CFA Institute Volume Information Source: Financial Analysts Journal, Vol. 53, No. 6 (Nov. - Dec., 1997), pp. 92-100 Published by: CFA Institute Stable URL: http://www.jstor.org/stable/4480033 . Accessed: 13/06/2014 06:29 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. . CFA Institute is collaborating with JSTOR to digitize, preserve and extend access to Financial Analysts Journal. http://www.jstor.org This content downloaded from 62.122.79.56 on Fri, 13 Jun 2014 06:29:22 AM All use subject to JSTOR Terms and Conditions
Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at .http://www.jstor.org/page/info/about/policies/terms.jsp
.JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range ofcontent in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new formsof scholarship. For more information about JSTOR, please contact [email protected].
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CFA Institute is collaborating with JSTOR to digitize, preserve and extend access to Financial AnalystsJournal.
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This content downloaded from 62.122.79.56 on Fri, 13 Jun 2014 06:29:22 AMAll use subject to JSTOR Terms and Conditions
Conover, James A., and Van Eaton, Put Prices and PEN Participation Rates at Longer Horizons: Is Equi- ty Risk in the Eye of the Beholder? November/De- cember:66-72.
Conroy, Robert M., Fukuda, and Harris, Securities Houses and Earnings Forecasts in Japan: What Makes for an Accurate Prediction? July/August:29-40.
Crane, Dwight B., and Bodie, Personal Investing: Advice, Theory, and Evidence, November/Decem- ber:13-22.
D Dhatt, Manjeet S., Mukherji, and Kim, A Fundamental
Analysis of Korean Stock Returns, May/June:75-80.
diBartolomeo, Dan, and Lobosco, Approximating the Confidence Intervalsfor Sharpe Style Weights, July/ August:80-85.
diBartolomeo, Dan, and Witkowski, Mutual Fund Misclassification: Evidence Based on Style Analysis, September/October:32-43.
Dobson, John, Ethics in Finance II, January/Febru- ary:15-25.
Dybvig, Philip H., Beaglehole, and Zhou, Going to Extremes: Correcting Simulation Bias in Exotic Op- tion Valuation, January/February:62-68.
92 ?Association for Investment Management and Research
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E Ellis, Charles D., Small Slam! January/February:
6-8.*
Ennis, Richard M., The Structure of the Investment- Management Industry: Revisiting the New Paradigm, July/August:6-13.*
Erb, Claude B., Harvey, and Viskanta, Demographics and International Investments, July/August:14-28.
F Fisher, Kenneth L, and Statman, The Mean-Variance-
Optimization Puzzle: Security Portfolios and Food Portfolios, July/August:41-50.
Fong, Gifford, and Vasicek, A Multidimensional Frameworkfor Risk Analysis, July/August: 51-57.
Fridson, Martin S., WHAT WORKS ON WALL STREET: A GUIDE TO THE BEST-PERFORMING INVESTMENT STRATEGIES OF ALL TIME by James P. O'Shaughnessy (book review), January/ February:69-70.
, THE FINANCIAL SERVICES REVOLU- TION: UNDERSTANDING THE CHANGING ROLE OF BANKS, MUTUAL FUNDS, AND IN- SURANCE COMPANIES edited by Clifford E. Kir- sch (book review), January/February:70-71.
, AGAINST THE GODS: THE REMARK- ABLE STORY OF RISK by Peter L. Bernstein (book review), March/April:74-75.
f FAT AND MEAN: THE CORPORATE SQUEEZE OF WORKING AMERICANS AND THE MYTH OF MANAGERIAL DOWNSIZING by David M. Gordon (book review), March/ April:75.
, FINANCIAL WARNINGS by Charles W. Mulford and Eugene E. Comiskey (book review), May/June:90-91.
, ASSET-BACKED SECURITIES edited by Anand K. Bhattacharya and Frank J. Fabozzi (book review), July/August:94.
f THE ART OF SHORT SELLING by Kathryn F. Staley (book review), July/August: 94-95.
, STREET SMARTS: LINKING PROFES- SIONAL CONDUCT WITH SHAREHOLDER VALUE IN THE SECURITIES INDUSTRY by Roy C. Smith and Ingo Walter (book review), Septem- ber/October:75-76.
,THE INVESTOR'S ANTHOLOGY: ORIGI- NAL IDEAS FROM THE INDUSTRY'S GREAT- EST MINDS edited by Charles D. Ellis and James Vertin (book review), November/December:89-90.
Fukuda, Yujiro, Conroy, and Harris, Securities Hous- es and Earnings Forecasts in Japan: What Makes for an Accurate Prediction? July/August:29-40.
G Gold, Mark L., Leat, and Perrin, Senior Secured
Floating-Rate Bank Loans for Life Insurance Compa- ny Investment Portfolios, March/April:47-54.
Gordon, Joseph R., and Gordon, The Finite Horizon Expected Return Model, May/June:52-61.
Gordon, Myron J., and Gordon, The Finite Horizon Expected Return Model, May/June:52-61.
Graham, John R., and Harvey, Grading the Perfor- mance of Market-Timing Newsletters, November/ December:53-65.
Subject Categories: Accounting Principles and Practices
Market Anomalies
Market Structure
Performance
Portfolio Management
Professional Conduct and Ethics
Risk Management
Valuation:
Equities
Fixed Income
Derivatives
Other
Miscellaneous
Letters to the Editor
Book Reviews
Accounting Principles and Practices The Callfor Reporting Comprehensive Income by An-
thony T. Cope, L. Todd Johnson, and Cheri L. Rei- ther, vol. 52, no. 2 (March/April 1996):7-i2.*
Comprehensive Income and the Effect of Reporting It by Pamela A. Smith and Cheri L. Reither, vol. 52, no. 6 (November/December 1996):14-19.*
Death of the General Account by Brian O'Neil, vol. 52, no. 1 (January/February 1996):5-7.*
Evidence on the Usefulness of Alternative Earnings per Share Measures by Ross Jennings, Marc J. LeClere, and Robert B. Thompson, vol. 53, no. 6 (Novem- ber/December 1997):23-32.
Firm Valuation and Accountingfor^ Employee Stock Op- tions, Maribeth Coller and Julia L. Higgs, vol. 53, no. 1 (January/February 1997):26-34.
Valuation of Highly Leveraged Firms by Enrique R. Arzac, vol. 52, no. 4 (July/August 1996):42-50.
Market Anomalies Amos Tversky, Behavioral Finance, and Nobel Prizes by
Russell J. Fuller, vol. 52, no. 4 (July/August 1996):7-8.*
Is There a Neglected-Firm Effect? by Craig G. Beard and Richard W. Sias, vol. 53, no. 5 (September/ October 1997):19-23.
New Evidence on Size and Price-to-Book Effects in Stock Returns by Gerald R. Jensen, Robert R. Johnson, and Jeffrey M. Mercer, vol. 53, no. 6 (November/ December 1997):33-41.
The January Effect: Still There after All These Years by Robert A. Haugen and Philippe Jorion, vol. 52, no. 1 (January/February 1996):27-31.
*Guest Speaker Article
Mimickers of Corporate Insiders Who Make Large- Volume Trades by Carr Bettis, Don Vickrey, and Donn W. Vickrey, vol. 53, no. 5 (September/Oc- tober 1997):57-66.
Earnings Surprise Research: Synthesis and Perspectives by Lawrence D. Brown, vol. 53, no. 2 (March/ April 1997):13-19.
Market Structure Changes in the Structure and Dynamics of European Se-
curities Markets by Alexandros Benos and Michel Crouhy, vol. 52, no. 3 (May/June 1996):37-50.
Demographics and International Investments by Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta, vol. 53, no. 4 (July/August 1997):14-28.
The Future Before Us by Arthur Zeikel, vol. 52, no. 5 (September/October 1996):8-16.*
International Market Correlation and Volatility by Bruno Solnik, Cyril Boucrelle, and Yann Le Fur, vol. 52, no. 5 (September/October 1996):17-34.
Political Risk in Emerging and Developed Markets by Robin L. Diamonte, John M. Liew, and Ross L. Stevens, vol. 52, no. 3 (May/June 1996):71-76.
Russia's True Economy: More Inviting to Investors by Lee Shama and Avraham Shama, vol. 53, no. 4 (July/August 1997):86-93.
Securities Houses and Earnings Forecasts in Japan: What Makesfor an Accurate Prediction? by Robert M. Conroy, Yujiro Fukuda, and Robert S. Harris, vol. 53, no. 4 (July/August 1997):29-40.
Volatility and the Institutional Investor by Richard W. Sias, vol. 52, no. 2 (March/April 1996):13-20.
Why Do We Need Stock Brokers? by David P. Brown, vol. 52, no. 2 (March/April 1996):21-30.
96 ?Association for Investment Management and Research
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Performance A Fundamental Analysis of Korean Stock Returns by
Sandip Mukherji, Manjeet S. Dhatt, and Yong H. Kim, vol. 53, no. 3 (May/June 1997):75-80.
Evaluating Fund Performance in a Dynamic Market by Wayne E. Ferson and Vincent A. Warther, vol. 52, no. 6 (November/December 1996):20-28.
Grading the Performance of Market-Timing Newsletters by John R. Graham and Campbell R. Harvey, vol. 53, no. 6 (November/December 1997):53-65.
The Optimal Amount of Assets under Management in the Mutual Fund Industry by Sean Collins and Phillip Mack, vol. 53, no. 5 (September/October 1997):67-73.
A Reexamination of the Market-Timing and Security- Selection Performance of Mutual Funds by Zakri Y. Bello and Vahan Janjigian, vol. 53, no. 5 (Septem- ber/October 1997):24-31.
The Searchfor the Best Financial Performance Measure by Jeffrey M. Bacidore, John A. Boquist, Todd T. Milbourn, and Anjan V. Thakor, vol. 53, no. 3 (May/June 1997):11-20.
To Load or Not to Load? A Study of the Marketing and Distribution Charges of Mutual Funds by John Kihn, vol. 52, no. 3 (May/June 1996):28-36.
The Performance, Risk, and Diversification of Sector Funds by Ajay Khorana and Edward Nelling, vol. 53, no. 3 (May/June 1997):62-74.
Portfolio Management The After-Tax Returnsfrom Different Savings Vehicles
by William Ghee and William Reichenstein, vol. 52, no. 4 (July/August 1996):62-72.
Approximating the Confidence Intervalsfor Sharpe Style Weights by Angelo Lobosco and Dan diBartolomeo, vol. 53, no. 4 (July/August 1997):80-85.
Comparisons and Combinations of Long and Long/Short Strategies by John S. Brush, vol. 53, no. 3 (May/ June 1997):81-89.
Does International Diversification Work Betterfor Real Estate than for Stocks and Bonds? by Piet M.A. Eicholtz, vol. 52, no. 1 (January/February 1996):56-62.
Does the "Dow-10 Investment Strategy" Beat the Dow Statistically and Economically? by Grant McQueen, Kay Shields, and Steven R. Thorley, vol. 53, no. 4 (July/August 1997):66-72.
Does the Emperor Wear Clothes or Not? The Final Word (or Almost) on the Parable of Investment Management by Philip Halpern, Nancy Calkins, and Tom Rug- gels, vol. 52, no. 4 (July/August 1996):9-15.*
A Global Stock and Bond Model by Lucie Chaumeton, Gregory Connor, and Ross Curds, vol. 52, no. 6 (November/December 1996):65-74.
How Many Mutual Funds Constitute a Diversified Mu- tual Fund Portfolio? by Edward S. O'Neal, vol. 53, no. 2 (March/April 1997):37-46.
The Interaction of Value and Momentum Strategies by Clifford S. Asness, vol. 53, no. 2 (March/April 1997):29-36.
The Mean-Variance Optimization Puzzle: Security Portfolios and Food Portfolios by Kenneth L. Fisher and Meir Statman, vol. 53, no. 4 (July/August 1997):41-50.
Mutual Fund Misclassification: Evidence Based on Style Analysis by Dan diBartolomeo and Erik Witkowski, vol. 53, no. 5 (September/October 1997):32-43.
Personal Investing: Advice, Theory, and Evidence by Zvi Bodie and Dwight B. Crane, vol. 53, no. 6 (November/December 1997):13-22.
Rationality of Negative Stock-Price Responses to Strong Economic Activity by Sangkyun Park, vol. 53, no. 5 (September/October 1997):52-56.
Senior Secured Floating-Rate Bank Loansfor Life Insur- ance Company Investment Portfolios by Mark L. Gold, Chad A. Leat, and Michel Perrin, vol. 53, no. 2 (March/April 1997):47-54.
Sensible Return Forecastingfor Portfolio Management by Gregory Connor, vol. 53, no. 5 (September/ October 1997):44-51.
Small Slam! by Charles D. Ellis, vol. 53, no. 1 (Janu- ary/February 1997):6-8.*
Stocks, Bonds, the Sharpe Ratio, and the Investment Ho- rizon by Charles W. Hodges, Walton R.L. Taylor, and James A. Yoder, vol. 53, no. 6 (November/ December 1997):73-79.
20 Myths about Long-Short by Bruce I. Jacobs and Kenneth N. Levy, vol. 52, no. 5 (September/Octo- ber 1996):81-85.
U.S. REITs as an Asset Class in International Invest- ment Portfolios by Stephen R. Mull and Luc A. Soenen, vol. 53, no. 2 (March/April 1997):55-6-1.
Where Are the Gainsfrom International Diversification ? by Rex A. Sinquefield, vol. 52, no. 1 (January/ February 1996):8-14.
Professional Conduct and Ethics Ethics in Finance II by John Dobson, vol. 53, no. 1
(January/February 1997):15-25.
Ethics and the Financial Analyst by Michael S. Caccese, vol. 53, no. 1 (January/February 1997):9-14.*
Insider Trading Laws and the Role of Securities Analysts by Michael S. Caccese, vol. 53, no.2 (March/April 1997):9-12.*
Risk Management Default Risk and the Effective Duration of Bonds by
David F. Babbel, Craig Merrill, and William Pan- ning, vol. 53, no. 1 (January/February 1997): 35-44.
An Improved Immunization Strategy: M-Absolute by Sanjay K. Nawalkha and Donald R. Chambers, vol. 52, no. 5 (September/October 1996):69-76.
Investment Risk: The Experts' Perspective by Robert A. Olsen, vol. 53, no. 2 (March/April 1997):62-66.
A Multidimensional Frameworkfor Risk Analysis by Gifford Fong and Oldrich A. Vasicek, vol. 53, no. 4 (July/August 1997):51-57.
On the Risk of Stocks in the Long Run: A Comment by Robert Ferguson and Dean Leistikow, vol. 52, no. 2 (March/April 1996):67-68.
On the Risk of Stocks in the Long Run: A Note by Rich- ard Taylor and Donald J. Brown, vol. 52, no. 2 (March/April 1996):69-71.
On the Risk of Stocks in the Long Run: A Resolution to the Debate by Mike Dempsey, Robert Hudson, Kevin Littler, and Kevin Keasey, vol. 52, no. 5 (September/October 1996):57-62.
Political Risk, Economic Risk, and Financial Risk by Claude B. Erb, Campbell R. Harvey, and Tadas E. Viskanta, vol. 52, no. 6 (November/December 1996):29-46.
Risk2: Measuring the Risk in Value at Risk by Philippe Jorion, vol. 52, no. 6 (November/December 1996):47-56.
Put Prices and PEN Participation at Longer Horizons: Is Equity Risk in the Eye of the Beholder? by R. Dou- glas Van Eaton and James A. Conover, vol. 53, no. 6 (November/December 1997):66-72.
Valuation: Equities Analyst Forecasting Errors and Their Implicationsfor
Security Analysis: An Alternative Perspective by Lawrence D. Brown, vol. 52, no. 1 (January/Feb- ruary 1996):40-47.
Analyst Forecasting Errors: Additional Evidence by Lawrence D. Brown, vol. 53, no. 6 (November/ December 1997):80-87.
Commercial Real Estate Prices and Stock Market Re- turns: An International Analysis by Daniel C. Quan and Sheridan Titman, vol. 53, no. 3 (May/June 1997):21-34.
Corporate Profitability and Stock Valuation in Japan by Masasuke Ide, vol. 52, no. 2 (March/April
1996):40-55.
Does Size Really Matter? by Jonathan B. Berk, vol. 53, no. 5 (September/October 1997):12-18.
Do Sales-Price and Debt-Equity Explain Stock Returns Better than Book-Market and Firm Size? by William C. Barbee, Jr., Sandip Mukherji, and Gary A. Raines, vol. 52, no. 2 (March/April 1996):56-60.
Estimating the Credit-Risk Yield Premiujmfor Preferred Stock by Leland E. Crabbe, vol. 52, no. 5 (Septem- ber/October 1996):45-56.
Financial Returns of Public ESOP Companies: Investor Effects vs. Manager Effects by Michael A. Conte, Jo- seph Blasi, Douglas Kruse, and Rama Jampani, vol. 52, no. 4 (July/August 1996):51-61.
The Finite Horizon Expected Return Model by Joseph R. Gordon and Myron J. Gordon, vol. 53, no. 3 (May/June 1997):52-61.
Franchise Margins and the Sales-Driven Franchise Val- ue by Martin L. Leibowitz, vol. 53, no. 6 (Novem- ber/December 1997):42-52.
Implications of Herding Behaviorfor Earnings Estima- tion, Risk Assessment, and Stock Returns by Robert A. Olsen, vol. 52, no. 4 (July/August 1996):37-41.
National versus Global Influences on Equity Returns by Stan Beckers, Gregory Connor, and Ross Curds, vol. 52, no. 2 (March/April 1996):31-39.
The P/E Multiple and Market Volatility by Alex Kane, Alan J. Marcus, and Jaesun Noh, vol. 52, no. 4 (July/August 1996):16-24.
Private Information and the Costs of Trading around Quarterly Earnings Announcements by Michael J. Barclay and Craig G. Dunbar, vol. 52, no. 6 (November/December 1996):75-84.
Stock Market Valuation Indicators: Is This Time Differ- ent? by Kevin Cole, Jean Helwege, and David Laster, vol. 52, no. 3 (May/June 1996):56-64.
When Is "Bad News" Viewed as "Good News"? by Wil- liam H. Beaver, Stephen G. Ryan, and James M. Wahlen, vol. 53, no. 1 (January/February 1997):45-54.
Will Stocks Continue to Outperform Bonds in the Fu- ture? by Edward Renshaw, vol. 53, no. 2 (March/ April 1997):67-73.
Valuation: Fixed Income Almost Everything You Wanted to Know about Recover-
ies on Defaulted Bonds by Edward I. Altman and Vellore M. Kishore, vol. 52, no. 6 (November/De- cember 1996):57-64.
Convertible Bonds: Model, Value Attribution, and Ana- lytics by Thomas S.Y. Ho and David M. Pfeffer, vol. 52, no. 5 (September/October 1996):35-44.
98 ?Association for Investment Management and Research
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Deriving Zero-Coupon Rates: Alternatives to Orthodoxy by Ira G. Kawaller and John F. Marshall, vol. 52, no. 3 (May/June 1996):51-55.
The Effect of Bond-Rating Changes on Bond Price Perfor- mance by Gailen Hite and Arthur Warga, vol. 53, no. 3 (May/June 1997):35-51.
The Effect of Embedded Options on the Financial Perfor- mance of Convertible Bond Funds by John Kihn, vol. 52, no. 1 (January/February 1996):15-26.
Investments with Downside Insurance and the Issue of Time Diversification by Liang Zou, vol. 53, no. 4 (July/August 1997):73-79.
Pricing Long Bonds: Pitfalls and Opportunities by Philip H. Dybvig and William J. Marshall, vol. 52, no. 1 (January/February 1996):32-39.
Primary versus Secondary Pricing of High-Yield Bonds by Martin S. Fridson and Yan Gao, vol. 52, no. 3 (May/June 1996):20-27.
A Seasoning Process in the U.S. Treasury Bond Market: The Curious Case of Newly Issued Ten-Year Notes by Peter Carayannopoulos, vol. 52, no. 1 (January/ February 1996):48-55.
Yield Bogeys by Brent Ambrose and Arthur Warga, vol. 52, no. 5 (September/October 1996):63-68.
Valuation: Derivatives A Derivative Alternative as Executive Compensation by
Don M. Chance, vol. 53, no. 2 (March/April 1997):6-8.*
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation by David R. Beaglehole, Philip H. Dybvig, and Guofu Zhou, vol. 53, no. 1 (Janu- ary/February 1997):62-68.
A Quadratic Met hodfor the Calculation of Implied Vola- tility Using the Garman-Kohlhagen Model by M.A.J. Bharadia, N. Christofides, and G.R. Salkin, vol. 52, no. 3 (March/April 1996):61-64.
Time Diversification: Perspectives from Option Pricing Theory by Craig Merrill and Steven Thorley, vol. 52, no. 3 (May/June 1996):13-19.
The Local Volatility Surface: Unlocking the Information in Index Option Prices by Emanuel Derman, Iraj Kani, and Joseph Z. Zou, vol. 52, no. 4 (July/Au- gust 1996):25-36.
Valuation: Other The Danger of Assuming Homogeneous Expectations by
Moshe Levy and Haim Levy, vol. 52, no. 3 (May/ June 1996):65-70.
Growth in Alternative Investments by Thomas J. Hea- ley and Donald J. Hardy, vol. 53, no. 4 (July/Au- gust 1997):58-65.
Warrant Pricing-Is Dilution a Delusion? by Jakob Sidenius, vol. 52, no. 5 (September/October 1996):77-80.
What Rate of Return Can You Reasonably Expect . .. or What Can the Long Run Tell Us about the Short Run? by Peter L. Bernstein, vol. 53, no. 2 (March/April 1997):20-28.
The Relative Performance of Five Alternative Warrant- Pricing Models by Shmuel Hauser and Beni Laut- erbach, vol. 53, no. 1 (January/February 1997):55-61.
Miscellaneous Fischer's Files by Beverly J. Bell, vol. 53, no. 5
(September/October 1997):9-11.*
Overquantification by Jack Gray, vol. 53, no. 6 (November/December 1997):5-12.*
Reclaiming Shareholder Power by Victor F. Morris, vol. 53, no. 3 (May/June 1997):7-10.*
Three Classic Errors in Statistics,from Baseball to In- vestment Management by Ronald N. Kahn, vol. 53, no. 5 (September/October 1997):6-8.*
The Structure of the Investment-Management Industry: Revisiting the New Paradigm by Richard M. Ennis, vol. 53, no. 4 (July/August 1997):6-13.*
Visions of the Future: The Distant Past, Yesterday, To- day, and Tomorrow by Harry S. Marmer, vol. 52, no. 3 (May/June 1996):9-12.*
What Prompts Paradigm Shifts? by Peter L. Bernstein, vol. 52, no. 5 (November/December 1996):7-13.*
Letters to the Editor Analyst Forecasting Errors, Rupert T. Cox, vol. 52, no.
4 (July/August 1996):73-74.
, David Dreman, vol. 52, no. 3 (May/June 1996):77-80.
Unreality Check, Richard C. Schneider, vol. 53, no. 6 (November/December 1997):89.
Book Reviews Against the Gods: The Remarkable Story Of Risk, Peter
L. Bernstein, vol. 53, no. 2 (March/April 1997):74-75.
The Art of Short Selling, Kathryn F. Staley, vol. 53, no. 4 (July/August 1997):94-95.
Asset-Backed Securities, edited by Anand K. Bhatta- charya and Frank J. Fabozzi, vol. 53, no. 4 (July/ August 1997):94.
Benjamin Graham on Value Investing: Lessonsfrom the Dean of Wall Street, Janet Lowe, vol. 52, no. 2 (March/April 1996):77-79.
Blind Hog: Memories of a Wall Street Maverick, Bill Hackett, vol. 52, no. 2 (March/April 1996):79-80.
Derivatives Risk and Responsibility: The Complete Guide to Effective Derivatives Management, edited by Robert A. Klein and Jess Lederman, vol. 52, no. 4 (July/August 1996):75-76.
Fat and Mean: The Corporate Squeeze of Working Amer- icans and the Myth of Managerial Downsizing, David M. Gordon, vol. 53, no. 2 (March/ April 1997):75.
Fidelity's World: The Secret Life and Public Power of the Mutual Fund Giant, Diana B. Henriques, vol. 52, no. 1 (January/February 1996):64-65.
The Financial Services Revolution: Understanding the Changing Role of Banks, Mutual Funds, and Insur- ance Companies, edited by Clifford E. Kirsch, vol. 53, no. 1 (January/February 1997):70-71.
Financial Warnings, Charles W. Mulford and Eu- gene E. Comiskey, vol. 53, no. 3 (May/June 1997):90-91.
Market Unbound: Unleashing Global Capitalism, Low- ell Bryan and Diana Farrell, vol. 52, no. 5 (Sep- tember/October 1996):87-88.
Going Global with Equities, Paul Melton, vol. 53, no. 4 (July/August 1997):95-96.
Institutional Investors and Corporate Governance, Car- olyn Kay Brancato, vol. 53, no. 3 (May/June 1997):91-93.
The Investor's Anthology: Original Ideasfrom the Indus- try's Greatest Minds, Charles D. Ellis and James Vertin, vol. 53, no. 6 (November/December 1997):89-90.
Street Smarts: Linking Professional Conduct with Share- holder Value in the Securities Industry, Roy C. Smith and Ingo Walter, vol. 53, no. 5 (September/Octo- ber 1997):75-76.
The Trillion Dollar Promise, James A. Kujaca, vol. 52, no. 5 (September/October 1996):86-87.
What Works on Wall Street: A Guide To The Best-Per- forming Investment Strategies of All Time, James P. O'Shaughnessy, vol. 53, no. 1 (January/February 1997):69-70.
White-Collar Crime Reconsidered, edited by Kip Schle- gel and David Weisburd, vol. 52, no. 1 (January/ February 1996):63-64.
The Witch Doctor of Wall Street: A Noted Financial Ex- pert Guides You Through Today's Voodoo Economics, Robert H. Parks, vol. 52, no. 4 (July/August 1996):76-77.
100 ?Association for Investment Management and Research
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