Illuminating Hedge Fund Returns to Improve Portfolio Construction.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 127, doi. 10.3905/jpm.2015.41.3.127
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2015 AND VI 41 AND IP 3
Results: 14
1
2
Building Efficient Income Portfolios.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 117, doi. 10.3905/jpm.2015.41.3.117
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- Publication type:
- Article
3
Tail Dependence: A Cross-Industry Comparison.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 109, doi. 10.3905/jpm.2015.41.3.109
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- Publication type:
- Article
4
A Test of Covariance-Matrix Forecasting Methods.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 97, doi. 10.3905/jpm.2015.41.3.097
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- Publication type:
- Article
5
Improving Risk Forecasts Through Cross-Sectional Observations.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 84, doi. 10.3905/jpm.2015.41.3.084
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- Publication type:
- Article
6
Did the Profitability of Momentum and Reversal Strategies Decline with Arbitrage Costs After the Turn of the Millennium?
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 70, doi. 10.3905/jpm.2015.41.3.070
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- Publication type:
- Article
7
Value Investing Through the Lens of Campbell-Shiller.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 59, doi. 10.3905/jpm.2015.41.3.059
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- Publication type:
- Article
8
A Risk-Oriented Model for Factor Timing Decisions.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 46, doi. 10.3905/jpm.2015.41.3.046
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- Publication type:
- Article
9
The Ins and Outs of Index Tracking.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 35, doi. 10.3905/jpm.2015.41.3.035
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- Publication type:
- Article
10
The Folly of Blame: Why Investors Should Care About Their Managers' Culture.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 23, doi. 10.3905/jpm.2015.41.3.023
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- Publication type:
- Article
11
The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 14, doi. 10.3905/jpm.2015.41.3.014
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- Publication type:
- Article
12
iGDP?
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 4, doi. 10.3905/jpm.2015.41.3.004
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- Publication type:
- Article
13
It's a Small World: Boardroom Networks and Stock Performance.
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 1, doi. 10.3905/jpm.2015.41.3.001
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- Publication type:
- Article
14
Does the Number of Stocks in a Portfolio Influence Performance?
- Published in:
- Journal of Portfolio Management, 2015, v. 41, n. 3, p. 2
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- Publication type:
- Article