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The Journal of Investing

The Journal of Investing

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Table of Contents

Fall 1999; Volume 8,Issue 3

Editorial

  • Open Access
    Editor's Letter
    The Journal of Investing Fall 1999, 8 (3) 8; DOI: https://doi.org/10.3905/joi.1999.390898

Primary Article

  • You have access
    A Brief History of Downside Risk Measures
    David N. Nawrocki
    The Journal of Investing Fall 1999, 8 (3) 9-25; DOI: https://doi.org/10.3905/joi.1999.319365
  • You have access
    The Reality of Hedge Funds
    Dave Purcell and Paul Crowley
    The Journal of Investing Fall 1999, 8 (3) 26-44; DOI: https://doi.org/10.3905/joi.1999.319366
  • You have access
    Where Has the Small-Stock Premium Gone?
    Keith E. Gustafson and James D. Miller
    The Journal of Investing Fall 1999, 8 (3) 45-53; DOI: https://doi.org/10.3905/joi.1999.319367
  • You have access
    Information Sharing, Return Characteristics, and Portfolio Beta
    James S. Ang, An-Sing Chen and James Wuh Lin
    The Journal of Investing Fall 1999, 8 (3) 54-64; DOI: https://doi.org/10.3905/joi.1999.319368
  • You have access
    Tactical Currency Allocation Revisited
    Kevin Bracker and Chris Morran
    The Journal of Investing Fall 1999, 8 (3) 65-73; DOI: https://doi.org/10.3905/joi.1999.319369
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    What is an Appropriate Value of the Equity Risk Premium?
    John Okunev and Patrick Wilson
    The Journal of Investing Fall 1999, 8 (3) 74-79; DOI: https://doi.org/10.3905/joi.1999.319370
  • You have access
    Conditional Monte Carlo Simulation
    Wesley Phoa
    The Journal of Investing Fall 1999, 8 (3) 80-88; DOI: https://doi.org/10.3905/joi.1999.319371
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    Do Stocks Really Provide the Highest Return in the Long Run?
    Ahmet Baytas and Nusret Cakici
    The Journal of Investing Fall 1999, 8 (3) 89-96; DOI: https://doi.org/10.3905/joi.1999.319372
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The Journal of Investing
Vol. 8, Issue 3
Fall 1999
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