenberg, Ban, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Ross, Stephen A., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Rubinstein, Mark, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Rudd, Andrew, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Samuelson, Paul A., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Schweitzer, Robert, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Seix, Christina, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Sharpe, William F., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Solnik, Bruno, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Summers, Lawrence H., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Toevs, Alden L., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Toevs, Alden, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Treynor, Jack L., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Weinberger, Alfred, contributor. ctb https://id.loc.gov/vocabulary/relators/ctb Zisler, Randall C., contributor. ctb https://id.loc.gov/vocabulary/relators/ctb https://doi.org/10.1515/9781400829408?locatt=mode:legacy https://www.degruyter.com/isbn/9781400829408 Cover https://www.degruyter.com/document/cover/isbn/9781400829408/original |
language |
English |
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eBook |
author2 |
Akhoury, Ravi, Akhoury, Ravi, Arnott, Robert D., Arnott, Robert D., Bergstrom, Gary L., Bergstrom, Gary L., Bernstein, Peter L., Bernstein, Peter L., Bernstein, Peter L., Bernstein, Peter L., Bierwag, G. O., Bierwag, G. O., Black, Fischer, Black, Fischer, Bookstaber, Richard, Bookstaber, Richard, Cholerton, Kenneth, Cholerton, Kenneth, Clarke, Roger, Clarke, Roger, Cutler, David M., Cutler, David M., Dialynas, Chris P., Dialynas, Chris P., Dietz, Peter O., Dietz, Peter O., Edington, David H., Edington, David H., Einhorn, Madeline W., Einhorn, Madeline W., Evnine, Jeremy, Evnine, Jeremy, Fabozzi, Frank J., Fabozzi, Frank J., Ferguson, Robert, Ferguson, Robert, Firstenberg, Paul M., Firstenberg, Paul M., Fogler, H. Russell, Fogler, H. Russell, Garrone, Francois, Garrone, Francois, Grieves, Robin, Grieves, Robin, Grinold, Richard C., Grinold, Richard C., Hardy, Donald J., Hardy, Donald J., Jacob, David P., Jacob, David P., Jacobs, Bruce I., Jacobs, Bruce I., Jeffrey, Robert H., Jeffrey, Robert H., Kahn, Ronald N., Kahn, Ronald N., Kaufman, George G., Kaufman, George G., Kritzman, Mark, Kritzman, Mark, Lanstein, Ronald, Lanstein, Ronald, Latta, Cynthia M., Latta, Cynthia M., Leibowitz, Martin L., Leibowitz, Martin L., Levy, Kenneth N., Levy, Kenneth N., Lochojf, Roland, Lochojf, Roland, McEnally, Richard W., McEnally, Richard W., Meyer, Kenneth R., Meyer, Kenneth R., Miller Jr., Edward M., Miller Jr., Edward M., Perold, Andre F., Perold, Andre F., Pieraerts, Pierre, Pieraerts, Pierre, Poterba, James M., Poterba, James M., Reid, Kenneth, Reid, Kenneth, Reitano, Robert R., Reitano, Robert R., Roll, Richard, Roll, Richard, Rosenberg, Ban, Rosenberg, Ban, Ross, Stephen A., Ross, Stephen A., Rubinstein, Mark, Rubinstein, Mark, Rudd, Andrew, Rudd, Andrew, Samuelson, Paul A., Samuelson, Paul A., Schweitzer, Robert, Schweitzer, Robert, Seix, Christina, Seix, Christina, Sharpe, William F., Sharpe, William F., Solnik, Bruno, Solnik, Bruno, Summers, Lawrence H., Summers, Lawrence H., Toevs, Alden L., Toevs, Alden L., Toevs, Alden, Toevs, Alden, Treynor, Jack L., Treynor, Jack L., Weinberger, Alfred, Weinberger, Alfred, Zisler, Randall C., Zisler, Randall C., |
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Akhoury, Ravi, Akhoury, Ravi, Arnott, Robert D., Arnott, Robert D., Bergstrom, Gary L., Bergstrom, Gary L., Bernstein, Peter L., Bernstein, Peter L., Bernstein, Peter L., Bernstein, Peter L., Bierwag, G. O., Bierwag, G. O., Black, Fischer, Black, Fischer, Bookstaber, Richard, Bookstaber, Richard, Cholerton, Kenneth, Cholerton, Kenneth, Clarke, Roger, Clarke, Roger, Cutler, David M., Cutler, David M., Dialynas, Chris P., Dialynas, Chris P., Dietz, Peter O., Dietz, Peter O., Edington, David H., Edington, David H., Einhorn, Madeline W., Einhorn, Madeline W., Evnine, Jeremy, Evnine, Jeremy, Fabozzi, Frank J., Fabozzi, Frank J., Ferguson, Robert, Ferguson, Robert, Firstenberg, Paul M., Firstenberg, Paul M., Fogler, H. Russell, Fogler, H. Russell, Garrone, Francois, Garrone, Francois, Grieves, Robin, Grieves, Robin, Grinold, Richard C., Grinold, Richard C., Hardy, Donald J., Hardy, Donald J., Jacob, David P., Jacob, David P., Jacobs, Bruce I., Jacobs, Bruce I., Jeffrey, Robert H., Jeffrey, Robert H., Kahn, Ronald N., Kahn, Ronald N., Kaufman, George G., Kaufman, George G., Kritzman, Mark, Kritzman, Mark, Lanstein, Ronald, Lanstein, Ronald, Latta, Cynthia M., Latta, Cynthia M., Leibowitz, Martin L., Leibowitz, Martin L., Levy, Kenneth N., Levy, Kenneth N., Lochojf, Roland, Lochojf, Roland, McEnally, Richard W., McEnally, Richard W., Meyer, Kenneth R., Meyer, Kenneth R., Miller Jr., Edward M., Miller Jr., Edward M., Perold, Andre F., Perold, Andre F., Pieraerts, Pierre, Pieraerts, Pierre, Poterba, James M., Poterba, James M., Reid, Kenneth, Reid, Kenneth, Reitano, Robert R., Reitano, Robert R., Roll, Richard, Roll, Richard, Rosenberg, Ban, Rosenberg, Ban, Ross, Stephen A., Ross, Stephen A., Rubinstein, Mark, Rubinstein, Mark, Rudd, Andrew, Rudd, Andrew, Samuelson, Paul A., Samuelson, Paul A., Schweitzer, Robert, Schweitzer, Robert, Seix, Christina, Seix, Christina, Sharpe, William F., Sharpe, William F., Solnik, Bruno, Solnik, Bruno, Summers, Lawrence H., Summers, Lawrence H., Toevs, Alden L., Toevs, Alden L., Toevs, Alden, Toevs, Alden, Treynor, Jack L., Treynor, Jack L., Weinberger, Alfred, Weinberger, Alfred, Zisler, Randall C., Zisler, Randall C., |
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author_sort |
Akhoury, Ravi, |
title |
Streetwise : The Best of The Journal of Portfolio Management / |
spellingShingle |
Streetwise : The Best of The Journal of Portfolio Management / Frontmatter -- Contents -- Streetwise -- Introduction -- PART ONE: Market Behavior -- Challenge to Judgment (Fall 1974) -- The Dividend Puzzle (Winter 1976) -- The Capital Asset Pricing Model and the Market Model (Winter 1981) -- Factors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) -- What Hath MPT Wrought: Which Risks Reap Rewards? (Fall 1983) -- Persuasive Evidence of Market Inefficiency (Spring 1985) -- What Moves Stock Prices? (Spring 1989) -- The Complexity of the Stock Market (Fall 1989) -- Beta and Return (Fall 1993) -- PART TWO: Performance Measurement and Evaluation -- Performance Evaluation and Benchmark Errors (Summer 1980) -- The Trouble with Performance Measurement (Spring 1986) -- How to Detect Skill in Management Performance (Winter 1986) -- The Implementation Shortfall: Paper versus Reality (Spring 1988) -- Continuously Rebalanced Investment Strategies (Fall 1991) -- PART THREE: Portfolio Strategy -- A New Route to Higher Returns and Lower Risks (Fall 1975) -- A Global Approach to Money Management (Summer 1976) -- How to Win at the Loser's Game (Fall 1978) -- A New Paradigm for Portfolio Risk (Fall 1984) -- Latane's Bequest: The Best of Portfolio Strategies (Winter 1986) -- The Fundamental Law of Active Management (Spring 1989) -- The Sharpe Ratio (Fall 1994) -- The Invisible Costs of Trading (Fall 1994) -- PART FOUR: Real Estate -- Real Estate: The Whole Story (Spring 1988) -- PART FIVE: Fixed Income Portfolio Management -- Breaking tradition in bond portfolio investment -- The Dividends from Active Bond Management (Spring 1975) -- Duration as a Practical Tool for Bond Management (Summer 1977) -- Goal Oriented Bond Portfolio Management (Summer 1979) -- The Challenge of Analyzing Bond Portfolio Returns (Spring 1980) -- The Art of Risk Management in Bond Portfolios (Spring 1981) -- The Uses of Contingent Immunization (Fall 1981) -- Bond Indexation: The Optimal Quantitative Approach (Spring 1986) -- Why Invest in Foreign Currency Bonds? (Summer 1986) -- Duration Models: A Taxonomy (Fall 1988) -- Convexity and Exceptional Return (Winter 1990) -- Non-Parallel Yield Curve Shifts and Immunization (Spring 1992) -- Bond Yield Spreads: A Postmodern View (Fall 1992) -- PART SIX: Options and Futures -- Options Can Alter Portfolio Return Distributions (Spring 1981) -- Option Portfolio Risk Analysis (Winter 1984) -- The Use of Options in Performance Structuring (Summer 1985) -- Futures and Alternative Hedge Ratio Methodologies (Spring 1986) -- Hedging Corporate Bond Portfolios (Summer 1986) |
title_sub |
The Best of The Journal of Portfolio Management / |
title_full |
Streetwise : The Best of The Journal of Portfolio Management / ed. by Frank J. Fabozzi, Peter L. Bernstein. |
title_fullStr |
Streetwise : The Best of The Journal of Portfolio Management / ed. by Frank J. Fabozzi, Peter L. Bernstein. |
title_full_unstemmed |
Streetwise : The Best of The Journal of Portfolio Management / ed. by Frank J. Fabozzi, Peter L. Bernstein. |
title_auth |
Streetwise : The Best of The Journal of Portfolio Management / |
title_alt |
Frontmatter -- Contents -- Streetwise -- Introduction -- PART ONE: Market Behavior -- Challenge to Judgment (Fall 1974) -- The Dividend Puzzle (Winter 1976) -- The Capital Asset Pricing Model and the Market Model (Winter 1981) -- Factors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) -- What Hath MPT Wrought: Which Risks Reap Rewards? (Fall 1983) -- Persuasive Evidence of Market Inefficiency (Spring 1985) -- What Moves Stock Prices? (Spring 1989) -- The Complexity of the Stock Market (Fall 1989) -- Beta and Return (Fall 1993) -- PART TWO: Performance Measurement and Evaluation -- Performance Evaluation and Benchmark Errors (Summer 1980) -- The Trouble with Performance Measurement (Spring 1986) -- How to Detect Skill in Management Performance (Winter 1986) -- The Implementation Shortfall: Paper versus Reality (Spring 1988) -- Continuously Rebalanced Investment Strategies (Fall 1991) -- PART THREE: Portfolio Strategy -- A New Route to Higher Returns and Lower Risks (Fall 1975) -- A Global Approach to Money Management (Summer 1976) -- How to Win at the Loser's Game (Fall 1978) -- A New Paradigm for Portfolio Risk (Fall 1984) -- Latane's Bequest: The Best of Portfolio Strategies (Winter 1986) -- The Fundamental Law of Active Management (Spring 1989) -- The Sharpe Ratio (Fall 1994) -- The Invisible Costs of Trading (Fall 1994) -- PART FOUR: Real Estate -- Real Estate: The Whole Story (Spring 1988) -- PART FIVE: Fixed Income Portfolio Management -- Breaking tradition in bond portfolio investment -- The Dividends from Active Bond Management (Spring 1975) -- Duration as a Practical Tool for Bond Management (Summer 1977) -- Goal Oriented Bond Portfolio Management (Summer 1979) -- The Challenge of Analyzing Bond Portfolio Returns (Spring 1980) -- The Art of Risk Management in Bond Portfolios (Spring 1981) -- The Uses of Contingent Immunization (Fall 1981) -- Bond Indexation: The Optimal Quantitative Approach (Spring 1986) -- Why Invest in Foreign Currency Bonds? (Summer 1986) -- Duration Models: A Taxonomy (Fall 1988) -- Convexity and Exceptional Return (Winter 1990) -- Non-Parallel Yield Curve Shifts and Immunization (Spring 1992) -- Bond Yield Spreads: A Postmodern View (Fall 1992) -- PART SIX: Options and Futures -- Options Can Alter Portfolio Return Distributions (Spring 1981) -- Option Portfolio Risk Analysis (Winter 1984) -- The Use of Options in Performance Structuring (Summer 1985) -- Futures and Alternative Hedge Ratio Methodologies (Spring 1986) -- Hedging Corporate Bond Portfolios (Summer 1986) |
title_new |
Streetwise : |
title_sort |
streetwise : the best of the journal of portfolio management / |
publisher |
Princeton University Press, |
publishDate |
2021 |
physical |
1 online resource (325 p.) |
contents |
Frontmatter -- Contents -- Streetwise -- Introduction -- PART ONE: Market Behavior -- Challenge to Judgment (Fall 1974) -- The Dividend Puzzle (Winter 1976) -- The Capital Asset Pricing Model and the Market Model (Winter 1981) -- Factors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) -- What Hath MPT Wrought: Which Risks Reap Rewards? (Fall 1983) -- Persuasive Evidence of Market Inefficiency (Spring 1985) -- What Moves Stock Prices? (Spring 1989) -- The Complexity of the Stock Market (Fall 1989) -- Beta and Return (Fall 1993) -- PART TWO: Performance Measurement and Evaluation -- Performance Evaluation and Benchmark Errors (Summer 1980) -- The Trouble with Performance Measurement (Spring 1986) -- How to Detect Skill in Management Performance (Winter 1986) -- The Implementation Shortfall: Paper versus Reality (Spring 1988) -- Continuously Rebalanced Investment Strategies (Fall 1991) -- PART THREE: Portfolio Strategy -- A New Route to Higher Returns and Lower Risks (Fall 1975) -- A Global Approach to Money Management (Summer 1976) -- How to Win at the Loser's Game (Fall 1978) -- A New Paradigm for Portfolio Risk (Fall 1984) -- Latane's Bequest: The Best of Portfolio Strategies (Winter 1986) -- The Fundamental Law of Active Management (Spring 1989) -- The Sharpe Ratio (Fall 1994) -- The Invisible Costs of Trading (Fall 1994) -- PART FOUR: Real Estate -- Real Estate: The Whole Story (Spring 1988) -- PART FIVE: Fixed Income Portfolio Management -- Breaking tradition in bond portfolio investment -- The Dividends from Active Bond Management (Spring 1975) -- Duration as a Practical Tool for Bond Management (Summer 1977) -- Goal Oriented Bond Portfolio Management (Summer 1979) -- The Challenge of Analyzing Bond Portfolio Returns (Spring 1980) -- The Art of Risk Management in Bond Portfolios (Spring 1981) -- The Uses of Contingent Immunization (Fall 1981) -- Bond Indexation: The Optimal Quantitative Approach (Spring 1986) -- Why Invest in Foreign Currency Bonds? (Summer 1986) -- Duration Models: A Taxonomy (Fall 1988) -- Convexity and Exceptional Return (Winter 1990) -- Non-Parallel Yield Curve Shifts and Immunization (Spring 1992) -- Bond Yield Spreads: A Postmodern View (Fall 1992) -- PART SIX: Options and Futures -- Options Can Alter Portfolio Return Distributions (Spring 1981) -- Option Portfolio Risk Analysis (Winter 1984) -- The Use of Options in Performance Structuring (Summer 1985) -- Futures and Alternative Hedge Ratio Methodologies (Spring 1986) -- Hedging Corporate Bond Portfolios (Summer 1986) |
isbn |
9781400829408 |
callnumber-first |
H - Social Science |
callnumber-subject |
HG - Finance |
callnumber-label |
HG4529 |
callnumber-sort |
HG 44529.5 S75 41998EB |
url |
https://doi.org/10.1515/9781400829408?locatt=mode:legacy https://www.degruyter.com/isbn/9781400829408 https://www.degruyter.com/document/cover/isbn/9781400829408/original |
illustrated |
Not Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
332 - Financial economics |
dewey-full |
332.6 |
dewey-sort |
3332.6 |
dewey-raw |
332.6 |
dewey-search |
332.6 |
doi_str_mv |
10.1515/9781400829408?locatt=mode:legacy |
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Fabozzi, Peter L. Bernstein.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton, NJ : </subfield><subfield code="b">Princeton University Press, </subfield><subfield code="c">[2021]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (325 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">text file</subfield><subfield code="b">PDF</subfield><subfield code="2">rda</subfield></datafield><datafield tag="505" ind1="0" ind2="0"><subfield code="t">Frontmatter -- </subfield><subfield code="t">Contents -- </subfield><subfield code="t">Streetwise -- </subfield><subfield code="t">Introduction -- </subfield><subfield code="t">PART ONE: Market Behavior -- </subfield><subfield code="t">Challenge to Judgment (Fall 1974) -- </subfield><subfield code="t">The Dividend Puzzle (Winter 1976) -- </subfield><subfield code="t">The Capital Asset Pricing Model and the Market Model (Winter 1981) -- </subfield><subfield code="t">Factors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) -- </subfield><subfield code="t">What Hath MPT Wrought: Which Risks Reap Rewards? 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(Summer 1986) -- </subfield><subfield code="t">Duration Models: A Taxonomy (Fall 1988) -- </subfield><subfield code="t">Convexity and Exceptional Return (Winter 1990) -- </subfield><subfield code="t">Non-Parallel Yield Curve Shifts and Immunization (Spring 1992) -- </subfield><subfield code="t">Bond Yield Spreads: A Postmodern View (Fall 1992) -- </subfield><subfield code="t">PART SIX: Options and Futures -- </subfield><subfield code="t">Options Can Alter Portfolio Return Distributions (Spring 1981) -- </subfield><subfield code="t">Option Portfolio Risk Analysis (Winter 1984) -- </subfield><subfield code="t">The Use of Options in Performance Structuring (Summer 1985) -- </subfield><subfield code="t">Futures and Alternative Hedge Ratio Methodologies (Spring 1986) -- </subfield><subfield code="t">Hedging Corporate Bond Portfolios (Summer 1986)</subfield></datafield><datafield tag="506" ind1="0" ind2=" "><subfield code="a">restricted access</subfield><subfield code="u">http://purl.org/coar/access_right/c_16ec</subfield><subfield code="f">online access with authorization</subfield><subfield code="2">star</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Streetwise 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. Economist and money manager Peter Bernstein sought to encourage this exchange when, in 1974, he founded The Journal of Portfolio Management (JPM). For 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.Financial economics is a youthful but vital field. Streetwise not only reflects its fascinating history but through articles on topics ranging from stock prices and risk management to bonds and real estate also offers relevant insights for today.The contributors are: R. Akhoury, R. D. Arnott, G. L. Bergstrom, G. O. Bierwag, F. Black, R. Bookstaber, K. Cholerton, R. Clarke, D. M. Cutler, C. P. Dialynas, P. O. Dietz, D. H. Edington, M. W. Einhorn, J. Evnine, R. Ferguson, P. M. Firstenberg, H. R. Fogler, F. Garrone, R. Grieves, R. C. Grinold, D. J. Hardy, D. P. Jacob, B. I. Jacobs, R. H. Jeffrey, R. N. Kahn, G. G. Kaufman, M. Kritzman, R. Lanstein, C. M. Latta, M. L. Leibowitz, K. N. Levy, R. Lochoff, R. W. McEnally, K. R. Meyer, E. M. Miller, A. F. Perold, P. Pieraerts, J. M. Poterba, K. Reid, R. R. Reitano, R. Roll, B. Rosenberg, S. A. Ross, M. Rubinstein, A. Rudd, P. A. Samuelson, R. Schweitzer, C. Seix, W. F. Sharpe, B. Solnik, L. H. Summers, A. L. Toevs, J. L. Treynor, A. Weinberger, and R. C. Zisler.</subfield></datafield><datafield tag="538" ind1=" " ind2=" "><subfield code="a">Mode of access: Internet via World Wide Web.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">In English.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. 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