Table of Contents

Primary Article

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  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
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  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
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  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
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  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
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  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
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  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