Index by author

Fall 2009; Volume 12,Issue 2

A

  1. Adler, David

    1. Tax-Aware Investment Management Practice
      Stephen M Horan and David Adler
      The Journal of Wealth Management Fall 2009, 12 (2) 71-88; DOI: https://doi.org/10.3905/jwm.2009.12.2.071

B

  1. Boulatoff, Catherine

    1. Green Recovery: How Are Environmental Stocks Doing?
      Catherine Boulatoff and Carol Marie Boyer
      The Journal of Wealth Management Fall 2009, 12 (2) 9-20; DOI: https://doi.org/10.3905/jwm.2009.12.2.009

  2. Boyer, Carol Marie

    1. Green Recovery: How Are Environmental Stocks Doing?
      Catherine Boulatoff and Carol Marie Boyer
      The Journal of Wealth Management Fall 2009, 12 (2) 9-20; DOI: https://doi.org/10.3905/jwm.2009.12.2.009

  3. Brunel, Jean L.P

    1. Open Access
      Editor’s Letter
      Jean L.P Brunel
      The Journal of Wealth Management Fall 2009, 12 (2) 1-4; DOI: https://doi.org/10.3905/jwm.2009.12.2.001

D

  1. Daboussi, Sami

    1. Performance Measurement of Hedge Funds Portfolios in a Downside Risk Framework
      Chokri Mamoghli and Sami Daboussi
      The Journal of Wealth Management Fall 2009, 12 (2) 101-112; DOI: https://doi.org/10.3905/JWM.2009.12.2.101

G

  1. Gregoriou, Greg N

    1. The Econometric Analysis of Hedge Fund Returns: An Errors-in-Variables Perspective
      Greg N Gregoriou
      The Journal of Wealth Management Fall 2009, 12 (2) 138-140; DOI: https://doi.org/10.3905/jwm.2009.12.2.138

  2. Grover, Jeff

    1. Passive versus Optimized Investing in Retirement Plan Portfolios
      Jeff Grover and Angeline M Lavin
      The Journal of Wealth Management Fall 2009, 12 (2) 48-59; DOI: https://doi.org/10.3905/jwm.2009.12.2.048

  3. Grüne, Lars

    1. Dynamic Consumption and Portfolio Decisions with Time Varying Asset Returns
      Willi Semmler, Lars Grüne and Caroline Öhrlein
      The Journal of Wealth Management Fall 2009, 12 (2) 21-47; DOI: https://doi.org/10.3905/jwm.2009.12.2.021

H

  1. Heidorn, Thomas

    1. The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown
      Thomas Heidorn, Dieter G Kaiser and Christoph Roder
      The Journal of Wealth Management Fall 2009, 12 (2) 89-100; DOI: https://doi.org/10.3905/jwm.2009.12.2.089

  2. Horan, Stephen M

    1. Tax-Aware Investment Management Practice
      Stephen M Horan and David Adler
      The Journal of Wealth Management Fall 2009, 12 (2) 71-88; DOI: https://doi.org/10.3905/jwm.2009.12.2.071

K

  1. Kaiser, Dieter G

    1. The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown
      Thomas Heidorn, Dieter G Kaiser and Christoph Roder
      The Journal of Wealth Management Fall 2009, 12 (2) 89-100; DOI: https://doi.org/10.3905/jwm.2009.12.2.089

L

  1. Lavin, Angeline M

    1. Passive versus Optimized Investing in Retirement Plan Portfolios
      Jeff Grover and Angeline M Lavin
      The Journal of Wealth Management Fall 2009, 12 (2) 48-59; DOI: https://doi.org/10.3905/jwm.2009.12.2.048

  2. Lewis, Nigel D

    1. Is There a Role for Commodities in Long-Term Wealth Accumulation?
      Nigel D Lewis
      The Journal of Wealth Management Fall 2009, 12 (2) 130-137; DOI: https://doi.org/10.3905/jwm.2009.12.2.130

M

  1. Mamoghli, Chokri

    1. Performance Measurement of Hedge Funds Portfolios in a Downside Risk Framework
      Chokri Mamoghli and Sami Daboussi
      The Journal of Wealth Management Fall 2009, 12 (2) 101-112; DOI: https://doi.org/10.3905/JWM.2009.12.2.101

O

  1. Öhrlein, Caroline

    1. Dynamic Consumption and Portfolio Decisions with Time Varying Asset Returns
      Willi Semmler, Lars Grüne and Caroline Öhrlein
      The Journal of Wealth Management Fall 2009, 12 (2) 21-47; DOI: https://doi.org/10.3905/jwm.2009.12.2.021

P

  1. Phillips, Peter J

    1. Are Benchmark Asset Allocations for Australian Private Investors Optimal?
      Lujer Santacruz and Peter J Phillips
      The Journal of Wealth Management Fall 2009, 12 (2) 60-70; DOI: https://doi.org/10.3905/jwm.2009.12.2.060

R

  1. Roder, Christoph

    1. The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown
      Thomas Heidorn, Dieter G Kaiser and Christoph Roder
      The Journal of Wealth Management Fall 2009, 12 (2) 89-100; DOI: https://doi.org/10.3905/jwm.2009.12.2.089

S

  1. Santacruz, Lujer

    1. Are Benchmark Asset Allocations for Australian Private Investors Optimal?
      Lujer Santacruz and Peter J Phillips
      The Journal of Wealth Management Fall 2009, 12 (2) 60-70; DOI: https://doi.org/10.3905/jwm.2009.12.2.060

  2. Semmler, Willi

    1. Dynamic Consumption and Portfolio Decisions with Time Varying Asset Returns
      Willi Semmler, Lars Grüne and Caroline Öhrlein
      The Journal of Wealth Management Fall 2009, 12 (2) 21-47; DOI: https://doi.org/10.3905/jwm.2009.12.2.021

  3. Subhash, K.B

    1. Venture Capital Financing and Corporate Governance: Role of Entrepreneurs in Minimizing Information / Incentive Asymmetry and Maximization of Wealth
      K.B Subhash
      The Journal of Wealth Management Fall 2009, 12 (2) 113-129; DOI: https://doi.org/10.3905/jwm.2009.12.2.113
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