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Results: 1-25/409
Authors:
Bernstein, PL
Citation: Pl. Bernstein, Staying the course, J PORTFOLIO, 28(1), 2001, pp. 1-1
Authors:
Asness, C
Krail, R
Liew, J
Citation: C. Asness et al., Do Hedge Funds Hedge? Be cautious in analyzing monthly returns., J PORTFOLIO, 28(1), 2001, pp. 6
Authors:
Hudson-Wilson, S
Citation: S. Hudson-wilson, Why real estate? An investment rationale for institutional investors: 2001update., J PORTFOLIO, 28(1), 2001, pp. 20
Authors:
Dimson, E
Jackson, A
Citation: E. Dimson et A. Jackson, High-frequency performance monitoring - Produces unexpected results., J PORTFOLIO, 28(1), 2001, pp. 33
Authors:
Frino, A
Gallagher, DR
Citation: A. Frino et Dr. Gallagher, Tracking S&P 500 index funds - Getting your money's worth?, J PORTFOLIO, 28(1), 2001, pp. 44
Authors:
Chincarini, L
Kim, D
Citation: L. Chincarini et D. Kim, The advantages of tax-managed investing - Avoiding the drag., J PORTFOLIO, 28(1), 2001, pp. 56
Authors:
Lee, W
Lam, DY
Citation: W. Lee et Dy. Lam, Implementing optimal risk budgeting - Managing uncertainty of alpha., J PORTFOLIO, 28(1), 2001, pp. 73
Citation: The Smith Company - Earn a profit, and pass on a reasonable portion to owners., J PORTFOLIO, 28(1), 2001, pp. 81
Authors:
Hottinga, J
van Leeuwen, E
van IJserloo, J
Citation: J. Hottinga et al., Successful factors to select outperforming corporate bonds - Useful filters in a very large universe., J PORTFOLIO, 28(1), 2001, pp. 88
Authors:
Baz, J
Breedon, F
Naik, V
Peress, J
Citation: J. Baz et al., Optimal portfolios of foreign currencies - Trading on the forward bias., J PORTFOLIO, 28(1), 2001, pp. 102
Authors:
Downs, TW
Wen, Q
Citation: Tw. Downs et Q. Wen, Is there a lottery premium in the stock market? Persistent and significant., J PORTFOLIO, 28(1), 2001, pp. 112
Authors:
Bernstein, PL
Citation: Pl. Bernstein, Mind-sets over matter, J PORTFOLIO, 27(4), 2001, pp. 1-1
Authors:
Beckers, S
Vaughan, G
Citation: S. Beckers et G. Vaughan, Small is beautiful, J PORTFOLIO, 27(4), 2001, pp. 9
Authors:
Blitz, DC
Hottinga, J
Citation: Dc. Blitz et J. Hottinga, Tracking error allocation, J PORTFOLIO, 27(4), 2001, pp. 19
Authors:
Larsen, GA
Resnick, BG
Citation: Ga. Larsen et Bg. Resnick, Parameter estimation techniques, optimization frequency, and portfolio return enhancement, J PORTFOLIO, 27(4), 2001, pp. 27
Authors:
Cavaglia, S
Cho, D
Singer, B
Citation: S. Cavaglia et al., Risks of sector rotation strategies, J PORTFOLIO, 27(4), 2001, pp. 35
Authors:
Minor, DB
Citation: Db. Minor, Beware of index fund fundamentalists, J PORTFOLIO, 27(4), 2001, pp. 45
Authors:
Merville, LJ
Hayes-Yelken, S
Xu, YX
Citation: Lj. Merville et al., Identifying the factor structure of equity returns, J PORTFOLIO, 27(4), 2001, pp. 51
Authors:
Schwartz, RA
Weaver, DG
Citation: Ra. Schwartz et Dg. Weaver, What we think about the quality of our equity markets, J PORTFOLIO, 27(4), 2001, pp. 63
Authors:
Uysal, E
Trainer, FH
Reiss, J
Citation: E. Uysal et al., Revisiting mean-variance optimization, J PORTFOLIO, 27(4), 2001, pp. 71
Authors:
Chance, DM
Rich, D
Citation: Dm. Chance et D. Rich, The false teachings of the unbiased expectations hypothesis, J PORTFOLIO, 27(4), 2001, pp. 83
Authors:
Edwards, FR
Caglayan, MO
Citation: Fr. Edwards et Mo. Caglayan, Hedge fund and commodity fund investments in bull and bear markets, J PORTFOLIO, 27(4), 2001, pp. 97
Authors:
Chow, G
Kritzman, M
Van Royen, AS
Citation: G. Chow et al., Risk budgets: Comment, J PORTFOLIO, 27(4), 2001, pp. 109
Authors:
Bernstein, PL
Citation: Pl. Bernstein, The stock market and monetary policy: Comedy or error?, J PORTFOLIO, 27(3), 2001, pp. 1-1
Authors:
Ellis, CD
Citation: Cd. Ellis, Will business success spoil the investment management profession? Separateappearances from realities., J PORTFOLIO, 27(3), 2001, pp. 11