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FNCE 470 v2 and v3: Portfolio Management Report a Broken Link

Finance 470, Portfolio Management, provides rigorous and comprehensive coverage of theories and applications related to investment and portfolio management.

Supplementary Readings

Lesson 1

Hirschey, M. (1998). How much is a tulip worth? Financial Analysts Journal, 54(4), 11–17.
Statman, M. (2003). A century of investors. Financial Analysts Journal, 59(3), 52–59.

Lesson 2

Ineichen, A. M. (2000). Twentieth century volatility. Journal of Portfolio Management, 27(1), 93–101.
Ibbotson, R. G., & Kaplan, P. D. (2000). Does asset allocation policy explain 40, 90, or 100 percent of performance? Financial Analysts Journal, 56(1), 26–33.

Lesson 3

Arnott, R. D., & Bernstein, P. L. (2002). What risk premium is “normal”? Financial Analysts Journal, 58(2), 64–85.

Lesson 4

Sias, R. W. (1996). Volatility and the institutional investor. Financial Analysts Journal, 52(2), 13–20.

Lesson 6

Daniel, K., & Titman, S. (1999). Market efficiency in an irrational world. Financial Analysts Journal, 55(6), 28–40.

Lesson 7

Cavaglia, S., & Moroz, V. (2002). Cross-industry, cross-country allocation. Financial Analysts Journal, 58(6), 78–97.
Hilton, D. J. (2001). The psychology of financial decision-making: Applications to trading, dealing, and investment analysis. Journal of Psychology and Financial Markets, 2(1), 37–53.

Lesson 8

Grinold, R. C. (1993). Is beta dead again? Financial Analysts Journal, 49(4), 28–34.
Black, F. (1993). Beta and return. Journal of Portfolio Management, 20(1), 8–18.
Fama, E. F., & French, K. R. (1996). Multifactor explanations of asset pricing anomalies. Journal of Finance, 51(1), 55–84.
Cutler, D. M., Poterba, J. M., & Summers, L. H. (1989). What moves stock prices? Journal of Portfolio Management, 15(3), 4–12.

Lesson 15

Capaul, C., Rowley, I., & Sharpe, W. F. (1993). International value and growth stock returns. Financial Analysts Journal, 49(1), 27–36.
Lie, E., & Lie, H. J. (2002). Multiples used to estimate corporate value. Financial Analysts Journal, 58(2), 44–54.

Lesson 17

Kritzman, M. (1992). What practitioners need to know … about duration and convexity. Financial Analysts Journal, 48(6), 17–20.
Bierwag, G. O., Kaufman, G. G., & Latta, C. M. (1988). Duration models: A taxonomy. Journal of Portfolio Management, 15(1), 50–54.
Reitano, R. R. (1992). Non-parallel yield curve shifts and immunization. Journal of Portfolio Management, 18(3), 36–43.

Lesson 23

Grinold, R. C. (1989). The fundamental law of active management. Journal of Portfolio Management, 15(3), 30–37.

Lesson 24

Barber, B. M., & Odean, T. (2000). Too many cooks spoil the profits: Investment club performance. Financial Analysts Journal, 56(1), 17–25.
Goodwin, T. H. (1998). The information ratio. Financial Analysts Journal, 54(4), 34–43.
Modigliani, F., & Modigliani, L. (1997). Risk-adjusted performance. Journal of Portfolio Management, 23(2), 45–54.

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