Table of Contents

Primary Article

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  Estimating Asset Class Standard Deviations and Correlations

  Michael D. Bergmann and C. Thomas Howard

  The Journal of Wealth Management Winter 2003, 6 (3) 11-18; DOI: https://doi.org/10.3905/jwm.2003.320485
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  Stock Exposures in Portfolios with Options

  Marcelle Arak

  The Journal of Wealth Management Winter 2003, 6 (3) 19-25; DOI: https://doi.org/10.3905/jwm.2003.320486
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  Asset Allocation

  Charles P. Jones and Jack W. Wilson

  The Journal of Wealth Management Winter 2003, 6 (3) 26-34; DOI: https://doi.org/10.3905/jwm.2003.320487
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  The Limitations of Standard Deviation as a Measure of Bond Portfolio Risk

  Brett H Wander and Ron D'Vari

  The Journal of Wealth Management Winter 2003, 6 (3) 35-38; DOI: https://doi.org/10.3905/jwm.2003.320488
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  Active and Passive Arguments

  David M. Stein

  The Journal of Wealth Management Winter 2003, 6 (3) 39-46; DOI: https://doi.org/10.3905/jwm.2003.320489
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  Turnover Rates and After Tax Returns

  Peter M. Susko

  The Journal of Wealth Management Winter 2003, 6 (3) 47-60; DOI: https://doi.org/10.3905/jwm.2003.320490
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  Is Dividend Policy Still Irrelevant?

  Oliver Campbell

  The Journal of Wealth Management Winter 2003, 6 (3) 61-66; DOI: https://doi.org/10.3905/jwm.2003.320491
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  Taking the Sting Out of Hedge Funds

  Harry M. Kat

  The Journal of Wealth Management Winter 2003, 6 (3) 67-76; DOI: https://doi.org/10.3905/jwm.2003.320492
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  Risk-Adjusted Performance of Funds of Hedge Funds Using a Modified Sharpe Ratio

  Greg N. Gregoriou and Jean-Pierre Gueyie

  The Journal of Wealth Management Winter 2003, 6 (3) 77-83; DOI: https://doi.org/10.3905/jwm.2003.442378