The Time Dimension of Risk.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 1
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2007 AND VI 33 AND IP 4
Results: 13
1
2
The Relative Importance of Asset Allocation and Security Selection: Comment.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 111, doi. 10.3905/jpm.2007.690612
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- Publication type:
- Article
3
The Market P/E Ratio, Earnings Trends, and Stock Return Forecasts.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 87, doi. 10.3905/jpm.2007.690610
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- Publication type:
- Article
4
Spanning Tests for Replicable Small-Cap Indexes as Separate Asset Classes.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 102, doi. 10.3905/jpm.2007.690611
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- Publication type:
- Article
5
We Don't Quite Know What We Are Talking About.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 84, doi. 10.3905/jpm.2007.690609
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- Publication type:
- Article
6
Do Losses Linger?
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 75, doi. 10.3905/jpm.2007.690608
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- Publication type:
- Article
7
How Do Performance Measures Perform?
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 64, doi. 10.3905/jpm.2007.690607
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- Publication type:
- Article
8
Shrinking the Covariance Matrix.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 55, doi. 10.3905/jpm.2007.690606
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- Publication type:
- Article
9
The Impact of Constraints on Value-Added.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 45, doi. 10.3905/jpm.2007.690605
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- Publication type:
- Article
10
Extending Black-Litterman Analysis Beyond the Mean-Variance Framework.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 33, doi. 10.3905/jpm.2007.690604
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- Publication type:
- Article
11
Market Timing with Aggregate and Idiosyncratic Stock Volatilities.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 26, doi. 10.3905/jpm.2007.690603
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- Publication type:
- Article
12
Optimal Gearing.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 10, doi. 10.3905/jpm.2007.690600
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- Publication type:
- Article
13
Enhanced Active Equity Portfolios Are Trim Equitized Long-Short Portfolios.
- Published in:
- Journal of Portfolio Management, 2007, v. 33, n. 4, p. 19, doi. 10.3905/jpm.2007.690601
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- Publication type:
- Article