Works matching IS 00954918 AND DT 2004 AND VI 30

Results: 65

Where Have Thirty Years Gone?

Published in:

2004

By:

Bernstein, Peter L.

Publication type:

Editorial

Will History Rhyme?

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 34, doi. 10.3905/jpm.2004.442619

By:

Goetzmann, William N.

Publication type:

Article

The Adaptive Markets Hypothesis.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 15, doi. 10.3905/jpm.2004.442611

By:

Lo, Andrew W.

Publication type:

Article

The Backward Art of Investing Money.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 30, doi. 10.3905/jpm.2004.442612

By:

Samuelson, Paul A.

Publication type:

Article

Applying Optimization Technology to Portfolio Management.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 162, doi. 10.3905/jpm.2004.442642

By:

Mulvey, John M.

Publication type:

Article

What Do Investors Want?

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 153, doi. 10.3905/jpm.2004.442641

By:

Statman, Meir

Publication type:

Article

Financial Market Simulation.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 142, doi. 10.3905/jpm.2004.442640

By:

Jacobs, Bruce I.;
Levy, Kenneth N.;
Markowitz, Harry M.

Publication type:

Article

Can Predictable Patterns in Market Returns be Exploited Using Real Money?

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 131, doi. 10.3905/jpm.2004.442638

By:

Malkiel, Burton G.

Publication type:

Article

A Brave New World.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 124, doi. 10.3905/jpm.2004.442636

By:

McCulley, Paul

Publication type:

Article

Blinded by Theory?

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 113, doi. 10.3905/jpm.2004.442634

By:

Arnott, Robert D.

Publication type:

Article

Thinking Outside the Benchmark.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 104, doi. 10.3905/jpm.2004.442632

By:

Anson, Mark

Publication type:

Article

An Alternative Future.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 94, doi. 10.3905/jpm.2004.442627

By:

Asness, Clifford

Publication type:

Article

The Active Risk Puzzle.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 88, doi. 10.3905/jpm.2004.442626

By:

Litterman, Robert

Publication type:

Article

Investing Contingent Capital.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 80, doi. 10.3905/jpm.2004.442625

By:

Layard-Liesching, Ronald

Publication type:

Article

Reengineering Investment Management.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 70, doi. 10.3905/jpm.2004.442623

By:

Kritzman, Mark;
Thomas, Lee R.

Publication type:

Article

A New Framework for International Investing.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 55, doi. 10.3905/jpm.2004.442622

By:

Olma, Andrew R.;
Siegel, Laurence B.

Publication type:

Article

New Kids on the Block.

Published in:

Journal of Portfolio Management, 2004, v. 30, p. 42, doi. 10.3905/jpm.2004.442620

By:

Focardi, Sergio M.;
Kolm, Petter N.;
Fabozzi, Frank J.

Publication type:

Article

Don't Worry About the Election.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 101, doi. 10.3905/jpm.2004.101

By:

Beyer, Scott B.;
Jensen, Gerald R.;
Johnson, Robert R.

Publication type:

Article

European Inflation-Indexed Government Debt Security Markets.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 226, doi. 10.3905/jpm.2004.226

By:

Bardong, Florian;
Lehnert, Thorsten

Publication type:

Article

Trends in Quantitative Asset Management in Europe.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 125, doi. 10.3905/jpm.2004.125

By:

Fabozzi, Frank J.;
Focardi, Sergio M.;
Jonas, Caroline L.

Publication type:

Article

Honey, I Shrunk the Sample Covariance Matrix.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 110, doi. 10.3905/jpm.2004.110

By:

Ledoit, Olivier;
Wolf, Michael

Publication type:

Article

European Hedge Funds.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 254, doi. 10.3905/jpm.2004.254

By:

Ineichen, Alexander M.

Publication type:

Article

How Derivatives Can Help Solve the Pension Fund Crisis.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 244, doi. 10.3905/jpm.2004.244

By:

Van Capelleveen, Huub F.;
Kat, Harry M.;
Kocken, Theo P.

Publication type:

Article

Stock Ownership Decisions in Defined-Contribution Pension Plans.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 92, doi. 10.3905/jpm.2004.92

By:

Douglass, Julian;
Wu, Owen;
Ziemba, William

Publication type:

Article

Agency Ratings in the Pfandbrief Market.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 239, doi. 10.3905/jpm.2004.239

By:

Breger, Ludovic;
Stovel, Darren

Publication type:

Article

Euro Swap Spreads.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 216, doi. 10.3905/jpm.2004.216

By:

Ilmanen, Antti

Publication type:

Article

Gaining Sector Exposure in Europe.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 186, doi. 10.3905/jpm.2004.186

By:

Mussavian, Massoud

Publication type:

Article

Portable Alpha and Beta Strategies in the Euro Zone.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 204, doi. 10.3905/jpm.2004.204

By:

Amenc, Noël;
Malaise, Philippe;
Martellini, Lionel;
Sfeir, Daphné

Publication type:

Article

Sources of Outperformance in Equity Markets.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 170, doi. 10.3905/jpm.2004.170

By:

Alexander, Carol;
Dimitriu, Anca

Publication type:

Article

Style Rotation Strategies.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 160, doi. 10.3905/jpm.2004.160

By:

Levis, Mario;
Tessaromatis, Nicholas

Publication type:

Article

Concentrating on Concentration.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 150, doi. 10.3905/jpm.2004.150

By:

Curds, Ross M.

Publication type:

Article

Predicting Earnings Surprises in European Countries.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 144, doi. 10.3905/jpm.2004.144

By:

Beckers, Stan;
Seier, Karsten;
Braun, Stefan

Publication type:

Article

Low-Cap and Low-Rated Companies.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 133, doi. 10.3905/jpm.2004.133

By:

Dimson, Elroy;
Marsh, Paul;
Staunton, Mike

Publication type:

Article

Optimal Credit Allocation for Buy-and-Hold Investors.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 73, doi. 10.3905/jpm.2004.73

By:

Dynkin, Lev;
Hyman, Jay;
Phelps, Bruce D.

Publication type:

Article

The EVA Style of Investing.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 61, doi. 10.3905/jpm.2004.61

By:

Abate, James A.;
Grant, James L.;
Stewart III, G. Bennett

Publication type:

Article

Active versus Passive Strategies for EAFE and the S&P 500.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 51, doi. 10.3905/jpm.2004.51

By:

Arshanapalli, Bala;
Switzer, Lorne N.;
Hung, Loretta T. S.

Publication type:

Article

Index Fundamentalism Revisited.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 37, doi. 10.3905/jpm.2004.37

By:

Reinker, Kenneth S.;
Tower, Edward

Publication type:

Article

Optimal Active Risk Budgeting Model.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 22, doi. 10.3905/jpm.2004.22

By:

Figelman, Ilya

Publication type:

Article

Liability-Relative Investing.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 4, p. 8, doi. 10.3905/jpm.2004.8

By:

Waring, M. Barton

Publication type:

Article

The Great Alpha Tree.

Published in:

2004

By:

Bernstein, Peter L.

Publication type:

Editorial

Comment: Response.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 127

By:

Dowd, Kevin

Publication type:

Article

A Value at Risk Approach to Risk-Return Analysis: Comment.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 124, doi. 10.3905/jpm.2004.412328

By:

Xueting Huang

Publication type:

Article

Asset Return Distributions and the Investment Horizon.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 47, doi. 10.3905/jpm.2004.412319

By:

Levy, Haim;
Duchin, Ran

Publication type:

Article

S&P 500 Indexers, Tracking Error, and Liquidity.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 37, doi. 10.3905/jpm.2004.412317

By:

Blume, Marshall E.;
Edelen, Roger M.

Publication type:

Article

Optimizing Selection of Credit Portfolios.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 112, doi. 10.3905/jpm.2004.412326

By:

McDermott, Glen;
Skarabot, Jure;
Kroujiline, Alexei

Publication type:

Article

Sell Discipline and Institutional Money Management.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 95

By:

Faugère, Christophe;
Shawky, Hany A.;
Smith, David M.

Publication type:

Article

Comovement as an Investment Tool.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 106, doi. 10.3905/jpm.2004.412325

By:

Cornell, Bradford

Publication type:

Article

Analysis of Risk-Adjusted Performance of Global Market Assets.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 63, doi. 10.3905/jpm.2004.412321

By:

Reilly, Frank K.;
Wright, David J.

Publication type:

Article

Investing in Global Equities.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 88, doi. 10.3905/jpm.2004.412323

By:

Cavaglia, Stefario;
Diermeier, Jeffrey;
Moroz, Vadim;
De Zordo, Sonia

Publication type:

Article

Portable Alpha.

Published in:

Journal of Portfolio Management, 2004, v. 30, n. 3, p. 78, doi. 10.3905/jpm.2004.412322

By:

Kung, Edward;
Pohlman, Larry

Publication type:

Article