Results : 1-25/48
Authors:
Vijay K. Chopra
William T. Ziemba
Journal: Journal of portfolio management
Citation: Vijay K. Chopra et William T. Ziemba, The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice, Journal of portfolio management, 19(02), 1992, pp. 6
Authors:
Russell J. Fuller
Lex C. Huberts
Michael J. Levinson
Journal: Journal of portfolio management
Citation: Russell J. Fuller et al., Returns to E/P Strategies, Higgledy-Piggledy Growth, Analysts' Forecast Errors, and Omitted Risk Factors, Journal of portfolio management, 19(02), 1992, pp. 13
Authors:
C. Ross Healy
Enrico Sgromo
Journal: Journal of portfolio management
Citation: C. Ross Healy et Enrico Sgromo, How to Beat the S&P 500 Index Using Credit Analysis Alone, Journal of portfolio management, 19(02), 1992, pp. 25
Authors:
Paul DeRosa
Laurie Goodman
Mike Zazzarino
Journal: Journal of portfolio management
Citation: Paul DeRosa et al., Duration Estimates on Mortgage-Backed Securities, Journal of portfolio management, 19(02), 1992, pp. 32
Authors:
Terri L. Gollinger
John B. Morgan
Journal: Journal of portfolio management
Citation: Terri L. Gollinger et John B. Morgan, Calculation of an Efficient Frontier for a Commercial Loan Portfolio, Journal of portfolio management, 19(02), 1992, pp. 39
Authors:
Philip Halpern
Journal: Journal of portfolio management
Citation: Philip Halpern, Investing Abroad: A Review of Capital Market Integration and Manager Performance, Journal of portfolio management, 19(02), 1992, pp. 47
Authors:
Kenneth S. \"Nicholas\" Choie
Journal: Journal of portfolio management
Citation: Kenneth S. \"Nicholas\" Choie, Currency Exchange Rate Forecast and Interest Rate Differential, Journal of portfolio management, 19(02), 1992, pp. 58
Authors:
Philippe Jorion
Leonid Roisenberg
Journal: Journal of portfolio management
Citation: Philippe Jorion et Leonid Roisenberg, Synthetic International Diversification, Journal of portfolio management, 19(02), 1992, pp. 65
Authors:
Karl E. Case Jr
Robert J. Shiller
Allan N. Weiss
Journal: Journal of portfolio management
Citation: Karl E. Case Jr et al., Index-Based Futures and Options Markets in Real Estate, Journal of portfolio management, 19(02), 1992, pp. 73
Authors:
Mahmoud Wahab
Amit Khandwala
Journal: Journal of portfolio management
Citation: Mahmoud Wahab et Amit Khandwala, Why Not Diversify Internationally With ADRs?, Journal of portfolio management, 19(02), 1992, pp. 75
Authors:
William T. Ziemba
Journal: Journal of portfolio management
Citation: William T. Ziemba, Comment on Why a Weekend Effect?, Journal of portfolio management, 19(02), 1992, pp. 93
Authors:
Wayne H. Wagner
Michael Banks
Journal: Journal of portfolio management
Citation: Wayne H. Wagner et Michael Banks, Increasing Portfolio Effectiveness Via Transaction Cost Management, Journal of portfolio management, 19(01), 1992, pp. 6
Authors:
Gerard Gennotte
Alan Jung
Journal: Journal of portfolio management
Citation: Gerard Gennotte et Alan Jung, Commissions and Asset Allocation, Journal of portfolio management, 19(01), 1992, pp. 12
Authors:
Ethan S. Etzioni
Journal: Journal of portfolio management
Citation: Ethan S. Etzioni, Indexing Can Be Beat, Journal of portfolio management, 19(01), 1992, pp. 24
Authors:
Robert R. Trippi
Duane DeSieno
Journal: Journal of portfolio management
Citation: Robert R. Trippi et Duane DeSieno, Trading Equity Index Futures with a Neural Network, Journal of portfolio management, 19(01), 1992, pp. 27
Authors:
Richard C. Grinold
Journal: Journal of portfolio management
Citation: Richard C. Grinold, Are Benchmark Portfolios Efficient?, Journal of portfolio management, 19(01), 1992, pp. 34
Authors:
Arjun B. Divecha
Jaime Drach
Dan Stefek
Journal: Journal of portfolio management
Citation: Arjun B. Divecha et al., Emerging Markets: A Quantitative Perspective, Journal of portfolio management, 19(01), 1992, pp. 41
Authors:
Jarrod W .Wilcox
Journal: Journal of portfolio management
Citation: Jarrod W .Wilcox, Taming Frontier Markets, Journal of portfolio management, 19(01), 1992, pp. 51
Authors:
Lawrence S. Speidell
Ross Sappenfield
Journal: Journal of portfolio management
Citation: Lawrence S. Speidell et Ross Sappenfield, Global Diversification in a Shrinking World, Journal of portfolio management, 19(01), 1992, pp. 57
Authors:
Chris P. Dialynas
David H. Edington
Journal: Journal of portfolio management
Citation: Chris P. Dialynas et David H. Edington, Bond Yield Spreads: A Postmodern View, Journal of portfolio management, 19(01), 1992, pp. 68
Authors:
Mitzi Carletti
Eric J. Weigel
Journal: Journal of portfolio management
Citation: Mitzi Carletti et Eric J. Weigel, The Bond/Call Option Strategy, Journal of portfolio management, 19(01), 1992, pp. 76
Authors:
David Durand
Journal: Journal of portfolio management
Citation: David Durand, What Price Growth?, Journal of portfolio management, 19(01), 1992, pp. 84
Authors:
Gary L. Gastineau
Journal: Journal of portfolio management
Citation: Gary L. Gastineau, Option Position and Exercise Limits: Time for a Radical Change, Journal of portfolio management, 19(01), 1992, pp. 92
Authors:
Peter S. Spiro
Journal: Journal of portfolio management
Citation: Peter S. Spiro, Comments on Schwert's Review of Market Volatility, Journal of portfolio management, 19(01), 1992, pp. 97
Authors:
Edward Carr Franks
Journal: Journal of portfolio management
Citation: Edward Carr Franks, Targeting Excess-of-Benchmark Returns, Journal of portfolio management, 18(04), 1992, pp. 6