000			10688nam a22018135i 4500
001			205786
003			IT-RoAPU
005			20221214233537.0
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008			211129t20211998nju fo d z eng d
020			_a9781400829408 _qPDF
024	7		_a10.1515/9781400829408 _2doi
035			_a(DE-B1597)9781400829408
035			_a(DE-B1597)588936
035			_a(OCoLC)1269268619
040			_aDE-B1597 _beng _cDE-B1597 _erda
050		4	_aHG4529.5 _b.S75 1998eb
072		7	_aBUS036000 _2bisacsh
082	0	4	_a332.6 _223
084			_aonline - DeGruyter
245	0	0	_aStreetwise : _bThe Best of The Journal of Portfolio Management / _ced. by Frank J. Fabozzi, Peter L. Bernstein.
264		1	_aPrinceton, NJ : _bPrinceton University Press, _c[2021]
264		4	_c©1998
300			_a1 online resource (325 p.)
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0	0	_tFrontmatter -- _tContents -- _tStreetwise -- _tIntroduction -- _tPART ONE: Market Behavior -- _tChallenge to Judgment (Fall 1974) -- _tThe Dividend Puzzle (Winter 1976) -- _tThe Capital Asset Pricing Model and the Market Model (Winter 1981) -- _tFactors in New York Stock Exchange Security Returns, 1931-1979 (Summer 1982) -- _tWhat Hath MPT Wrought: Which Risks Reap Rewards? (Fall 1983) -- _tPersuasive Evidence of Market Inefficiency (Spring 1985) -- _tWhat Moves Stock Prices? (Spring 1989) -- _tThe Complexity of the Stock Market (Fall 1989) -- _tBeta and Return (Fall 1993) -- _tPART TWO: Performance Measurement and Evaluation -- _tPerformance Evaluation and Benchmark Errors (Summer 1980) -- _tThe Trouble with Performance Measurement (Spring 1986) -- _tHow to Detect Skill in Management Performance (Winter 1986) -- _tThe Implementation Shortfall: Paper versus Reality (Spring 1988) -- _tContinuously Rebalanced Investment Strategies (Fall 1991) -- _tPART THREE: Portfolio Strategy -- _tA New Route to Higher Returns and Lower Risks (Fall 1975) -- _tA Global Approach to Money Management (Summer 1976) -- _tHow to Win at the Loser's Game (Fall 1978) -- _tA New Paradigm for Portfolio Risk (Fall 1984) -- _tLatane's Bequest: The Best of Portfolio Strategies (Winter 1986) -- _tThe Fundamental Law of Active Management (Spring 1989) -- _tThe Sharpe Ratio (Fall 1994) -- _tThe Invisible Costs of Trading (Fall 1994) -- _tPART FOUR: Real Estate -- _tReal Estate: The Whole Story (Spring 1988) -- _tPART FIVE: Fixed Income Portfolio Management -- _tBreaking tradition in bond portfolio investment -- _tThe Dividends from Active Bond Management (Spring 1975) -- _tDuration as a Practical Tool for Bond Management (Summer 1977) -- _tGoal Oriented Bond Portfolio Management (Summer 1979) -- _tThe Challenge of Analyzing Bond Portfolio Returns (Spring 1980) -- _tThe Art of Risk Management in Bond Portfolios (Spring 1981) -- _tThe Uses of Contingent Immunization (Fall 1981) -- _tBond Indexation: The Optimal Quantitative Approach (Spring 1986) -- _tWhy Invest in Foreign Currency Bonds? (Summer 1986) -- _tDuration Models: A Taxonomy (Fall 1988) -- _tConvexity and Exceptional Return (Winter 1990) -- _tNon-Parallel Yield Curve Shifts and Immunization (Spring 1992) -- _tBond Yield Spreads: A Postmodern View (Fall 1992) -- _tPART SIX: Options and Futures -- _tOptions Can Alter Portfolio Return Distributions (Spring 1981) -- _tOption Portfolio Risk Analysis (Winter 1984) -- _tThe Use of Options in Performance Structuring (Summer 1985) -- _tFutures and Alternative Hedge Ratio Methodologies (Spring 1986) -- _tHedging Corporate Bond Portfolios (Summer 1986)
506	0		_arestricted access _uhttp://purl.org/coar/access_right/c_16ec _fonline access with authorization _2star
520			_aStreetwise 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.
538			_aMode of access: Internet via World Wide Web.
546			_aIn English.
588	0		_aDescription based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021)
650		0	_aInvestments.
650		0	_aPortfolio management.
650		7	_aBUSINESS & ECONOMICS / Investments & Securities / General. _2bisacsh
653			_a"Economics.
653			_aAutoregression Evidence.
653			_aEarnings Variation.
653			_aFinancial Leverage.
653			_aInstitutional Invest.
653			_aInvestment Survey.
653			_aLabor Intensity.
653			_aMiller-Modigliani Theorem.
653			_aMulticollinearity.
653			_aNew York Times.
653			_aRegularities.
653			_aSecurity Analyst.
653			_aTrading Activity.
653			_aVariability in Markets.
653			_aVolatility.
653			_abenchmark error.
653			_aborrowing restrictions.
653			_acomputations.
653			_aconsequence.
653			_aconsumption.
653			_acumulative profit.
653			_aequilibrium portfolio.
653			_aex ante.
653			_aex cathedra.
653			_aexceeded.
653			_aexecution cost.
653			_aforeign securities.
653			_afully integrated method.
653			_afundamental.
653			_ahistorical study.
653			_ailluminating.
653			_aliabilities.
653			_amacroeconomic news.
653			_amodeling.
653			_amultiple regression.
653			_amultivariate.
653			_aopportunity cost.
653			_aparadoxically.
653			_aperfection.
653			_aperformance.
653			_aphenomenon.
653			_aphotographs.
653			_apractitioners.
653			_apresent value".
653			_arelative to the market.
653			_arewardingly.
653			_arisk premium.
653			_ashort-term structure.
653			_astatistically.
653			_atheory.
653			_auncertainties.
653			_aunconventionality.
700	1		_aAkhoury, Ravi _eautore
700	1		_aArnott, Robert D. _eautore
700	1		_aBergstrom, Gary L. _eautore
700	1		_aBernstein, Peter L. _eautore _ecuratore
700	1		_aBierwag, G. O. _eautore
700	1		_aBlack, Fischer _eautore
700	1		_aBookstaber, Richard _eautore
700	1		_aCholerton, Kenneth _eautore
700	1		_aClarke, Roger _eautore
700	1		_aCutler, David M. _eautore
700	1		_aDialynas, Chris P. _eautore
700	1		_aDietz, Peter O. _eautore
700	1		_aEdington, David H. _eautore
700	1		_aEinhorn, Madeline W. _eautore
700	1		_aEvnine, Jeremy _eautore
700	1		_aFabozzi, Frank J. _ecuratore
700	1		_aFerguson, Robert _eautore
700	1		_aFirstenberg, Paul M. _eautore
700	1		_aFogler, H. Russell _eautore
700	1		_aGarrone, Francois _eautore
700	1		_aGrieves, Robin _eautore
700	1		_aGrinold, Richard C. _eautore
700	1		_aHardy, Donald J. _eautore
700	1		_aJacob, David P. _eautore
700	1		_aJacobs, Bruce I. _eautore
700	1		_aJeffrey, Robert H. _eautore
700	1		_aKahn, Ronald N. _eautore
700	1		_aKaufman, George G. _eautore
700	1		_aKritzman, Mark _eautore
700	1		_aLanstein, Ronald _eautore
700	1		_aLatta, Cynthia M. _eautore
700	1		_aLeibowitz, Martin L. _eautore
700	1		_aLevy, Kenneth N. _eautore
700	1		_aLochojf, Roland _eautore
700	1		_aMcEnally, Richard W. _eautore
700	1		_aMeyer, Kenneth R. _eautore
700	1		_aMiller Jr., Edward M. _eautore
700	1		_aPerold, Andre F. _eautore
700	1		_aPieraerts, Pierre _eautore
700	1		_aPoterba, James M. _eautore
700	1		_aReid, Kenneth _eautore
700	1		_aReitano, Robert R. _eautore
700	1		_aRoll, Richard _eautore
700	1		_aRosenberg, Ban _eautore
700	1		_aRoss, Stephen A. _eautore
700	1		_aRubinstein, Mark _eautore
700	1		_aRudd, Andrew _eautore
700	1		_aSamuelson, Paul A. _eautore
700	1		_aSchweitzer, Robert _eautore
700	1		_aSeix, Christina _eautore
700	1		_aSharpe, William F. _eautore
700	1		_aSolnik, Bruno _eautore
700	1		_aSummers, Lawrence H. _eautore
700	1		_aToevs, Alden _eautore
700	1		_aToevs, Alden L. _eautore
700	1		_aTreynor, Jack L. _eautore
700	1		_aWeinberger, Alfred _eautore
700	1		_aZisler, Randall C. _eautore
850			_aIT-RoAPU
856	4	0	_uhttps://doi.org/10.1515/9781400829408?locatt=mode:legacy
856	4	0	_uhttps://www.degruyter.com/isbn/9781400829408
856	4	2	_3Cover _uhttps://www.degruyter.com/document/cover/isbn/9781400829408/original
942			_cEB
999			_c205786 _d205786