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Streetwise : the best of the Journal of portfolio management

Author: Peter L Bernstein; Frank J Fabozzi
Publisher: Princeton, NJ : Princeton University Press, ©1998.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
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  Read more...
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Document Type: Book
All Authors / Contributors: Peter L Bernstein; Frank J Fabozzi
ISBN: 069101129X 9780691011295 0691011281 9780691011288
OCLC Number: 39030058
Notes: A selection of articles previously published in the Journal of portfolio management over a period of nearly 25 years.
Description: vii, 321 pages : illustrations ; 29 cm
Contents: Introduction / Peter L. Bernstein --
Challenge to Judgment (Fall 1974) / Paul A. Samuelson --
The Dividend Puzzle (Winter 1976) / Fischer Black --
The Capital Asset Pricing Model and the Market Model (Winter 1981) / Barr Rosenberg --
Factors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) / William F. Sharpe --
What Hath MPT Wrought: Which Risks Reap Rewards? (Fall 1983) / Robert D. Arnott --
Persuasive Evidence of Market Inefficiency (Spring 1985) / Barr Rosenberg, Kenneth Reid and Ronald Lanstein --
What Moves Stock Prices? (Spring 1989) / David M. Cutler, James M. Poterba and Lawrence H. Summers --
The Complexity of the Stock Market (Fall 1989) / Bruce I. Jacobs and Kenneth N. Levy --
Beta and Return (Fall 1993) / Fischer Black --
Performance Evaluation and Benchmark Errors (Summer 1980) / Richard Roll --
The Trouble with Performance Measurement (Spring 1986) / Robert Ferguson --
How to Detect Skill in Management Performance (Winter 1986) / Mark Kritzman --
The Implementation Shortfall: Paper versus Reality (Spring 1988) / Andre F. Perold --
Continuously Rebalanced Investment Strategies (Fall 1991) / Mark Rubinstein --
A New Route to Higher Returns and Lower Risks (Fall 1975) / Gary L. Bergstrom --
A Global Approach to Money Management (Summer 1976) / Francois Garrone and Bruno Solnik --
How to Win at the Loser's Game (Fall 1978) / Edward M. Miller, Jr. --
A New Paradigm for Portfolio Risk (Fall 1984) / Robert H. Jeffrey --
Latane's Bequest: The Best of Portfolio Strategies (Winter 1986) / Richard W. McEnally --
The Fundamental Law to Active Management (Spring 1989) / Richard C. Grinold --
The Sharpe Ratio (Fall 1994) / William F. Sharpe --
The Invisible Costs of Trading (Fall 1994) / Jack L. Treynor --
Real Estate: The Whole Story (Spring 1988) / Paul M. Firstenberg, Stephen A. Ross and Randall C. Zisler. Breaking Tradition in Bond Portfolio Investment (Spring 1975) / Madeline W. Einhorn --
The Dividends from Active Bond Management (Spring 1975) / Kenneth R. Meyer --
Duration as a Practical Tool for Bond Management (Summer 1977) / Richard W. McEnally --
Goal Oriented Bond Portfolio Management (Summer 1979) / Martin L. Leibowitz --
The Challenge of Analyzing Bond Portfolio Returns (Spring 1980) / Peter O. Dietz, H. Russell Fogler and Donald J. Hardy --
The Art of Risk Management in Bond Portfolios (Spring 1981) / G. O. Bierwag, George G. Kaufman and Robert Schweitzer [et al.] --
The Uses of Contingent Immunization (Fall 1981) / Martin L. Leibowitz and Alfred Weinberger --
Bond Indexation: The Optimal Quantitative Approach (Spring 1986) / Christina Seix and Ravi Akhoury --
Why Invest in Foreign Currency Bonds? (Summer 1986) / Kenneth Cholerton, Pierre Pieraerts and Bruno Solnik --
Duration Models: A Taxonomy (Fall 1988) / G. O. Bierwag, George G. Kaufman and Cynthia M. Latta --
Convexity and Exceptional Return (Winter 1990) / Ronald N. Kahn and Roland Lochoff --
Non-Parallel Yield Curve Shifts and Immunization (Spring 1992) / Robert R. Reitano --
Bond Yield Spreads: A Postmodern View (Fall 1992) / Chris P. Dialynas and David H. Edington --
Options Can Alter Portfolio Return Distributions (Spring 1981) / Richard Bookstaber and Roger Clarke --
Option Portfolio Risk Analysis (Winter 1984) / Jeremy Evnine and Andrew Rudd --
The Use of Options in Performance Structuring (Summer 1985) / Richard Bookstaber --
Futures and Alternative Hedge Ratio Methodologies (Spring 1986) / Alden L. Toevs and David P. Jacob --
Hedging Corporate Bond Portfolios (Summer 1986) / Robin Grieves.
Other Titles: Best of the Journal of portfolio management
Street wise
Journal of portfolio management.
Responsibility: Peter L. Bernstein, and Frank J. Fabozzi, editors.

Abstract:

Brings together articles from the publication that helped revolutionize the way "Wall Street" does business. This work is aimed at stimulating dialogue between academic economists wishing to  Read more...

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