Streetwise : : The Best of The Journal of Portfolio Management / / ed. by Frank J. Fabozzi, Peter L. Bernstein.

• MitwirkendeR: Akhoury, Ravi,; Arnott, Robert D.,; Bergstrom, Gary L.,; Bernstein, Peter L.,; Bierwag, G. O.,; Black, Fischer,; Bookstaber, Richard,; Cholerton, Kenneth,; Clarke, Roger,; Cutler, David M.,; Dialynas, Chris P.,; Dietz, Peter O.,; Edington, David H.,; Einhorn, Madeline W.,; Evnine, Jeremy,; Ferguson, Robert,; Firstenberg, Paul M.,; Fogler, H. Russell,; Garrone, Francois,; Grieves, Robin,; Grinold, Richard C.,; Hardy, Donald J.,; Jacob, David P.,; Jacobs, Bruce I.,; Jeffrey, Robert H.,; Kahn, Ronald N.,; Kaufman, George G.,; Kritzman, Mark,; Lanstein, Ronald,; Latta, Cynthia M.,; Leibowitz, Martin L.,; Levy, Kenneth N.,; Lochojf, Roland,; McEnally, Richard W.,; Meyer, Kenneth R.,; Miller Jr., Edward M.,; Perold, Andre F.,; Pieraerts, Pierre,; Poterba, James M.,; Reid, Kenneth,; Reitano, Robert R.,; Roll, Richard,; Rosenberg, Ban,; Ross, Stephen A.,; Rubinstein, Mark,; Rudd, Andrew,; Samuelson, Paul A.,; Schweitzer, Robert,; Seix, Christina,; Sharpe, William F.,; Solnik, Bruno,; Summers, Lawrence H.,; Toevs, Alden L.,; Toevs, Alden,; Treynor, Jack L.,; Weinberger, Alfred,; Zisler, Randall C.,
• HerausgeberIn: Bernstein, Peter L.,; Fabozzi, Frank J.,
• Place / Publishing House: Princeton, NJ : : Princeton University Press, , [2021]; ©1998
• Year of Publication: 2021
• Language: English
• Physical Description: 1 online resource (325 p.)

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...

Table of 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)