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The Journal of Wealth Management
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The Journal of Wealth Management

The Journal of Wealth Management

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Index by author

Summer 2010; Volume 13,Issue 1

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Wealth Management: 13 (1)
The Journal of Wealth Management
Vol. 13, Issue 1
Summer 2010
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