string(209) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ICR' AND fasc_issn='00954918' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 0 limit 25"
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
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
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
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
Citation: Philip Halpern, Investing Abroad: A Review of Capital Market Integration and Manager Performance, Journal of portfolio management, 19(02), 1992, pp. 47
Citation: Wayne H. Wagner et Michael Banks, Increasing Portfolio Effectiveness Via Transaction Cost Management, Journal of portfolio management, 19(01), 1992, pp. 6