Index by author

Fall 1999; Volume 8,Issue 3

A

  1. Ang, James S.

    1. 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

B

  1. Baytas, Ahmet

    1. 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

  2. Bracker, Kevin

    1. 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

C

  1. Cakici, Nusret

    1. 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

  2. Chen, An-Sing

    1. 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

  3. Crowley, Paul

    1. 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

G

  1. Gustafson, Keith E.

    1. 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

L

  1. Lin, James Wuh

    1. 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

M

  1. Miller, James D.

    1. 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

  2. Morran, Chris

    1. 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

N

  1. Nawrocki, David N.

    1. 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

O

  1. Okunev, John

    1. 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

P

  1. Phoa, Wesley

    1. 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

  2. Purcell, Dave

    1. 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

W

  1. Wilson, Patrick

    1. 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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The Journal of Investing
Vol. 8, Issue 3
Fall 1999
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