Index by author

Article

• 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