The Journal of Wealth Management: 13 (1)

The Journal of Wealth Management

Summer 2010; Volume 13,Issue 1

Open Access
Editor’s Letter
Jean L.P Brunel

The Journal of Wealth Management Summer 2010, 13 (1) 1-4; DOI: https://doi.org/10.3905/JWM.2010.13.1.001
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Investor Education: What’s Broken and How to Fix It
Charlotte B Beyer

The Journal of Wealth Management Summer 2010, 13 (1) 11-15; DOI: https://doi.org/10.3905/JWM.2010.13.1.011
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Client Relationships and Family Dynamics: Competencies and Services Necessary for Truly Integrated Wealth Management
James Grubman and Dennis Jaffe

The Journal of Wealth Management Summer 2010, 13 (1) 16-31; DOI: https://doi.org/10.3905/JWM.2010.13.1.016
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Multi-Horizon Investing: A New Paradigm for Endowments and Other Long-Term Investors
Robert A. Jaeger, Michael A. Rausch and Margaret Foley

The Journal of Wealth Management Summer 2010, 13 (1) 32-42; DOI: https://doi.org/10.3905/JWM.2010.13.1.032
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Yale’s Endowment Returns: Manager Skill or Risk Exposure?
Peter Mladina and Jeffery Coyle

The Journal of Wealth Management Summer 2010, 13 (1) 43-50; DOI: https://doi.org/10.3905/JWM.2010.13.1.043
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Enhancing Portfolios with Global Equity Managers
Dan Trosch

The Journal of Wealth Management Summer 2010, 13 (1) 51-61; DOI: https://doi.org/10.3905/JWM.2010.13.1.051
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Select Sector SPDRs and the S&P 500: Is the Sum of the Parts Greater than the Whole?
Ray R. Sturm

The Journal of Wealth Management Summer 2010, 13 (1) 62-74; DOI: https://doi.org/10.3905/JWM.2010.13.1.062
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From Rising Stars and Falling Angels: On the Relationship Between the Performance and Ratings of German Mutual Funds
Roland Füss, Julia Hille, Philipp Rindler, Jörg Schmidt and Michael Schmidt

The Journal of Wealth Management Summer 2010, 13 (1) 75-90; DOI: https://doi.org/10.3905/JWM.2010.13.1.075
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Maximize the Sharpe Ratio and Minimize a VaR
Robert B. Durand, Hedieh Jafarpour, Claudia Klüppelberg and Ross Maller

The Journal of Wealth Management Summer 2010, 13 (1) 91-102; DOI: https://doi.org/10.3905/JWM.2010.13.1.091
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Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Fund Returns
François-Éric Racicot and Raymond Théoret

The Journal of Wealth Management Summer 2010, 13 (1) 103-123; DOI: https://doi.org/10.3905/JWM.2010.13.1.103

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