TY  - BOOK
AU  - Akhoury,Ravi
AU  - Arnott,Robert D.
AU  - Bergstrom,Gary L.
AU  - Bernstein,Peter L.
AU  - Bierwag,G.O.
AU  - Black,Fischer
AU  - Bookstaber,Richard
AU  - Cholerton,Kenneth
AU  - Clarke,Roger
AU  - Cutler,David M.
AU  - Dialynas,Chris P.
AU  - Dietz,Peter O.
AU  - Edington,David H.
AU  - Einhorn,Madeline W.
AU  - Evnine,Jeremy
AU  - Fabozzi,Frank J.
AU  - Ferguson,Robert
AU  - Firstenberg,Paul M.
AU  - Fogler,H.Russell
AU  - Garrone,Francois
AU  - Grieves,Robin
AU  - Grinold,Richard C.
AU  - Hardy,Donald J.
AU  - Jacob,David P.
AU  - Jacobs,Bruce I.
AU  - Jeffrey,Robert H.
AU  - Kahn,Ronald N.
AU  - Kaufman,George G.
AU  - Kritzman,Mark
AU  - Lanstein,Ronald
AU  - Latta,Cynthia M.
AU  - Leibowitz,Martin L.
AU  - Levy,Kenneth N.
AU  - Lochojf,Roland
AU  - McEnally,Richard W.
AU  - Meyer,Kenneth R.
AU  - Miller Jr,Edward M.
AU  - Perold,Andre F.
AU  - Pieraerts,Pierre
AU  - Poterba,James M.
AU  - Reid,Kenneth
AU  - Reitano,Robert R.
AU  - Roll,Richard
AU  - Rosenberg,Ban
AU  - Ross,Stephen A.
AU  - Rubinstein,Mark
AU  - Rudd,Andrew
AU  - Samuelson,Paul A.
AU  - Schweitzer,Robert
AU  - Seix,Christina
AU  - Sharpe,William F.
AU  - Solnik,Bruno
AU  - Summers,Lawrence H.
AU  - Toevs,Alden
AU  - Toevs,Alden L.
AU  - Treynor,Jack L.
AU  - Weinberger,Alfred
AU  - Zisler,Randall C.
TI  - Streetwise: The Best of The Journal of Portfolio Management 
SN  - 9781400829408
AV  - HG4529.5 .S75 1998eb
U1  - 332.6 23
PY  - 2021///]
CY  - Princeton, NJ : 
PB  - Princeton University Press, 
KW  - Investments
KW  - Portfolio management
KW  - BUSINESS & ECONOMICS / Investments & Securities / General
KW  - bisacsh
KW  - "Economics
KW  - Autoregression Evidence
KW  - Earnings Variation
KW  - Financial Leverage
KW  - Institutional Invest
KW  - Investment Survey
KW  - Labor Intensity
KW  - Miller-Modigliani Theorem
KW  - Multicollinearity
KW  - New York Times
KW  - Regularities
KW  - Security Analyst
KW  - Trading Activity
KW  - Variability in Markets
KW  - Volatility
KW  - benchmark error
KW  - borrowing restrictions
KW  - computations
KW  - consequence
KW  - consumption
KW  - cumulative profit
KW  - equilibrium portfolio
KW  - ex ante
KW  - ex cathedra
KW  - exceeded
KW  - execution cost
KW  - foreign securities
KW  - fully integrated method
KW  - fundamental
KW  - historical study
KW  - illuminating
KW  - liabilities
KW  - macroeconomic news
KW  - modeling
KW  - multiple regression
KW  - multivariate
KW  - opportunity cost
KW  - paradoxically
KW  - perfection
KW  - performance
KW  - phenomenon
KW  - photographs
KW  - practitioners
KW  - present value"
KW  - relative to the market
KW  - rewardingly
KW  - risk premium
KW  - short-term structure
KW  - statistically
KW  - theory
KW  - uncertainties
KW  - unconventionality
N1  - 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
N2  - 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
UR  - https://doi.org/10.1515/9781400829408?locatt=mode:legacy
UR  - https://www.degruyter.com/isbn/9781400829408
UR  - https://www.degruyter.com/document/cover/isbn/9781400829408/original
ER  -