Table of Contents

Primary Article

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  A Panel Study of U.S. Equity Pension Fund Manager Style Performance

  T. Daniel Coggin and Charles A. Trzcinka

  The Journal of Investing Summer 2000, 9 (2) 6-12; DOI: https://doi.org/10.3905/joi.2000.319413
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  Chasing Performance Through Style Drift

  George R. Arrington

  The Journal of Investing Summer 2000, 9 (2) 13-17; DOI: https://doi.org/10.3905/joi.2000.319418
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  Efficiency Ratio

  Laurent Cantaluppi and Ruedi Hug

  The Journal of Investing Summer 2000, 9 (2) 19-25; DOI: https://doi.org/10.3905/joi.2000.319419
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  Performance Characteristics of Social and Traditional Investments

  Sandra A Waddock, Samuel B. Graves and Renée Gorski

  The Journal of Investing Summer 2000, 9 (2) 27-38; DOI: https://doi.org/10.3905/joi.2000.319421
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  The Volatility of Relative Performance as a Measure of Risk

  Brett H. Wander

  The Journal of Investing Summer 2000, 9 (2) 39-44; DOI: https://doi.org/10.3905/joi.2000.319422
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  Can the Average U.S. Equity Fund Outperform the Benchmarks?

  Shervin Hanachi

  The Journal of Investing Summer 2000, 9 (2) 45-52; DOI: https://doi.org/10.3905/joi.2000.319417
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  International Benchmarks

  Stephen Gorman, Edward Qian and Ronald J Surz

  The Journal of Investing Summer 2000, 9 (2) 53-62; DOI: https://doi.org/10.3905/joi.2000.319420
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  Beta

  William G.S. Brown

  The Journal of Investing Summer 2000, 9 (2) 63-70; DOI: https://doi.org/10.3905/joi.2000.319415
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  Can Recent Extraordinary Stock Returns Be Repeated?

  Charles P. Jones and Jack W. Wilson

  The Journal of Investing Summer 2000, 9 (2) 71-72; DOI: https://doi.org/10.3905/joi.2000.319416
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  An Analysis of Non-Qualified Tax-Deferred Annuities

  William R Reichenstein

  The Journal of Investing Summer 2000, 9 (2) 73-85; DOI: https://doi.org/10.3905/joi.2000.319414