Volatility Wisdom of Social Media Crowds.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 136, doi. 10.3905/jpm.2017.43.2.136
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2017 AND VI 43 AND IP 2
Results: 12
1
2
Currency Crowdedness Generated by Global Bond Funds.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 123, doi. 10.3905/jpm.2017.43.2.123
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- Publication type:
- Article
3
The Bad Arithmetic of Active Management.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 115, doi. 10.3905/jpm.2017.43.2.115
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- Publication type:
- Article
4
Effect of Booms and Busts on the Sharpe Ratio.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 105, doi. 10.3905/jpm.2017.43.2.105
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- Publication type:
- Article
5
The Dangers of Diversification: Managing Multiple Manager Portfolios.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 13, doi. 10.3905/jpm.2017.43.2.013
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- Publication type:
- Article
6
Do Index Buyers Make Overvalued Stocks More Overvalued?
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 2, doi. 10.3905/jpm.2017.43.2.002
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- Publication type:
- Article
7
Equity Portfolios with Improved Liability-Hedging Benefits.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 37, doi. 10.3905/jpm.2017.43.2.037
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- Publication type:
- Article
8
Quantifying Backtest Overfitting in Alternative Beta Strategies.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 90, doi. 10.3905/jpm.2017.43.2.090
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- Publication type:
- Article
9
The Moral Hazard Problem in Hedge Funds: A Study of Commodity Trading Advisors.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 77, doi. 10.3905/jpm.2017.43.2.077
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- Publication type:
- Article
10
Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 61, doi. 10.3905/jpm.2017.43.2.061
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- Publication type:
- Article
11
Abnormal Stock Returns Using Supply Chain Momentum and Operational Financials.
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 50, doi. 10.3905/jpm.2017.43.2.050
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- Publication type:
- Article
12
Extending the Risk Parity Approach to Higher Moments: Is There Any Value Added?
- Published in:
- Journal of Portfolio Management, 2017, v. 43, n. 2, p. 24, doi. 10.3905/jpm.2017.43.2.024
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- Publication type:
- Article