Works matching IS 00954918 AND DT 1988 AND VI 15 AND IP 1
Results: 12
A bond market timing model.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 45, doi. 10.3905/jpm.1988.409175
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- Article
Does the market reward risk in non-January months?.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 55, doi. 10.3905/jpm.1988.409179
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- Article
Duration models: A taxonomy.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 50
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- Article
The Dow Jones Industrials: Do you get what you see?
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 58, doi. 10.3905/jpm.1988.409185
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- Article
Managing cash flow risk in stock index futures: The tail hedge.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 41, doi. 10.3905/jpm.1988.409183
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- Article
A stop loss approach to portfolio insurance.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 35, doi. 10.3905/jpm.1988.409178
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- Article
For better performance: Constrain portfolio weights.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 29, doi. 10.3905/jpm.1988.409181
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- Article
Put--call ratios and market timing effectiveness.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 25, doi. 10.3905/jpm.1988.409184
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- Article
A look at real estate duration.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 16, doi. 10.3905/jpm.1988.409176
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- Article
How much do bank trust departments use derivatives?
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 12, doi. 10.3905/jpm.1988.409182
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- Article
A proposal to stabilize stock prices.
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 4, doi. 10.3905/jpm.1988.409177
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- Article
How speculative was the bull market?
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- Journal of Portfolio Management, 1988, v. 15, n. 1, p. 1, doi. 10.3905/jpm.15.1.1
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- Article