Works matching IS 00954918 AND DT 2011 AND VI 38 AND IP 1

Results: 14

Event-Driven Trading and the "New News.".

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 110, doi. 10.3905/jpm.2011.38.1.110

By:

LEINWEBER, DAVID;
SISK, JACOB

Publication type:

Article

A Hybrid Approach to Combining CART and Logistic Regression for Stock Ranking.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 100, doi. 10.3905/jpm.2011.38.1.100

By:

MIN ZHU;
PHILPOTTS, DAVID;
SPARKS, ROSS;
STEVENSON, MAXWELL J.

Publication type:

Article

Stock Return Expectations and P/E10.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 91, doi. 10.3905/jpm.2011.38.1.091

By:

BENSON, EARL D.;
BORTNER, BEN D.;
KONG, SOPHIE

Publication type:

Article

Is There a Bubble in LinkedIn's Stock Price?

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 125, doi. 10.3905/jpm.2011.38.1.125

By:

JARROW, ROBERT;
KCHIA, YOUNES;
PROTTER, PHILIP

Publication type:

Article

Does Active Management Provide Investor Surplus?

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 131, doi. 10.3905/jpm.2011.38.1.131

By:

JACOBSEN, BRIAN J.

Publication type:

Article

Simple and Robust Risk Budgeting with Expected Shortfall.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 78, doi. 10.3905/jpm.2011.38.1.078

By:

PHILIPS, THOMAS;
LIU, MICHAEL

Publication type:

Article

Tactical Allocation by Credit Quality.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 69, doi. 10.3905/jpm.2011.38.1.069

By:

FRIDSON, MARTIN;
MCLEOD-SALMON, CAMILLE

Publication type:

Article

Evidence on Dynamic Loss Aversion from Currency Portfolios.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 60, doi. 10.3905/jpm.2011.38.1.060

By:

FROOT, KENNETH;
ARABADJIS, JOHN;
CATES, SONYA;
LAWRENCE, STEPHEN

Publication type:

Article

Market Diversity and the Performance of Actively Managed Portfolios.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 48, doi. 10.3905/jpm.2011.38.1.048

By:

AGAPOVA, ANNA;
FERGUSON, ROBERT;
GREENE, JASON

Publication type:

Article

Global Tactical Sector Allocation: A Quantitative Approach.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 29, doi. 10.3905/jpm.2011.38.1.029

By:

DOESWIJK, RONALD;
VAN VLIET, PIM

Publication type:

Article

Breadth, Skill, and Time.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 18, doi. 10.3905/jpm.2011.38.1.018

By:

GRINOLD, RICHARD C.;
KAHN, RONALD N.

Publication type:

Article

Remembering Barbara S. Bernstein.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 16

By:

Adams, Allison

Publication type:

Article

Auditor Independence? Time to Eliminate the Question Mark.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 5, doi. 10.3905/jpm.2011.38.1.005

By:

POLIMENI, RALPH S.;
BURKE, JACQUELINE A.

Publication type:

Article

Herd on the Street.

Published in:

Journal of Portfolio Management, 2011, v. 38, n. 1, p. 1, doi. 10.3905/jpm.2011.38.1.001

By:

SCHWARTZ, ROBERT A.;
JUPITER, DANIEL C.;
SCHLUMPRECHT, THOMAS

Publication type:

Article